# EDGAR Filing Document

**Accession Number:** 0001296250
**File Stem:** 0001296250-23-000008
**Filing Date:** 2023-3
**Character Count:** 182604
**Document Hash:** 25e4de7c30ad3f20b9649d9c4f76accb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001296250-23-000008.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001296250-23-000008

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Income Strategy Fund II
- **CENTRAL INDEX KEY:** 0001296250
- **IRS NUMBER:** 201619298
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21601
- **FILM NUMBER:** 23688746

**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 Strategy Fund
- **DATE OF NAME CHANGE:** 20040701

## 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 II

- **b. Investment Company Act file number:** 811-21601

- **c. CIK number of Registrant:** 0001296250

- **d. LEI of Registrant:** RS8VXHJKKVE627NLC573

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $906292504.53

**Total Liabilities:** $331368937.13

**Net Assets:** $574923567.40

**Cash Not Reported:** $25342311.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1057.342200 | **1-Year:** 34940.063900 | **5-Year:** 83897.819900 | **10-Year:** 73114.259300 | **30-Year:** -109544.126400

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

- **3-Month:** 50066.570300 | **1-Year:** 39382.767500 | **5-Year:** 82282.676800 | **10-Year:** 14183.015000 | **30-Year:** 1488.488200

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 5.99%                | 5.72%                | -5.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4687515.05             | $3802313.71                                |
| Month 2  | $13167099.45             | $-556335.59                                |
| Month 3  | $1062352.62              | $-7209464.33                               |

### Schedule of Portfolio Investments

| Name                                                               | Title                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                | IRS AUD 3.50000 06/17/15-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-90514.52    | -0.02%            |  |  |  | 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      | $1939889.37   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS EUR 0.25000 09/21/22-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $2553657.28   | 0.44%             |  |  |  | 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      | $285934.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-J                                | BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1              | CUSIP: 05951EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386870 | PA      | $353882.89    | 0.06%             | 2047-01-20      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS MXN 8.66000 04/07/22-2Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $125.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS MXN 8.67500 04/06/22-2Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $249.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2008-R3                               | BANC OF AMERICA FUNDING CORPOR BAFC 2008 R3 3A3 144A        | CUSIP: 05954XAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2954726 | PA      | $2474421.20   | 0.43%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                | BANCA MONTE DEI PASCHI S SR UNSECURED REGS 01/26 1.875      | CUSIP: ACI1T7K79<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   2800000 | PA      | $2578047.01   | 0.45%             | 2026-01-09      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 0.75000 06/16/21-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $8564150.38   | 1.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                | BANCA MONTE DEI PASCHI S SR UNSECURED REGS 04/25 2.625      | CUSIP: ACI1J7WJ1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   6685000 | PA      | $6493685.55   | 1.13%             | 2025-04-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.16000 04/12/21-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $551946.91    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.25000 12/16/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $987262.48    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.35000 01/20/22-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $852659.36    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.36000 02/15/22-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $569401.39    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                | BANCA MONTE DEI PASCHI S SR UNSECURED REGS 09/24 3.625      | CUSIP: BJSF9FII4<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1222498.71   | 0.21%             | 2024-09-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.38000 08/24/21-7Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $4244257.25   | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.42000 08/17/21-7Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3793821.25   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.45000 02/17/22-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $909971.79    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/28 VAR        | CUSIP: ACI0ZY1X9<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   2100000 | PA      | $1817534.60   | 0.32%             | 2028-01-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.55000 10/20/21-5Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3471709.72  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.60000 11/15/21-5Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2060059.88  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.70000 02/01/22-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $62437626.48  | 10.86%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.70000 11/17/21-5Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3249703.20  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.75000 01/22/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6709503.00   | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.75000 12/15/21-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6506705.09   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 01/30 VAR        | CUSIP: ACI1J42S1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   2361000 | PA      | $2217606.81   | 0.39%             | 2030-01-22      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 1.87500 02/07/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6498852.86   | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 2.00000 01/15/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $382300.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 2.25000 03/12/20-30Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1359478.78   | 0.24%             |  |  |  | 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        |   5318000 | PA      | $5287049.06   | 0.92%             | 2029-07-23      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 2.25000 06/15/16-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1734503.30  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 2.50000 12/20/17-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3349959.26  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 2.50000 12/20/17-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-41530.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 2.75000 06/17/15-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-6249079.40  | -1.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 3.00000 06/19/19-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4030063.44  | -0.70%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS USD 3.50000 06/19/13-31Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-6533342.25  | -1.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                | BANCA MONTE DEI PASCHI S SUBORDINATED REGS 09/30 VAR        | CUSIP: ACI1R35P7<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |   1400000 | PA      | $1321910.92   | 0.23%             | 2030-09-10      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR GBP SONIO/0.75000 09/21/22-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $2573029.52   | 0.45%             |  |  |  | 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      | $1378280.05   | 0.24%             |  |  |  | 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      | $783587.83    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                       | BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65       | CUSIP: 05971U2B2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    800000 | PA      | $196799.89    | 0.03%             | 2024-09-17      | Fixed         | 4.65%                 | 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      | $-10668439.30 | -1.86%            |  |  |  | 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      | $47674.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/2.35000 01/17/24-1Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $185231.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/2.45000 12/20/23-1Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $366200.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | WINDSTREAM HOLDINGS II, LLC 8725909B2                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    565698 | NC      | $11451913.94  | 1.99%             |  |  |  | No            |                  3 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                 | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                   | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    549096 | NS      | $576550.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC SR UNSECURED 11/33 VAR                         | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1882000 | PA      | $1977718.56   | 0.34%             | 2033-11-02      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BCAP LLC 2011-RR8 TRUST                                            | BCAP LLC TRUST BCAP 2011 RR8 2A4 144A                       | CUSIP: 05536LAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8811270 | PA      | $6732053.81   | 1.17%             | 2037-08-26      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC 2013-RR5 TRUST                                            | BCAP LLC TRUST BCAP 2013 RR5 4A2 144A                       | CUSIP: 05542MAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3400029 | PA      | $3084245.16   | 0.54%             | 2036-09-26      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2010-RR6                                            | BCAP LLC TRUST BCAP 2010 RR6 1812 144A                      | CUSIP: 05533CLD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400255 | PA      | $1774341.27   | 0.31%             | 2036-11-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2010-RR9                                            | BCAP LLC TRUST BCAP 2010 RR9 1A10 144A                      | CUSIP: 05533GAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1854695 | PA      | $1819963.03   | 0.32%             | 2037-08-28      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2010-RR9                                            | BCAP LLC TRUST BCAP 2010 RR9 5A10 144A                      | CUSIP: 05533GCJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1602269 | PA      | $1301095.83   | 0.23%             | 2035-12-26      | Variable      | 5.75%                 | 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        |    646484 | PA      | $876419.19    | 0.15%             | 2037-03-26      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2011-RR5                                            | BCAP LLC TRUST BCAP 2011 RR5 9A2 144A                       | CUSIP: 05534AAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837193 | PA      | $334857.38    | 0.06%             | 2037-05-26      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2011-RR6                                            | BCAP LLC TRUST BCAP 2011 RR6 6A1 144A                       | CUSIP: 05535YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4412544 | PA      | $3745785.59   | 0.65%             | 2037-07-26      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-10                                   | BEAR STEARNS ALT A TRUST BALTA 2005 10 11A1                 | CUSIP: 07386HYW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500958 | PA      | $646458.77    | 0.11%             | 2036-01-25      | Floating      | 4.89%                 | 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        |    248332 | PA      | $147707.98    | 0.03%             | 2035-09-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-9                                    | BEAR STEARNS ALT A TRUST BALTA 2005 9 25A1                  | CUSIP: 07386HYF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3592662 | PA      | $2632212.91   | 0.46%             | 2035-11-25      | Floating      | 3.62%                 | 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        |    285295 | PA      | $152800.38    | 0.03%             | 2036-11-25      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST II 2007-1                                 | BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1                | CUSIP: 07389KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3840609 | PA      | $2018338.91   | 0.35%             | 2047-09-25      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-AQ1                | BEAR STEARNS ASSET BACKED SECU BSABS 2006 AQ1 12A           | CUSIP: 07389PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1996920 | PA      | $2883743.89   | 0.50%             | 2036-10-25      | Floating      | 4.53%                 | 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        |    332502 | PA      | $180394.07    | 0.03%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BELLE HAVEN ABS CDO LTD 2006-1A                                    | BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A                | CUSIP: 078452AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        | 180259327 | PA      | $1331215.13   | 0.23%             | 2046-07-05      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP PARIBAS SR UNSECURED 144A 01/33 VAR                     | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1659000 | PA      | $1314018.55   | 0.23%             | 2033-01-20      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                      | BOEING CO SR UNSECURED 02/33 6.125                          | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1789305.72   | 0.31%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                     | BOI FINANCE BV 02/27 7.5                                    | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |   3000000 | PA      | $2593485.03   | 0.45%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                               | CARNIVAL CORPORATION EUR TERM LOAN B                        | CUSIP: P2121YAP3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   2265152 | PA      | $2337221.86   | 0.41%             | 2025-06-30      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                         | CARVANA CO COMPANY GUAR 144A 05/30 10.25                    | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1179383.65   | 0.21%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| CGG SA                                                             | CGG SA SR SECURED 144A 04/27 7.75                           | CUSIP: ACI1WM066<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $2283937.80   | 0.40%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                             | CGG SA SR SECURED 144A 04/27 8.75                           | CUSIP: 12531TAF6<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   3656000 | PA      | $2928476.51   | 0.51%             | 2027-04-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CGG SA                                                             | CGG SA SR SECURED REGS 04/27 7.75                           | CUSIP: ACI1WLTT7<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   2900000 | PA      | $2547469.08   | 0.44%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHAMPION PATH HOLDINGS LIMITED                                     | CHAMPION PATH HOLDINGS COMPANY GUAR REGS 01/26 4.5          | CUSIP: ACI1V8V80<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |   1100000 | PA      | $960465.00    | 0.17%             | 2026-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHAMPION PATH HOLDINGS LIMITED                                     | CHAMPION PATH HOLDINGS COMPANY GUAR REGS 01/28 4.85         | CUSIP: ACI1V8M31<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |   1200000 | PA      | $1012440.00   | 0.18%             | 2028-01-27      | Fixed         | 4.85%                 | 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        |      3395 | PA      | $3124.68      | 0.00%             | 2035-12-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2006-S1                                | CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S1 A2             | CUSIP: 16162WQY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5554 | PA      | $3627.03      | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                   | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8            | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   4014000 | PA      | $3662775.00   | 0.64%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                   | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25         | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3098870.82   | 0.54%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-2RA                                          | CIFC FUNDING LTD CIFC 2014 2RA INC 144A                     | CUSIP: 125475AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $551244.82    | 0.10%             | 2030-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-3A                                           | CIFC FUNDING LTD CIFC 2014 3A INC 144A                      | CUSIP: 12549TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $314860.47    | 0.05%             | 2026-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                                          | FARM CREDIT BK OF TEXAS JR SUBORDINA 144A 12/99 VAR         | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |   1000000 | NS      | $930000.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES 2007-3                                | CITICORP MORTGAGE SECURITIES, CMSI 2007 3 3A1               | CUSIP: 17312FAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8991 | PA      | $8357.05      | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES 2007-8                                | CITICORP MORTGAGE SECURITIES, CMSI 2007 8 1A1               | CUSIP: 17312DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314302 | PA      | $302906.80    | 0.05%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AMC1                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A1 144A       | CUSIP: 17311BAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1327810 | PA      | $748615.18    | 0.13%             | 2036-12-25      | Floating      | 4.55%                 | 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        |  11554423 | PA      | $4831901.57   | 0.84%             | 2036-12-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3                           | CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ                 | CUSIP: 14986DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93450 | PA      | $82406.23     | 0.01%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CITY OF CHICAGO                                                    | CHICAGO IL CHI 01/42 FIXED 7.75                             | CUSIP: 167486D22<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     56000 | PA      | $56938.25     | 0.01%             | 2042-01-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1                            | COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM             | CUSIP: 20173WAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426221 | PA      | $68248.62     | 0.01%             | 2049-12-10      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| CORK STREET CLO DESIGNATED ACTIVITY CO 1A                          | CORK STREET CLO DESIGNATED ACT CRKST 1A SUB 144A            | CUSIP: ACI0QPJC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    709449 | PA      | $222525.05    | 0.04%             | 2028-11-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CORSAIR INTERNATIONAL LIMITED                                      | CORSAIR INTERNATIONAL UNSECURED 144A 01/27 VAR              | CUSIP: ACI236343<br>LEI: 213800F3PS68ENYG4O41 | Long             | DBT              | CORP              | JE        |   1000000 | PA      | $1062421.12   | 0.18%             | 2027-01-28      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| COSAINT RE PTE LTD                                                 | COSAINT RE PTE LTD BONDS 144A 04/28 VAR                     | CUSIP: 22112CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    900000 | PA      | $729000.00    | 0.13%             | 2028-04-03      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LN TRUST 2005-1CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2           | CUSIP: 12667F2R5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201898 | PA      | $92080.56     | 0.02%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2004-35T2                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 35T2 A5           | CUSIP: 12667FQ99<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240921 | PA      | $183816.20    | 0.03%             | 2035-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A3          | CUSIP: 02146XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    549774 | PA      | $237182.77    | 0.04%             | 2036-12-25      | Fixed         | 5.75%                 | 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        |    399943 | PA      | $184888.37    | 0.03%             | 2036-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-28CB                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 28CB 5A1          | CUSIP: 12667FYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133440 | PA      | $125563.32    | 0.02%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-30CB                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 30CB 2A4          | CUSIP: 12667FJ55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198292 | PA      | $139107.50    | 0.02%             | 2035-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A3           | CUSIP: 12668BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278505 | PA      | $171174.77    | 0.03%             | 2036-01-25      | Fixed         | 5.50%                 | 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        |   1489155 | PA      | $905504.78    | 0.16%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A2          | CUSIP: 02146VAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    444047 | PA      | $331966.88    | 0.06%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-5T2                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 5T2 A4            | CUSIP: 12668BMX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364986 | PA      | $180377.73    | 0.03%             | 2036-04-25      | Fixed         | 6.00%                 | 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        |    734414 | PA      | $371116.49    | 0.06%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-7T2                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 7T2 A13           | CUSIP: 02147BAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474280 | PA      | $224846.19    | 0.04%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2008-2R                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1            | CUSIP: 021482AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    753669 | PA      | $451334.27    | 0.08%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY3                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY3 3A1           | CUSIP: 12668BNK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357244 | PA      | $297580.97    | 0.05%             | 2036-04-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3          | CUSIP: 02147RAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369121 | PA      | $132564.16    | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3          | COUNTRYWIDE HOME LOANS CWHL 2007 J3 A9                      | CUSIP: 17025QAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1149799 | PA      | $553477.56    | 0.10%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-1                                      | COUNTRYWIDE HOME LOANS CWHL 2005 1 2A1                      | CUSIP: 12669GRQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2152424 | PA      | $1753003.64   | 0.30%             | 2035-03-25      | Floating      | 4.97%                 | 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        |    326595 | PA      | $127648.16    | 0.02%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                 | CREDIT AGRICOLE SA JR SUBORDINA REGS 12/49 VAR              | CUSIP: F22797RT7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $298216.80    | 0.05%             | 2024-01-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                             | CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR          | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5780000 | PA      | $5063280.00   | 0.88%             | 2023-12-11      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                             | CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/49 VAR          | CUSIP: ACI07D348<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1463000 | PA      | $1281588.00   | 0.22%             | 2023-12-11      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                             | CREDIT SUISSE GROUP AG SR UNSECURED 144A 07/26 VAR          | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $469869.32    | 0.08%             | 2026-07-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                             | CREDIT SUISSE GROUP AG SR UNSECURED 144A 08/28 VAR          | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $547298.12    | 0.10%             | 2028-08-11      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERT 2006                           | CREDIT SUISSE MORTGAGE TRUST CSMC 2006 3 2A11               | CUSIP: 225470P23<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97596 | PA      | $54096.92     | 0.01%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2010-2R                | CREDIT SUISSE MORTGAGE TRUST CSMC 2010 2R 2A16 144A         | CUSIP: 12643GBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5899423 | PA      | $4911441.74   | 0.85%             | 2036-10-26      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                    | IHEARTMEDIA INC   CLASS A COMMON STOCK                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129909 | NS      | $796342.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA INC                                                    | IHEARTMEDIA INC   CLASS B COMMON STOCK                      | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100822 | NS      | $556234.97    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2005-10                              | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 10 8A3             | CUSIP: 225470FG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200828 | PA      | $149818.19    | 0.03%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                             | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507        | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    684742 | PA      | $712931.49    | 0.12%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                        | INTELSAT EMERGENCE SA COMMON STOCK                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |    233192 | NS      | $5596608.00   | 0.97%             |  |  |  | Yes           |                  3 | On Loan: No      |
| DIAMOND SPORTS GROUP LLC                                           | DIAMOND SPORTS GROUP LLC 2022 FIRST PRI TERM LOAN           | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |  18010077 | PA      | $17113355.44  | 2.98%             | 2026-05-25      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                              | DIRECTV FINANCING LLC TERM LOAN                             | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4876374 | PA      | $4758024.04   | 0.83%             | 2027-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                               | DISH DBS CORP SR SECURED 144A 12/26 5.25                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $5909470.00   | 1.03%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                               | DISH DBS CORP SR SECURED 144A 12/28 5.75                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7260000 | PA      | $5808000.00   | 1.01%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                           | DISH NETWORK CORP SR UNSECURED 08/26 3.375                  | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2138600.00   | 0.37%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DTEK ENERGY BV (AKA: DTEK HOLDINGS BV)                             | DTEK ENERGY BV COMPANY GUAR REGS 12/27 7                    | CUSIP: ACI1XVP76<br>LEI: 9845009A70B44Q680820 | Long             | DBT              | CORP              | NL        |   4220324 | PA      | $1163226.80   | 0.20%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                       | DUFRY ONE BV COMPANY GUAR REGS 04/26 3.625                  | CUSIP: ACI1X5JS4<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |   3090000 | PA      | $2942275.51   | 0.51%             | 2026-04-15      | Fixed         | 3.62%                 | 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        |   2700000 | PA      | $2031298.67   | 0.35%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                             | ESKOM HOLDINGS SOC LTD SR UNSECURED 144A 02/25 7.125        | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   2200000 | PA      | $2008817.80   | 0.35%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                             | ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 02/25 7.125        | CUSIP: S25221AL6<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1415000 | PA      | $1292035.09   | 0.22%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                             | ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 08/23 6.75         | CUSIP: S25221AC6<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1600000 | PA      | $1544681.60   | 0.27%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXELA INTERMEDIATE LLC / EXELA FINANCE INC                         | EXELA INTERMED/EXELA FIN SR SECURED 144A 07/26 11.5         | CUSIP: 30162RAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $15400.00     | 0.00%             | 2026-07-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-106                                                | FANNIE MAE FNR 2009 106 SN                                  | CUSIP: 31398GUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140520 | PA      | $9772.27      | 0.00%             | 2040-01-25      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-102                                         | FANNIE MAE FNR 2012 102 HI                                  | CUSIP: 3136A8SR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    316271 | PA      | $30362.91     | 0.01%             | 2042-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-138                                         | FANNIE MAE FNR 2012 138 QI                                  | CUSIP: 3136AAEQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    900589 | PA      | $114637.73    | 0.02%             | 2042-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FLHB)                                      | FEDERAL HOME LOAN BANK BONDS 01/23 VAR                      | CUSIP: 3130ATJ99<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $3000000.96   | 0.52%             | 2023-01-06      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FLHB)                                      | FEDERAL HOME LOAN BANK BONDS 02/23 VAR                      | CUSIP: 3130ATLQ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5600000 | PA      | $5600177.18   | 0.97%             | 2023-02-10      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK (FLHB)                                      | FEDERAL HOME LOAN BANK BONDS 02/23 VAR                      | CUSIP: 3130ATRB5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5600000 | PA      | $5600308.90   | 0.97%             | 2023-02-23      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC | FERTITTA ENTERTAINMENT COMPANY GUAR 144A 01/30 6.75         | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1859492.50   | 0.32%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PASS-THRU TR 2005-AR5                           | FIRST HORIZON MORTGAGE PASS TH FHASI 2005 AR5 1A1           | CUSIP: 32051GXN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152741 | PA      | $134391.53    | 0.02%             | 2035-11-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PT TR 2007-AR1                                  | FIRST HORIZON MORTGAGE PASS TH FHASI 2007 AR1 1A1           | CUSIP: 32053EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122161 | PA      | $53498.22     | 0.01%             | 2037-05-25      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| NMG PARENT                                                         | NEIMAN MARCUS USD COMMON STOCK EQUITY                       | CUSIP: 967DUC905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82915 | NS      | $14597530.51  | 2.54%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NOBLE CORPORATION PLC                                              | NOBLE CORP PLC COMMON STOCK                                 | CUSIP: G65431127<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     14613 | NS      | $551056.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FORBES ENERGY SERVICES LLC                                         | FORBES ENERGY SERVICES LLC 2018 PIK FIIXED TERM LOAN        | CUSIP: 943UMZII5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4366 | PA      | $0.00         | 0.00%             | 2023-06-30      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| FORBES ENERGY SERVICES LLC                                         | FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN               | CUSIP: 962XCSII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    314841 | PA      | $0.00         | 0.00%             | 2023-06-30      | Fixed         | 5.30%                 | No            |                  3 | On Loan: No      |
| FORD MOTOR COMPANY                                                 | FORD MOTOR COMPANY SR UNSECURED 05/97 7.7                   | CUSIP: 345370BS8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   8720000 | PA      | $8268391.20   | 1.44%             | 2097-05-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1             | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A        | CUSIP: 35563CAH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8155642 | PA      | $5012807.02   | 0.87%             | 2055-11-25      | Floating      | 5.99%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1             | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 XA1 144A       | CUSIP: 35563CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33630570 | PA      | $2153165.27   | 0.37%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4204                                            | FREDDIE MAC FHR 4204 YI                                     | CUSIP: 3137B1ZZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    829406 | PA      | $71978.08     | 0.01%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4246                                            | FREDDIE MAC FHR 4246 NS                                     | CUSIP: 3137B4PM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    776223 | PA      | $582129.76    | 0.10%             | 2035-09-15      | Floating      | 1.01%                 | 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        |   3800000 | PA      | $3251275.82   | 0.57%             | 2041-11-25      | Floating      | 11.73%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 304                                             | FREDDIEMAC STRIP FHS 304 C52                                | CUSIP: 31325UP91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1164909 | PA      | $126929.75    | 0.02%             | 2032-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-DNA2     | FREDDIE MAC   STACR STACR 2015 DNA2 B                       | CUSIP: 3137G0FZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2717808 | PA      | $2729645.56   | 0.47%             | 2027-12-25      | Floating      | 11.94%                | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-E                                     | FREMONT HOME LOAN TRUST FHLT 2006 E 2A3                     | CUSIP: 35729NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11512577 | PA      | $5258979.75   | 0.91%             | 2037-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                            | GTWY CASINO+ENTERTAINMNT LTD 2021 CAD TERM LOAN             | CUSIP: 943ZHKII3<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |   3874970 | PA      | $2826095.25   | 0.49%             | 2027-10-18      | Fixed         | 12.56%                | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                            | GTWY CASINO+ENTERTAINMNT LTD 2021 TERM LOAN                 | CUSIP: 943ZERII1<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |   6760611 | PA      | $6676103.36   | 1.16%             | 2027-10-15      | Fixed         | 12.14%                | No            |                  2 | On Loan: No      |
| AXIS ENERGY SERVICES HOLDINGS LLC                                  | AXIS ENERGY SERVICES CLASS A EQTY009T1 AXIS ENERGY SERVICES | CUSIP: 942WZK900<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2048 | NS      | $71520.74     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GHANA GOVT                                                         | REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375             | CUSIP: 37443GAG6<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    500000 | PA      | $193765.00    | 0.03%             | 2027-02-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                         | REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875             | CUSIP: 37443GAH4<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    600000 | PA      | $217506.00    | 0.04%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                         | REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75              | CUSIP: 37443GAJ0<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    200000 | PA      | $70848.00     | 0.01%             | 2061-03-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STICHTING AK RABOBANK CERTIFICATEN                                 | STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR           | CUSIP: BJBQCWII7<br>LEI: N/A                  | Long             | EP               | CORP              | NL        |  12110000 | NS      | $12466616.07  | 2.17%             |  |  |  | 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        |   1043000 | NS      | $2148775.14   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNIVERSE CORPORATION                                              | SYNIVERSE PFD PIK PFDJJZ917                                 | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2129109 | NS      | $2046073.54   | 0.36%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 BI              | CUSIP: 38378HR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    111988 | PA      | $9724.40      | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 CI              | CUSIP: 38378HU95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38820 | PA      | $3752.35      | 0.00%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-128                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 128 KI              | CUSIP: 38378HT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    118307 | PA      | $14287.03     | 0.00%             | 2042-10-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-96                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 96 KI               | CUSIP: 38378HFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73107 | PA      | $13024.33     | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO BV 2015-1A                                     | GROSVENOR PLACE CLO BV GROSV 2015 1A SUB 144A               | CUSIP: 39927WAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |    500000 | PA      | $94192.64     | 0.02%             | 2029-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP II 2022-GTWY                           | GS MORTGAGE SECURITIES TRUST GSMS 2022 GTWY A 144A          | CUSIP: 36266DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1110033.54   | 0.19%             | 2039-08-15      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| GSPA MONETIZATION TRUST                                            | GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422       | CUSIP: 36298GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2655385 | PA      | $2551298.17   | 0.44%             | 2029-10-09      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)          | UNITI GROUP INC REIT USD.0001                               | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    274273 | NS      | $1516729.69   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                            | HCA INC COMPANY GUAR 11/95 7.5                              | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1291886.32   | 0.22%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                      | HESTIA RE LTD UNSECURED 144A 04/25 VAR                      | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |    704000 | PA      | $580800.00    | 0.10%             | 2025-04-22      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                | VICI PROPERTIES INC REIT USD.01                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     89142 | NS      | $2888200.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                      | VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9      | CUSIP: 942UCF009<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | EC               | CORP              | US        |      1155 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-F2                                 | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1             | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3430182 | PA      | $1113652.83   | 0.19%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                   | WESTMORELAND MINING HOLDINGS L COMMON                       | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53248 | NS      | $399360.00    | 0.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2007-B                            | INDYMAC RESIDENTIAL ASSET BACK INABS 2007 B 2A2             | CUSIP: 43710EAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2399996 | PA      | $1297927.13   | 0.23%             | 2037-07-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                                | POSEIDON BIDCO SASU EUR TERM LOAN B                         | CUSIP: 945BRXII5<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |   6700000 | PA      | $6179433.95   | 1.07%             | 2028-07-14      | Floating      | 7.26%                 | No            |                  3 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                       | INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5             | CUSIP: 45824TBC8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | DBT              | CORP              | LU        |  17148000 | PA      | $15373010.52  | 2.67%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                       | INTELSAT JACKSON HOLDINGS S.A. 2021 EXIT TERM LOAN B        | CUSIP: L5137LAQ8<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |   4461449 | PA      | $4316451.53   | 0.75%             | 2029-02-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| INTER MEDIA AND COMMUNICATION SPA                                  | INTER MEDIA COMMUNICATIO SR SECURED 144A 02/27 6.75         | CUSIP: ACI239TV9<br>LEI: 81560082CE2ED97AFD36 | Long             | DBT              | CORP              | IT        |   3000000 | PA      | $3052386.73   | 0.53%             | 2027-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JACKSON PARK TRUST 2019-LIC                                        | JACKSON PARK TRUST JAX 2019 LIC E 144A                      | CUSIP: 46868RAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2116000 | PA      | $1529697.87   | 0.27%             | 2039-10-14      | Variable      | 3.24%                 | 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        |    800887 | PA      | $661538.67    | 0.12%             | 2036-03-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-A2                             | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A2 3A1            | CUSIP: 46628GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810829 | PA      | $463686.13    | 0.08%             | 2036-05-25      | Floating      | 3.13%                 | 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        |    491240 | PA      | $435523.86    | 0.08%             | 2037-03-25      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A1                                   | JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2                  | CUSIP: 466247F57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154934 | PA      | $115123.05    | 0.02%             | 2036-02-25      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST-2005-S2                                   | JP MORGAN MORTGAGE TRUST JPMMT 2005 S2 2A16                 | CUSIP: 466247VJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32643 | PA      | $23649.33     | 0.00%             | 2035-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE TRUST 2005-A7                                       | JP MORGAN MORTGAGE TRUST JPMMT 2005 A7 3A1                  | CUSIP: 466247WT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57027 | PA      | $53395.20     | 0.01%             | 2035-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                          | AMERICAN AIRLINES, INC. 2021 TERM LOAN                      | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    900000 | PA      | $897610.50    | 0.16%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| KKR CLO 30 LTD 30A                                                 | KKR FINANCIAL CLO LTD KKR 30A SUB 144A                      | CUSIP: 48251XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $1776705.00   | 0.31%             | 2031-10-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                         | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL             | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87713 | PA      | $57013.24     | 0.01%             | 2024-06-28      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                         | LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL              | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    803783 | PA      | $431458.68    | 0.08%             | 2025-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2007-6                                       | LEHMAN MORTGAGE TRUST LMT 2007 6 1A11                       | CUSIP: 52521NAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251709 | PA      | $224238.78    | 0.04%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2007-8                                       | LEHMAN MORTGAGE TRUST LMT 2007 8 2A1                        | CUSIP: 52521YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1751074 | PA      | $630652.08    | 0.11%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-11                                            | LEHMAN XS TRUST LXS 2006 11 2A2                             | CUSIP: 52522WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352390 | PA      | $379527.54    | 0.07%             | 2046-06-24      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-7N                                            | LEHMAN XS TRUST LXS 2007 7N 1A1A                            | CUSIP: 52524GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950583 | PA      | $848135.84    | 0.15%             | 2047-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| MAGNETITE VII LTD 2012-7A                                          | MAGNETITE CLO LTD MAGNE 2012 7A SUB 144A                    | CUSIP: 55952XAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5650000 | PA      | $1576210.11   | 0.27%             | 2028-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-3                                      | MARLETTE FUNDING TRUST MFT 2019 3A CERT 144A                | CUSIP: 57109M101<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7112 | PA      | $573804.75    | 0.10%             | 2029-09-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| MARLETTE FUNDING TRUST 2020-1A                                     | MARLETTE FUNDING TRUST MFT 2020 1A CERT 144A                | CUSIP: 57109J108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5733 | PA      | $209264.80    | 0.04%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| MASTR ASSET SECURITIZATION TR 2007-1                               | MASTR ASSET SECURITIZATION TRU MASTR 2007 1 1A4             | CUSIP: 55292AAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325750 | PA      | $85863.85     | 0.01%             | 2037-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                      | MELCO RESORTS FINANCE SR UNSECURED 144A 06/25 4.875         | CUSIP: 58547DAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1656103.48   | 0.29%             | 2025-06-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                      | MELCO RESORTS FINANCE SR UNSECURED 144A 07/28 5.75          | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1900000 | PA      | $1591666.44   | 0.28%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1                      | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C            | CUSIP: 59021AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375936 | PA      | $188283.21    | 0.03%             | 2037-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2006-A1                               | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1             | CUSIP: 59020U5W1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1073618 | PA      | $589655.91    | 0.10%             | 2036-03-25      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| ADAGIO VI CLO DAC VI-A                                             | ADAGIO CLO ADAGI VI A SUB 144A                              | CUSIP: ACI0YQYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1800000 | PA      | $502987.98    | 0.09%             | 2031-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                           | MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF F 144A         | CUSIP: 61691KAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2192106.72   | 0.38%             | 2034-11-15      | Floating      | 8.79%                 | 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        |    412150 | PA      | $194839.61    | 0.03%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORRISON (MARKET BIDCO FINCO PLC)                                  | MARKET BIDCO FINCO PLC SR SECURED 144A 11/27 4.75           | CUSIP: ACI261ZG9<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $690974.29    | 0.12%             | 2027-11-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                       | MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B               | CUSIP: 55328HAK7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   6930000 | PA      | $5951137.50   | 1.04%             | 2028-09-01      | Floating      | 8.98%                 | 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        |   6800000 | PA      | $6993018.00   | 1.22%             | 2028-02-23      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| NGD HOLDINGS BV                                                    | NGD HOLDINGS BV SR SECURED 12/26 6.75                       | CUSIP: ACI1XVPP6<br>LEI: 984500ED2ABF0UF46690 | Long             | DBT              | CORP              | NL        |    395991 | PA      | $184383.31    | 0.03%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81                | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |  10500000 | PA      | $8934079.25   | 1.55%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE COMPANY                                              | NOBLE FINANCE CO SECURED 02/28 11                           | CUSIP: 65505JAC5<br>LEI: 5493003DTPH8AMMK4P51 | Long             | DBT              | CORP              | KY        |     29827 | PA      | $33182.54     | 0.01%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NOBLE FINANCE COMPANY                                              | NOBLE FINANCE CO SECURED 144A 02/28 11                      | CUSIP: 65505JAA9<br>LEI: 5493003DTPH8AMMK4P51 | Long             | DBT              | CORP              | KY        |   1357573 | PA      | $1510299.96   | 0.26%             | 2028-02-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2005-AP2                              | NOMURA ASSET ACCEPTANCE CORPOR NAA 2005 AP2 A5              | CUSIP: 65535VLL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6793 | PA      | $3544.02      | 0.00%             | 2035-05-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN BELL TELEPHONE                                        | NORTHWESTERN BELL TELEPH SR UNSECURED 05/30 7.75            | CUSIP: 668027AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12625000 | PA      | $11963460.23  | 2.08%             | 2030-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT DRILLING NORBE VIII/IX LTD                               | ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35          | CUSIP: G67106AC1<br>LEI: 549300YNW6BY570L6488 | Long             | DBT              | CORP              | KY        |    258352 | PA      | $142739.48    | 0.02%             | 2026-12-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED                        | ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/26 7.72         | CUSIP: G6711KAD7<br>LEI: 549300L7LF2PIRAWID66 | Long             | DBT              | CORP              | KY        |   8607496 | PA      | $2302505.18   | 0.40%             | 2026-12-01      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OIL & GAS FINANCE LIMITED                                | ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000      | CUSIP: 67576JAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    700265 | PA      | $1715.65      | 0.00%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OIL & GAS FINANCE LIMITED                                | ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    401060 | PA      | $982.60       | 0.00%             | 2023-02-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OHIO STATE UNIVERSITY                                              | OHIO ST UNIV OHSHGR 06/11 FIXED OID 4.8                     | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   6000000 | PA      | $4955418.60   | 0.86%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL                            | OI SA TERM LOAN 1                                           | CUSIP: 938VGYII0<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   3355780 | PA      | $1174523.13   | 0.20%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| OI S.A. - EM RECUPERA\xc7\xc3O JUDICIAL                            | OI SA TERM LOAN 2                                           | CUSIP: 938XAMII8<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |    776728 | PA      | $271854.68    | 0.05%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                    | OI SA COMPANY GUAR 07/25 VAR                                | CUSIP: P7354PAA2<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  26307000 | PA      | $4545883.54   | 0.79%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75              | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6295000 | PA      | $4840348.38   | 0.84%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2               | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1610924.04   | 0.28%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3               | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     27000 | PA      | $19242.97     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45              | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    535000 | PA      | $400142.46    | 0.07%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6               | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     18000 | PA      | $13665.13     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95              | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4702500 | PA      | $3663850.27   | 0.64%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75              | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $14835.89     | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5               | CUSIP: 694308GY7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     22000 | PA      | $15610.19     | 0.00%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4                 | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $5385.34      | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                       | PERU LNG SRL SR UNSECURED REGS 03/30 5.375                  | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |   7840000 | PA      | $6559216.52   | 1.14%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                        | PETROLEOS MEXICANOS COMPANY GUAR REGS 04/27 2.75            | CUSIP: ACI0CBT55<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2376000 | PA      | $1996330.67   | 0.35%             | 2027-04-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                      | PRIME HEALTHCARE SERVICE SR SECURED 144A 11/25 7.25         | CUSIP: 74165HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3809630.43   | 0.66%             | 2025-11-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                | ALTICE FINANCING SA SR SECURED 144A 08/29 5.75              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2739000 | PA      | $2159531.33   | 0.38%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                              | PROMOTORA DE INFORMACIONES SA 2022 EUR PIK JUNIOR TERM LOAN | CUSIP: 945BECII5<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |   1558670 | PA      | $1459917.74   | 0.25%             | 2027-06-30      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                              | PROMOTORA DE INFORMACIONES SA 2022 EUR SENIOR TERM LOAN     | CUSIP: 945BEBII7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |  11126404 | PA      | $10242817.86  | 1.78%             | 2026-12-31      | Floating      | 6.71%                 | No            |                  3 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                 | PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR      | CUSIP: ACI11ZNP4<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |   8450000 | PA      | $27622.58     | 0.00%             | 2025-04-12      | Floating      | 72.74%                | No            |                  2 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                                 | PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR      | CUSIP: P1910WRC5<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        | 354562000 | PA      | $1159043.43   | 0.20%             | 2025-04-12      | Floating      | 72.74%                | No            |                  2 | On Loan: No      |
| PUERTO RICO GOVT                                                   | PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR                 | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    613685 | PA      | $269254.43    | 0.05%             | 2043-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO GOVT                                                   | PUERTO RICO CMWLTH PRC 11/51 ADJUSTABLE VAR                 | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |   6327916 | PA      | $2135671.74   | 0.37%             | 2051-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2004-QA6                                | RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 CB1            | CUSIP: 76110HG94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489191 | PA      | $190218.91    | 0.03%             | 2034-12-26      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QS10                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS10 A15           | CUSIP: 751155AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150535 | PA      | $125907.11    | 0.02%             | 2036-08-25      | Fixed         | 6.00%                 | 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        |   2473710 | PA      | $996934.21    | 0.17%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TR 2007-A7                                 | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A1              | CUSIP: 76114QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1315937 | PA      | $531884.05    | 0.09%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TRUST 2005-A15                             | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2            | CUSIP: 45660L4H9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773984 | PA      | $301233.79    | 0.05%             | 2036-02-25      | Fixed         | 5.75%                 | 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        |     70000 | NS      | $62650.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-SA2                             | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA2 3A1            | CUSIP: 749574AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     62533 | PA      | $57338.70     | 0.01%             | 2036-08-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2005-SA4                              | RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A31           | CUSIP: 76111XYF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442219 | PA      | $292063.50    | 0.05%             | 2035-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-1                                | RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25            | CUSIP: 76716XAA0<br>LEI: 549300V5D1W52HY8NO65 | Long             | DBT              | CORP              | US        |    308914 | PA      | $313567.67    | 0.05%             | 2024-07-06      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-1                                | RIO OIL FINANCE TRUST SR SECURED REGS 07/24 9.25            | CUSIP: U76673AA7<br>LEI: 549300V5D1W52HY8NO65 | Long             | DBT              | CORP              | US        |    643571 | PA      | $653265.98    | 0.11%             | 2024-07-06      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| RSA SECURITY (REDSTONE HOLDCO 2 LP)                                | REDSTONE HOLDCO 2 LP 2021 TERM LOAN                         | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6066976 | PA      | $4229531.50   | 0.74%             | 2028-04-27      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| RZD CAPITAL PUBLIC LIMITED COMPANY                                 | RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487         | CUSIP: B3SXQ5II3<br>LEI: 635400VKMH1VQDFMW392 | Long             | DBT              | CORP              | IE        |   1300000 | PA      | $849174.11    | 0.15%             | 2031-03-25      | Fixed         | 7.49%                 | 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        |   1405000 | PA      | $1334398.75   | 0.23%             | 2029-04-09      | Floating      | 11.75%                | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                    | SANDS CHINA LTD SR UNSECURED 08/28 5.9                      | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   5811000 | PA      | $5448759.69   | 0.95%             | 2028-08-08      | Variable      | 5.65%                 | 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        |      1445 | PA      | $811282.46    | 0.14%             | 2029-10-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SLM STUDENT LOAN TRUST-2007-4                                      | SLM STUDENT LOAN TRUST SLMA 2007 4 R                        | CUSIP: 78444A107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4000 | PA      | $1367873.06   | 0.24%             | 2042-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-A                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A            | CUSIP: 78448P100<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000 | PA      | $323767.21    | 0.06%             | 2048-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-C                            | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C R 144A            | CUSIP: 78448R106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1318 | PA      | $433403.85    | 0.08%             | 2046-09-18      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-B                          | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 B R 144A           | CUSIP: 83403Y104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $446153.84    | 0.08%             | 2040-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-C                          | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 C R1 144A          | CUSIP: 83405D108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21400 | PA      | $256204.81    | 0.04%             | 2040-07-25      | Fixed         | 0.00%                 | No            |                  3 | 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        |   1758000 | PA      | $240507.51    | 0.04%             | 2040-09-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SOUTH COAST FUNDING 3A                                             | SOUTH COAST FUNDING SCF 3A A1A 144A                         | CUSIP: 83743SAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11441926 | PA      | $898740.42    | 0.16%             | 2038-08-10      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)                          | AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR            | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1009455.66   | 0.18%             | 2067-01-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                          | STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN FIXED RATE TL A2     | CUSIP: 935YNTII0<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |  14659086 | PA      | $10095091.12  | 1.76%             | 2023-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-23                           | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1             | CUSIP: 863579L48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1283729 | PA      | $808305.22    | 0.14%             | 2036-01-25      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2006-10                           | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1             | CUSIP: 86361QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115752 | PA      | $936421.06    | 0.16%             | 2036-11-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| STUBHUB (PUG LLC)                                                  | PUG LLC 2021 INCREMENTAL TERM LOAN B                        | CUSIP: 74530DAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    408965 | PA      | $340463.07    | 0.06%             | 2027-02-12      | Floating      | 8.63%                 | No            |                  3 | On Loan: No      |
| STUBHUB (PUG LLC)                                                  | PUG LLC USD TERM LOAN                                       | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9665321 | PA      | $8046379.60   | 1.40%             | 2027-02-12      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LIMITED                                        | STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/28 6.5         | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   2100000 | PA      | $1634009.18   | 0.28%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LIMITED                                        | STUDIO CITY FINANCE LTD COMPANY GUAR 144A 07/25 6           | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   2100000 | PA      | $1824070.06   | 0.32%             | 2025-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-1                                    | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1             | CUSIP: 78473NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78692 | PA      | $68345.13     | 0.01%             | 2037-02-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                             | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                      | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |  17864356 | PA      | $15675972.39  | 2.73%             | 2027-05-13      | Floating      | 11.58%                | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2005-1A                              | TABERNA PREFERED FUNDING LTD TBRNA 2005 1A A1A 144A         | CUSIP: 87330PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1368178 | PA      | $1246752.66   | 0.22%             | 2035-07-05      | Floating      | 5.25%                 | 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        |    277874 | PA      | $248002.68    | 0.04%             | 2036-08-05      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-5A                              | TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A        | CUSIP: 87331BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5488014 | PA      | $4898052.81   | 0.85%             | 2036-08-05      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-6A                              | TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1 144A          | CUSIP: 87331AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3848165 | PA      | $3396005.86   | 0.59%             | 2036-12-05      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-6A                              | TABERNA PREFERED FUNDING LTD TBRNA 2006 6A A1BF 144A        | CUSIP: 87331AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    712623 | PA      | $628890.00    | 0.11%             | 2036-12-05      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                           | TEAM HEALTH INC DEL TERM LOAN B                             | CUSIP: 87817JAE8<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |  13793724 | PA      | $11862602.68  | 2.06%             | 2024-02-06      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                     | TELEMAR NORTE LESTE SA TERM LOAN                            | CUSIP: 938VCRII9<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   8757000 | PA      | $3064950.00   | 0.53%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                     | TELEMAR NORTE LESTE SA TERM LOAN 2                          | CUSIP: 938VGTII1<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |    210077 | PA      | $73526.99     | 0.01%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                     | TELEMAR NORTE LESTE SA TERM LOAN 3                          | CUSIP: 938VGUII8<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |   2421502 | PA      | $847525.59    | 0.15%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL                     | TELEMAR NORTE LESTE SA TERM LOAN 5                          | CUSIP: 945BALII9<br>LEI: N/A                  | Long             | LON              | CORP              | BR        |    775913 | PA      | $271569.61    | 0.05%             | 2035-02-26      | Fixed         | 1.75%                 | No            |                  3 | On Loan: No      |
| AMSURG LLC                                                         | ENVISION HEALTHCARE CORP 2022 2ND LIEN TERM LOAN            | CUSIP: 943TEZII7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  19678097 | PA      | $16103177.05  | 2.80%             | 2028-04-28      | Fixed         | 15.74%                | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                         | ENVISION HEALTHCARE CORPORTION 2022 DELAYED DRAW TERM LOAN  | CUSIP: 945BFLII4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1523077 | PA      | $1490719.15   | 0.26%             | 2027-04-29      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                         | ENVISION HEALTHCARE CORPORTION 2022 TERM LOAN               | CUSIP: 945BFKII6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   8376923 | PA      | $8198955.35   | 1.43%             | 2027-04-29      | Floating      | 12.12%                | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FINANCE AUTHORITY                               | TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0    | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  45700000 | PA      | $3402853.99   | 0.59%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                              | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875           | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900074 | PA      | $1690951.86   | 0.29%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                              | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75            | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11219949 | PA      | $10665010.32  | 1.86%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANCESTRY.COM                                                       | ARCHES BUYER INC 2021 TERM LOAN B                           | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |    922000 | PA      | $856021.68    | 0.15%             | 2027-12-06      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                       | UKRAINE GOVERNMENT SR UNSECURED 144A 01/32 4.375            | CUSIP: ACI1J9SD5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1205000 | PA      | $240242.32    | 0.04%             | 2032-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIQUE PUB FINANCE CO PLC                                          | UNIQUE PUB FINANCE CO ASSET BACKED REGS 06/27 5.659         | CUSIP: 743541II7<br>LEI: 213800FOMWLKHQTI5562 | Long             | DBT              | CORP              | GB        |    355643 | PA      | $424644.36    | 0.07%             | 2027-06-30      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                    | UNITED GROUP BV SR SECURED REGS 07/24 4.875                 | CUSIP: ACI0W96J3<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $100027.62    | 0.02%             | 2024-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 01/23 0.00000                                 | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    761000 | PA      | $760846.53    | 0.13%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 01/23 0.00000                                 | CUSIP: 912796ZM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1876000 | PA      | $1870258.39   | 0.33%             | 2023-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 03/23 0.00000                                 | CUSIP: 912796YB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    526000 | PA      | $522412.03    | 0.09%             | 2023-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CDO 2014-18A                                                | APIDOS CLO APID 2014 18A SUB 144A                           | CUSIP: 03765EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $450.00       | 0.00%             | 2026-07-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO 2017-28A                                                | APIDOS CLO APID 2017 28A SUB 144A                           | CUSIP: 03766YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $1498639.23   | 0.26%             | 2031-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC                          | APOLLO CMMRL REAL EST FI SR SECURED 144A 06/29 4.625        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1330805.40   | 0.23%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC        | UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6           | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9565000 | PA      | $6064967.55   | 1.05%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC         | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $1926673.00   | 0.34%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                  | U.S. RENAL CARE, INC. 2019 TERM LOAN B                      | CUSIP: 90290PAN4<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |  15132256 | PA      | $8540267.06   | 1.49%             | 2026-06-26      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                  | US RENAL CARE INC 2021 TERM LOAN B                          | CUSIP: 90290PAQ7<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |   5864755 | PA      | $3309921.19   | 0.58%             | 2026-06-26      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                  | US RENAL CARE INC SR UNSECURED 144A 07/27 10.625            | CUSIP: 07335BAA4<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |   4044000 | PA      | $889680.00    | 0.15%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                    | VALARIS LTD SR SECURED 04/28 8.25                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2517000 | PA      | $2534934.78   | 0.44%             | 2028-04-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                    | VALARIS LTD SR SECURED 144A 04/28 8.25                      | CUSIP: 91889FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2754000 | PA      | $2773623.52   | 0.48%             | 2028-04-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                            | VALE SA SUBORDINATED 12/49 VAR                              | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        | 110000000 | PA      | $7943084.43   | 1.38%             | 2049-12-29      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                    | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25               | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    315000 | PA      | $29925.00     | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                    | REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25          | CUSIP: P97475AP5<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     28000 | PA      | $2450.00      | 0.00%             | 2024-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC                                                     | VERITAS US INC 2021 TERM LOAN B                             | CUSIP: G9341JAN0<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |  13214979 | PA      | $9389705.34   | 1.63%             | 2025-09-01      | Floating      | 9.73%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC / VERITAS BERMUDA LTD                               | VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5          | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $1899889.20   | 0.33%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                              | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/27 5.75         | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5173122.77   | 0.90%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                 | VIKING CRUISES LTD SR SECURED 144A 05/25 13                 | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   6375000 | PA      | $6736060.37   | 1.17%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                     | VOC ESCROW LTD SR SECURED 144A 02/28 5                      | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2100000 | PA      | $1809528.00   | 0.31%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                      | VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5             | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |   8297000 | PA      | $6585743.75   | 1.15%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2            | CUSIP: 92925VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265575 | PA      | $238588.66    | 0.04%             | 2037-02-25      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY5                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY5 3A1            | CUSIP: 92990GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513955 | PA      | $447596.42    | 0.08%             | 2037-05-25      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY7                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1            | CUSIP: 93364FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451068 | PA      | $414245.79    | 0.07%             | 2037-07-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| CAYENNE AVIATION LLC                                               | VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5         | CUSIP: 942UCF900<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6929 | NS      | $1859603.95   | 0.32%             |  |  |  | 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        |    388855 | PA      | $335072.15    | 0.06%             | 2036-10-25      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| WESCO AIRCRAFT HOLDINGS INC                                        | WESCO AIRCRAFT HOLDINGS SR SECURED 144A 11/26 10.5          | CUSIP: 950814AA1<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |  27314654 | PA      | $25197768.32  | 4.38%             | 2026-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WEST MARINE (RISING TIDE HOLDINGS INC)                             | RISING TIDE HOLDINGS INC TERM LOAN                          | CUSIP: 76770EAB3<br>LEI: 254900T03WM6VU0KWL83 | Long             | LON              | CORP              | US        |   1086250 | PA      | $515968.75    | 0.09%             | 2028-06-01      | Floating      | 9.48%                 | No            |                  3 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                   | WESTMORELAND COAL CO PIK TERM LOAN                          | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5013102 | PA      | $3897687.11   | 0.68%             | 2029-03-15      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES II LLC                                         | WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B               | CUSIP: 97381JAE3<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |   2777003 | PA      | $2525684.25   | 0.44%             | 2027-09-21      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES II LLC                                         | WINDSTREAM SERVICES LLC 2022 INCREMENTAL TERM LOAN          | CUSIP: 948CQMII5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | LON              | CORP              | US        |   6060000 | PA      | $5781307.99   | 1.01%             | 2027-02-28      | Floating      | 8.42%                 | No            |                  3 | On Loan: No      |
| WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)                     | WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75            | CUSIP: 97382WAA1<br>LEI: 549300L3SXBFJVGRCF66 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $3922513.30   | 0.68%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                 | WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5                  | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1600000 | PA      | $1470272.00   | 0.26%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC. 2006-W2                                     | ARGENT SECURITIES INC. ARSI 2006 W2 A2B                     | CUSIP: 040104RV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3075814 | PA      | $1643854.25   | 0.29%             | 2036-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                 | WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625                | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $856295.00    | 0.15%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CBL & ASSOCIATES PROPERTIES INC                                    | CBL + ASSOCIATES PROPERTIES REIT USD.01                     | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      6516 | NS      | $150389.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WYNN MACAU LIMITED                                                 | WYNN MACAU LTD SR UNSECURED 144A 10/27 5.5                  | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   2300000 | PA      | $2014041.00   | 0.35%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                 | WYNN MACAU LTD SR UNSECURED 144A 12/29 5.125                | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $162145.00    | 0.03%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                 | WYNN MACAU LTD SR UNSECURED REGS 01/26 5.5                  | CUSIP: G98149AG5<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   1800000 | PA      | $1654056.00   | 0.29%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                               | AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B1           | CUSIP: 00187GAC3<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   4879204 | PA      | $4436416.47   | 0.77%             | 2027-09-01      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                               | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2             | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |  11620000 | PA      | $10512497.80  | 1.83%             | 2027-09-01      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| YOSEMITE RE LTD                                                    | YOSEMITE RE LTD UNSECURED 144A 06/25 VAR                    | CUSIP: 98740RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    760000 | PA      | $732374.00    | 0.13%             | 2025-06-06      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BARCLAYS REV REPO EUR                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -530056 | PA      | $-567779.12   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | BONCER BONDS 03/23 1.4                                      | CUSIP: ACI1L3HY1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        | 253793314 | PA      | $773937.52    | 0.13%             | 2023-03-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | FIXED INC CLEARING CORP.REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   1317000 | PA      | $1317000.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA BILLS 05/23 0.00000                   | CUSIP: ACI28ZVJ0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  63616371 | PA      | $193285.87    | 0.03%             | 2023-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1026686 | PA      | $-1026685.53  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2733047 | PA      | $-2751004.80  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4267568 | PA      | $-4283381.33  | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1425586 | PA      | $-1444246.67  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                       | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   3626146 | PA      | $847611.63    | 0.15%             | 2030-07-09      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | HSBC REVERSE REPO EUR ZCP                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -5423156 | PA      | $-5820276.78  | -1.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | JPM CHASE REVERSE REPO EUR ZCP                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -536110 | PA      | $-574298.52   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | JPM CHASE REVERSE REPO EUR ZCP                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -2073027 | PA      | $-2224265.30  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | JPM CHASE REVERSE REPO EUR ZCP                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -1016957 | PA      | $-1091213.09  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA BONDS 07/35 VAR                       | CUSIP: ACI1QL1M9<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   3741000 | PA      | $874458.75    | 0.15%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | HSBC REPO                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  95600000 | PA      | $95600000.00  | 16.63%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BANK OF AMERICA REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4734965 | PA      | $-4758559.98  | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -997275 | PA      | $-1006035.04  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4289869 | PA      | $-4326036.01  | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6062187 | PA      | $-6115439.68  | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1502615 | PA      | $-1514510.49  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -562897 | PA      | $-562897.41   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1045381 | PA      | $-1045380.91  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6288658 | PA      | $-6363763.79  | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3776103 | PA      | $-3803748.54  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -10428046 | PA      | $-10515734.27 | -1.83%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -7662277 | PA      | $-7721237.75  | -1.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1154676 | PA      | $-1164198.47  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA BONDS 10/26 15.5                      | CUSIP: ACI0QD081<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  61630000 | PA      | $53848.95     | 0.01%             | 2026-10-17      | Fixed         | 15.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -10909268 | PA      | $-11000289.11 | -1.91%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -962818 | PA      | $-969076.35   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4926856 | PA      | $-4987365.96  | -0.87%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -781459 | PA      | $-790551.33   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -152574 | PA      | $-154300.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO ROYAL BANK OF CAN                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1055636 | PA      | $-1064599.33  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO ROYAL BANK OF CAN                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1635662 | PA      | $-1652888.46  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO ROYAL BANK OF CAN                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -546256 | PA      | $-550107.55   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  11605082 | PA      | $3694942.06   | 0.64%             | 2038-01-09      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1335642 | PA      | $-1355729.76  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2865144 | PA      | $-2904046.33  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -301623 | PA      | $-305591.93   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1170095 | PA      | $-1185371.72  | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -597730 | PA      | $-604971.52   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3765217 | PA      | $-3798413.35  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1076644 | PA      | $-1083384.99  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BNP PARIBAS REPU REGIONS BANK                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -616727 | PA      | $-618505.93   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO MERRILL LYNCH                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3432925 | PA      | $-3441567.39  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO MERRILL LYNCH                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -872259 | PA      | $-878092.88   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO MERRILL LYNCH                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5804144 | PA      | $-5858967.32  | -1.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO PARIBAS                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -521807 | PA      | $-521806.90   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    682947 | PA      | $182688.32    | 0.03%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1028039 | PA      | $-1037244.96  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3432844 | PA      | $-3456723.53  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1532120 | PA      | $-1541088.50  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1085454 | PA      | $-1097942.53  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6967546 | PA      | $-7024634.35  | -1.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -539160 | PA      | $-541670.84   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -760662 | PA      | $-767149.50   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -367778 | PA      | $-370738.46   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -558662 | PA      | $-562943.12   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1641613 | PA      | $-1658751.89  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1071129 | PA      | $-1082175.55  | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -714641 | PA      | $-715693.51   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1316760 | PA      | $-1331635.33  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -720720 | PA      | $-726605.88   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -5102350 | PA      | $-5143041.58  | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1808611 | PA      | $-1825934.35  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2172043 | PA      | $-2191696.59  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BANCA MONTE DEI PASCHI DI  SNR SE SP JPM                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | IT        |         1 | NC      | $282.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   5511585 | PA      | $1580447.00   | 0.27%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20230216                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-56881.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                     | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    114993 | PA      | $29703.27     | 0.01%             | 2046-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PEN BOUGHT USD 20230505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-9886.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20230216                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-19411.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1957.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOMBARDIER INC SNR S* ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $189488.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOMBARDIER INC SNR S* ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $67985.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOMBARDIER INC SNR S* ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $38240.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2604.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20230202                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-20065.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PEN BOUGHT USD 20230125                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-84773.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PEN BOUGHT USD 20230314                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-5559.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PEN BOUGHT USD 20230515                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-12508.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | FORD MOTOR CREDIT COMPANY LLC SNR S* ICE                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $217681.04    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PEN SOLD USD 20230503                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $70506.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PEN SOLD USD 20230510                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $48443.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20230321                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-2623.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20230216                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $20668.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1424961.11  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-21418.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20230110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $11537.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INTELSAT JACKSON HOLDINGS S A EXP 05DEC25                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |     24408 | NC      | $183060.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                | INTELSAT JACKSON HOLDINGS S A RIGHTS                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |     24544 | NC      | $165672.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                | INTELSAT EMERGENCE SA CALL EXP 17FEB27                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       122 | NC      | $244.01       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                | INTELSAT EMERGENCE SA CALL EXP17FEB27                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |       279 | NC      | $976.49       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                | JAGUAR LAND ROVER AUTOMOTIVE  SNR SE ICE                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-89263.67    | -0.02%            |  |  |  | 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      | $-149353.76   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20230221                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $11985.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOCA CLO XX DAC 20A                                               | AVOCA CLO AVOCA 20A SUB 144A                                | CUSIP: ACI19ZJ22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2230000 | PA      | $1368877.82   | 0.24%             | 2032-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | PETROBRAS INTL FINANC SNR LA SP BPS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-9369.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | PETROBRAS INTL FINANC SNR LA SP GST                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-13117.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | PETROBRAS INTL FINANC SNR LA SP HUS                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-15928.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | ROLLS-ROYCE PLC SNR SE ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-434548.66   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | ROLLS-ROYCE PLC SNR SE ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |         1 | NC      | $-279307.92   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20230315                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-15.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer