# EDGAR Filing Document

**Accession Number:** 0001160990
**File Stem:** 0001099263-25-004531
**Filing Date:** 2025-11
**Character Count:** 402228
**Document Hash:** 4d579e69c5f77bb7b4c747a993003ca9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004531.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004531

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO CORPORATE & INCOME STRATEGY FUND
- **CENTRAL INDEX KEY:** 0001160990

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10555
- **FILM NUMBER:** 251528519

**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 CORPORATE INCOME FUND
- **DATE OF NAME CHANGE:** 20011017

## Nport-Ex

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 106.5% ¤** |  |  |
| **LOAN PARTICIPATIONS AND ASSIGNMENTS 32.0%**  |  |  |
| **Aligned Data Centers International LP**<br>7.538% due 12/18/2029 «~ | $3700 | $3729 |
| **Altice France SA**  |  |  |
| 7.526% (EUR003M + 5.500%) due 08/15/2028 ~ | 99 | 110 |
| 9.818% (TSFR3M + 5.500%) due 08/15/2028 «~ | $2871 | 2785 |
| **AP Core Holdings II LLC**<br>9.778% (TSFR1M + 5.500%) due 09/01/2027 ~ | 11910 | 11616 |
| **Bausch Health Cos., Inc.**<br>10.413% (TSFR1M + 6.250%) due 10/08/2030 ~ | 7781 | 7686 |
| **BDO USA PC**<br>9.223% (TSFR1M + 5.000%) due 08/31/2028 «~ | 2406 | 2427 |
| **Central Parent, Inc.**<br>7.252% (TSFR3M + 3.250%) due 07/06/2029 ~ | 9515 | 8255 |
| **Clover Holdings 2 LLC**  |  |  |
| TBD% due 12/10/2029 µ | 803 | 801 |
| 7.942% (TSFR1M + 3.750%) due 12/09/2031 ~ | 5686 | 5698 |
| **Clover Holdings SPV III LLC**<br>15.000% due 12/09/2027 | 224 | 231 |
| **Coreweave Compute Acquisition Co. IV LLC**<br>TBD% - 10.723% (TSFR3M + 6.000%) due 05/16/2029 «~µ | 9700 | 9980 |
| **Cyberswift U.S. Finco LLC**<br>TBD% due 09/23/2032 | 1800 | 1801 |
| **Databricks, Inc.**  |  |  |
| TBD% - 1.000% due 01/03/2031 «µ | 399 | 399 |
| TBD% - 1.000% (TSFR1M + 4.500%) due 01/03/2031 «~ | 1801 | 1833 |
| **Dun & Bradstreet Corp.**  |  |  |
| TBD% due 08/26/2032 «µ | 174 | 173 |
| TBD% (TSFR1M + 5.500%) due 08/26/2032 «~ | 1736 | 1726 |
| **Endure Digital, Inc.**<br>7.838% (TSFR1M + 3.500%) due 02/10/2028 «~ | 3761 | 2727 |
| **Envalior Finance GmbH**<br>7.526% (EUR003M + 5.500%) due 03/29/2030 ~ | 1900 | 2112 |
| **Envision Healthcare Corp.**<br>12.230% (TSFR3M + 7.875%) due 11/03/2028 «~ | $9016 | 9287 |
| **Finastra USA, Inc.**  |  |  |
| 8.038% (TSFR3M + 4.000%) due 09/15/2032 ~ | 4500 | 4486 |
| 11.038% (TSFR3M + 7.000%) due 09/15/2033 ~ | 400 | 399 |
| TBD% (TSFR3M + 7.250%) due 09/13/2029 ~ | 275 | 277 |
| **First Brands Group LLC**<br>TBD% - 9.570% (TSFR3M + 5.000%) due 03/30/2027 ^~(d) | 986 | 359 |
| **Forward Air Corp.**<br>8.810% (TSFR3M + 4.500%) due 12/19/2030 ~ | 7573 | 7569 |
| **Galaxy U.S. Opco, Inc. (10.058% Cash)**<br>10.058% (TSFR3M + 5.750%) due 07/31/2030 ~ | 1103 | 1008 |
| **Gateway Casinos & Entertainment Ltd.**<br>10.276% (TSFR3M + 6.250%) due 12/18/2030 ~ | 5226 | 5230 |
| **Gray Television, Inc.**<br>9.530% (TSFR1M + 5.250%) due 06/04/2029 ~ | 52 | 52 |
| **Gryphon Acquire NewCo LLC**<br>6.879% (TSFR6M + 3.000%) due 09/13/2032 ~ | 1000 | 1004 |
| **iHeartCommunications, Inc.**<br>10.053% (TSFR1M + 5.775%) due 05/01/2029 ~ | 537 | 471 |
| **ION Platform Finance U.S., Inc.**<br>TBD% due 09/30/2032 | 4300 | 4257 |
| **Ivanti Software, Inc.**  |  |  |
| TBD% - 10.051% (TSFR3M + 5.750%) due 06/01/2029 ~µ | 1266 | 1305 |
| TBD% - 10.051% (TSFR3M + 4.750%) due 06/01/2029 ~ | 9473 | 7915 |
| **J&J Ventures Gaming LLC**<br>9.278% (TSFR1M + 5.000%) due 04/26/2028 «~ | 1148 | 1160 |
| **Lealand Finance Co. BV**<br>7.278% (TSFR1M + 3.000%) due 06/30/2027 ~ | 75 | 61 |
| **Lealand Finance Co. BV (5.278% Cash)**<br>5.278% due 12/31/2027 ~ | 414 | 297 |
| **Lumen Technologies, Inc.**<br>6.628% (TSFR1M + 2.350%) due 04/15/2030 ~ | 4706 | 4682 |
| **Magenta Security Holdings LLC**  |  |  |
| 10.558% (TSFR3M + 6.250%) due 07/27/2028 ~ | 113 | 115 |
| 11.318% (TSFR3M + 6.750%) due 07/27/2028 ~ | 119 | 98 |
| **Magenta Security Holdings LLC (10.818% Cash)**<br>10.818% (TSFR3M + 6.250%) due 07/27/2028 ~ | 551 | 114 |
| **Magenta Security Holdings LLC (11.568% Cash)**<br>11.568% (TSFR3M + 7.000%) due 07/27/2028 ~ | 155 | 69 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Mercury** **Aggregator LP (19.000% PIK)**<br>19.000% due 04/03/2026 «(c) | 2071 | 609 |
| **MH Sub I LLC**<br>8.413% (TSFR1M + 4.250%) due 12/31/2031 ~ | 2084 | 1923 |
| **MPH Acquisition Holdings LLC**  |  |  |
| 8.058% (TSFR3M + 3.750%) due 12/31/2030 ~ | 5032 | 5032 |
| 9.170% (TSFR3M + 4.600%) due 12/31/2030 ~ | 10459 | 9640 |
| **OCS Group Holdings Ltd.**<br>9.961% due 11/28/2031 | 5950 | 8005 |
| **Peraton Corp.**<br>8.013% (TSFR1M + 3.750%) due 02/01/2028 ~ | $13027 | 11020 |
| **Poseidon Bidco SASU**<br>7.000% (EUR003M + 5.000%) due 03/13/2030 ~ | 2400 | 1324 |
| **Project Nova**<br>7.250% due 08/31/2026 « | $200 | 200 |
| **Promotora de Informaciones SA**<br>7.494% (EUR003M + 5.470%) due 12/31/2029 «~ | 20771 | 24021 |
| **QuidelOrtho Corp.**<br>8.002% (TSFR3M + 4.000%) due 08/20/2032 ~ | $3300 | 3287 |
| **SCUR-Alpha 1503 GmbH**<br>9.808% (TSFR3M + 5.500%) due 03/29/2030 ~ | 2926 | 2704 |
| **Softbank Vision Fund II**<br>TBD% - 7.652% (TSFR3M + 3.650%) due 12/23/2029 «~ | 6400 | 6400 |
| **Spruce Bidco II, Inc.**  |  |  |
| TBD% - 0.500% due 01/30/2032 «µ | 275 | 275 |
| TBD% - 0.500% (JY0003M + 5.250%) due 01/30/2032 «~ | 23559 | 161 |
| TBD% - 0.500% (CDOR06 + 5.000%) due 01/30/2032 «~ | 220 | 160 |
| TBD% - 0.500% (TSFR6M + 5.000%) due 01/30/2032 «~ | $1217 | 1230 |
| **Steenbok Lux Finco 2 SARL**<br>10.000% due 06/30/2026 | 16646 | 5982 |
| **Stepstone Group MidCo 2 GmbH**  |  |  |
| 6.673% (EUR006M + 4.500%) due 04/26/2032 ~ | 7500 | 8684 |
| 8.608% (TSFR3M + 4.500%) due 12/19/2031 ~ | $1397 | 1328 |
| **Stonepeak Bayou Holdings LP**<br>TBD% due 09/24/2032 « | 2200 | 2200 |
| **Subcalidora 2**<br>7.750% (EUR003M + 5.750%) due 08/14/2029 «~ | 6500 | 7669 |
| **Syniverse Holdings, Inc.**<br>11.002% (TSFR3M + 7.000%) due 05/13/2027 ~ | $15664 | 15327 |
| **U.S. Renal Care, Inc.**<br>9.278% (TSFR1M + 5.000%) due 06/28/2028 ~ | 21252 | 20345 |
| **Unicorn BAY**<br>13.000% due 12/31/2026 « | 37373 | 4863 |
| **Westmoreland Coal Co.**<br>8.000% due 03/15/2029 « | $1516 | 614 |
| **X Corp.**  |  |  |
| 9.500% due 10/26/2029 | 1400 | 1406 |
| 10.958% (TSFR3M + 6.500%) due 10/26/2029 ~ | 10761 | 10571 |
| Total Loan Participations and Assignments (Cost $277,240) |  | 269284 |
| **CORPORATE BONDS & NOTES 40.7%**  |  |  |
| **BANKING & FINANCE 5.3%**  |  |  |
| **Alamo Re Ltd.** <br>15.784% (T-BILL 1MO + 11.880%) due 06/08/2026 ~ | 300 | 316 |
| **Antares Holdings LP** <br>6.350% due 10/23/2029 (l) | 500 | 512 |
| **Armor Holdco, Inc.** <br>8.500% due 11/15/2029 | 3400 | 3395 |
| **BGC Group, Inc.** <br>6.600% due 06/10/2029 (l) | 400 | 416 |
| **BOI Finance BV** <br>7.500% due 02/16/2027 | 2600 | 3141 |
| **Cape Lookout Re Ltd.** <br>12.609% (T-BILL 1MO + 8.702%) due 04/05/2027 ~ | $800 | 836 |
| **CI Financial Corp.** <br>7.500% due 05/30/2029 (l) | 1100 | 1173 |
| **Credicorp Capital Sociedad Titulizadora SA** <br>9.700% due 03/05/2045 | 1000 | 305 |
| **Credit Suisse AG AT1 Claim**  | $1150 | 150 |
| **Diversified Healthcare Trust** <br>7.250% due 10/15/2030 | 400 | 407 |
| **East Lane Re VII Ltd.** <br>12.822% (T-BILL 3MO + 8.890%) due 03/31/2026 ~ | 250 | 254 |
| **Encore Capital Group, Inc.** <br>6.625% due 04/15/2031 (b) | 2000 | 1995 |
| **Everglades Re II Ltd.**  |  |  |
| 14.409% (GSMMUSTI + 10.500%) due 05/13/2031 ~  | 500 | 528 |
| 15.404% (GSMMUSTI + 11.500%) due 05/13/2031 ~  | 500 | 527 |
| 16.654% (T-BILL 1MO + 12.750%) due 05/13/2031 ~  | 500 | 527 |
| **F&G Annuities & Life, Inc.**  |  |  |
| 6.250% due 10/04/2034 (l)  | 200 | 204 |
| 6.500% due 06/04/2029 (l)  | 500 | 522 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Ford** **Motor Credit Co. LLC**  |  |  |
| 5.918% due 03/20/2028  | 300 | 305 |
| 6.183% (SOFRRATE + 2.030%) due 03/20/2028 ~  | 800 | 801 |
| **Greengrove RE Ltd.** <br>11.654% (T-BILL 1MO + 7.750%) due 04/08/2032 ~ | 250 | 250 |
| **GSPA Monetization Trust** <br>6.422% due 10/09/2029 | 1801 | 1818 |
| **HA Sustainable Infrastructure Capital, Inc.**  |  |  |
| 6.150% due 01/15/2031 (l)  | 1000 | 1028 |
| 6.375% due 07/01/2034 (l)  | 900 | 916 |
| **Hestia Re Ltd.** <br>4.004% (T-BILL 1MO + 0.100%) due 04/22/2029 ~ | 20 | 11 |
| **Integrity RE III Ltd.** <br>29.404% (T-BILL 1MO + 25.500%) due 06/06/2027 ~ | 250 | 281 |
| **Integrity Re Ltd.**  |  |  |
| 21.138% (T-BILL 1MO + 17.234%) due 06/08/2026 ~  | 400 | 439 |
| 26.703% (T-BILL 1MO + 22.796%) due 06/08/2026 ~  | 400 | 446 |
| **ION Platform Finance SARL**  |  |  |
| 6.500% due 09/30/2030 (b)  | 300 | 352 |
| 6.875% due 09/30/2032 (b)  | 200 | 235 |
| **ION Platform Finance U.S., Inc.** <br>0.000% due 09/30/2032 (b) | $1400 | 1391 |
| **Kennedy Wilson Europe Real Estate Ltd.** <br>3.250% due 11/12/2025 | 253 | 296 |
| **Long Walk Reinsurance Ltd.** <br>14.142% (T-BILL 3MO + 10.240%) due 01/30/2031 ~ | $700 | 713 |
| **Luca RE Ltd.** <br>11.154% (T-BILL 3MO + 7.250%) due 07/22/2031 ~ | 300 | 300 |
| **Marex Group PLC**  |  |  |
| 5.829% due 05/08/2028  | 300 | 304 |
| 6.404% due 11/04/2029 (l)  | 200 | 206 |
| **Nature Coast Re Ltd.** <br>13.654% (T-BILL 3MO + 9.750%) due 04/10/2033 ~ | 250 | 262 |
| **New Immo Holding SA** <br>3.250% due 07/23/2027 | 1200 | 1390 |
| **Polestar Re Ltd.**  |  |  |
| 14.402% (T-BILL 3MO + 10.500%) due 01/07/2028 ~  | $300 | 311 |
| 17.154% (T-BILL 3MO + 13.250%) due 01/07/2027 ~  | 800 | 833 |
| **Sanders Re III Ltd.** <br>16.224% (BRMMUSDF + 12.320%) due 04/09/2029 ~ | 1207 | 754 |
| **Service Properties Trust** <br>0.000% due 09/30/2028 (g) | 600 | 530 |
| **Titanium 2l Bondco SARL** <br>6.250% due 01/14/2031 | 6703 | 2068 |
| **Torrey Pines Re Ltd.**  |  |  |
| 9.940% (JMMMUSTF + 6.036%) due 06/07/2032 ~  | $250 | 261 |
| 11.010% (JMMMUSTF + 7.106%) due 06/07/2032 ~  | 250 | 260 |
| **Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC** <br>6.000% due 01/15/2030 | 8721 | 7904 |
| **Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC** <br>6.500% due 02/15/2029 | 3000 | 2820 |
| **Ursa Re Ltd.**  |  |  |
| 11.404% (T-BILL 3MO + 7.500%) due 02/22/2028 ~  | 400 | 404 |
| 13.154% (JMMMUSTF + 9.250%) due 12/07/2028 ~  | 800 | 835 |
| **Voyager Aviation Holdings LLC** <br>8.500% due 05/09/2026 ^«(d) | 3213 | 0 |
| **Winston RE Ltd.** <br>15.594% (T-BILL 3MO + 11.690%) due 02/26/2031 ~ | 600 | 648 |
|  |  | 44580 |
| **INDUSTRIALS 31.9%**  |  |  |
| **Altice France Holding SA**  |  |  |
| 8.000% due 05/15/2027  | 3500 | 1492 |
| 10.500% due 05/15/2027  | $7200 | 2611 |
| **Altice France SA**  |  |  |
| 3.375% due 01/15/2028  | 2000 | 2025 |
| 5.125% due 01/15/2029  | $800 | 689 |
| 5.125% due 07/15/2029  | 2800 | 2405 |
| 5.500% due 01/15/2028  | 3400 | 3009 |
| 5.500% due 10/15/2029  | 1400 | 1218 |
| 8.125% due 02/01/2027  | 400 | 383 |
| **ams-OSRAM AG**  |  |  |
| 10.500% due 03/30/2029  | 500 | 628 |
| 12.250% due 03/30/2029  | $700 | 754 |
| **Aston Martin Capital Holdings Ltd.** <br>10.000% due 03/31/2029 | 1500 | 1470 |
| **Beignet** <br>6.850% due 06/01/2049 «(b) | 16690 | 16690 |
| **BKV Upstream Midstream LLC** <br>7.500% due 10/15/2030 | 400 | 400 |
| **Block, Inc.** <br>6.000% due 08/15/2033 | 500 | 512 |
| **Carvana Co.** <br>9.000% due 06/01/2031 | 2221 | 2516 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Centene** **Corp.** <br>4.625% due 12/15/2029 | 200 | 194 |
| **Central Parent LLC/CDK Global II LLC/CDK Financing Co., Inc.** <br>8.000% due 06/15/2029 | 490 | 432 |
| **Central Parent, Inc./CDK Global, Inc.** <br>7.250% due 06/15/2029 | 1080 | 934 |
| **Cheplapharm Arzneimittel GmbH**  |  |  |
| 5.500% due 01/15/2028  | 618 | 604 |
| 7.500% due 05/15/2030  | 4400 | 5357 |
| **Chord Energy Corp.** <br>6.000% due 10/01/2030 | $700 | 696 |
| **CHS/Community Health Systems, Inc.**  |  |  |
| 9.750% due 01/15/2034  | 2300 | 2359 |
| 10.875% due 01/15/2032  | 1300 | 1378 |
| **Cleveland-Cliffs, Inc.** <br>7.625% due 01/15/2034 | 400 | 412 |
| **Cogent Communications Group LLC/Cogent Finance, Inc.**  |  |  |
| 6.500% due 07/01/2032  | 5800 | 5642 |
| 7.000% due 06/15/2027  | 1100 | 1098 |
| **CoreWeave, Inc.** <br>9.000% due 02/01/2031 | 1800 | 1847 |
| **CVS Pass-Through Trust** <br>7.507% due 01/10/2032 (l) | 444 | 473 |
| **DISH DBS Corp.**  |  |  |
| 5.250% due 12/01/2026  | 9910 | 9746 |
| 5.750% due 12/01/2028  | 10820 | 10382 |
| 7.750% due 07/01/2026  | 5200 | 5157 |
| **Ecopetrol SA**  |  |  |
| 4.625% due 11/02/2031  | 5400 | 4847 |
| 7.750% due 02/01/2032 (l)  | 13800 | 14289 |
| 8.375% due 01/19/2036  | 220 | 227 |
| **Energizer Holdings, Inc.** <br>6.000% due 09/15/2033 | 1800 | 1763 |
| **Flora Food Management BV** <br>6.875% due 07/02/2029 | 1000 | 1176 |
| **Ford Motor Co.** <br>7.700% due 05/15/2097 | $4515 | 4772 |
| **Grupo Nutresa SA** <br>8.000% due 05/12/2030 | 700 | 751 |
| **HCA, Inc.** <br>7.500% due 11/15/2095 (l) | 1200 | 1337 |
| **HF Sinclair Corp.** <br>6.250% due 01/15/2035 (l) | 1700 | 1778 |
| **Incora Intermediate II LLC** <br>0.000% (SOFRRATE + 8.000%) due 01/31/2030 «~ | 6691 | 6691 |
| **Incora Top Holdco LLC** <br>6.000% due 01/30/2033 «~(k) | 4809 | 7781 |
| **Intralot Capital Luxembourg SA**  |  |  |
| 6.500% due 10/15/2031 •  | 1800 | 2119 |
| 6.750% due 10/15/2031  | 1300 | 1541 |
| **JetBlue Airways Corp./JetBlue Loyalty LP** <br>9.875% due 09/20/2031 (l) | $3016 | 3062 |
| **Kronos International, Inc.** <br>9.500% due 03/15/2029 | 3000 | 3724 |
| **Manuchar Group SARL** <br>7.014% due 07/07/2032 •  | 1100 | 1277 |
| **Motion Finco SARL** <br>8.375% due 02/15/2032 | $300 | 260 |
| **New Albertsons LP** <br>6.570% due 02/23/2028 | 5600 | 5666 |
| **Newfold Digital Holdings Group, Inc.**  |  |  |
| 6.000% due 02/15/2029 «  | 1000 | 625 |
| 11.750% due 10/15/2028 «  | 500 | 355 |
| **Nissan Motor Co. Ltd.**  |  |  |
| 4.810% due 09/17/2030 (l)  | 8800 | 8296 |
| 5.250% due 07/17/2029  | 1500 | 1797 |
| 6.375% due 07/17/2033  | 1200 | 1453 |
| **Noble Finance II LLC** <br>8.000% due 04/15/2030 (l) | $10400 | 10772 |
| **Ocado Group PLC**  |  |  |
| 10.500% due 08/08/2029  | 1850 | 2486 |
| 11.000% due 06/15/2030 (l)  | 2950 | 3991 |
| **Petroleos Mexicanos**  |  |  |
| 6.700% due 02/16/2032  | $3488 | 3459 |
| 6.840% due 01/23/2030  | 800 | 814 |
| 8.750% due 06/02/2029  | 1444 | 1556 |
| **Prime Healthcare Services, Inc.** <br>9.375% due 09/01/2029 | 1600 | 1666 |
| **Russian Railways Via RZD Capital PLC** <br>7.487% due 03/25/2031 ^(d) | 1000 | 941 |
| **Thames Water Super Senior Issuer PLC** <br>9.750% due 10/10/2027 | 9 | 13 |
| **Thames Water Utilities Finance PLC** <br>4.375% due 01/18/2033 | 100 | 83 |
| **Thames Water Utilities Ltd.** <br>0.000% due 03/22/2027 (g) | 1 | 1 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Times** **Square Hotel Trust** <br>8.528% due 08/01/2026 | $234 | 235 |
| **Topaz Solar Farms LLC**  |  |  |
| 4.875% due 09/30/2039  | 1626 | 1431 |
| 5.750% due 09/30/2039 (l)  | 4921 | 4992 |
| **Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC** <br>8.250% due 05/15/2030 | 1400 | 1570 |
| **U.S. Renal Care, Inc.** <br>10.625% due 06/28/2028 | $842 | 737 |
| **Ubisoft Entertainment SA** <br>0.878% due 11/24/2027 | 3300 | 3618 |
| **Uzbekneftegaz JSC** <br>8.750% due 05/07/2030 | $3500 | 3747 |
| **Valaris Ltd.** <br>8.375% due 04/30/2030 | 10837 | 11255 |
| **Vale SA** <br>0.000% due 12/29/2049 ~(i) | 90000 | 6070 |
| **Vedanta Resources Finance II PLC** <br>9.125% due 10/15/2032 (b) | $1400 | 1400 |
| **Venture Global LNG, Inc.**  |  |  |
| 7.000% due 01/15/2030  | 2600 | 2692 |
| 8.125% due 06/01/2028  | 900 | 932 |
| 9.500% due 02/01/2029  | 4370 | 4819 |
| 9.875% due 02/01/2032  | 1830 | 1994 |
| **Venture Global Plaquemines LNG LLC**  |  |  |
| 6.500% due 01/15/2034  | 800 | 843 |
| 6.750% due 01/15/2036  | 800 | 850 |
| **Viridien**  |  |  |
| 8.500% due 10/15/2030  | 2300 | 2805 |
| 10.000% due 10/15/2030  | $4000 | 4115 |
| **Vmed O2 U.K. Financing I PLC**  |  |  |
| 5.625% due 04/15/2032  | 3700 | 4470 |
| 7.750% due 04/15/2032  | $3400 | 3576 |
| **Wayfair LLC**  |  |  |
| 7.250% due 10/31/2029  | 600 | 620 |
| 7.750% due 09/15/2030 (l)  | 9200 | 9671 |
| **WBI Operating LLC**  |  |  |
| 6.250% due 10/15/2030 (b)  | 800 | 801 |
| 6.500% due 10/15/2033 (b)  | 2500 | 2497 |
| **Weatherford International Ltd.** <br>6.750% due 10/15/2033 (b) | 1400 | 1402 |
| **Yinson Bergenia Production BV** <br>8.498% due 01/31/2045 | 4000 | 4298 |
| **Yinson Boronia Production BV** <br>8.947% due 07/31/2042 | 1275 | 1422 |
|  |  | 267744 |
| **UTILITIES 3.5%**  |  |  |
| **Comision Ejecutiva Hidroelectrica del Rio Lempa** <br>8.650% due 01/24/2033 | 400 | 419 |
| **Edison International**  |  |  |
| 5.250% due 11/15/2028 (l)  | 1300 | 1311 |
| 6.250% due 03/15/2030 (l)  | 200 | 208 |
| **FORESEA Holding SA** <br>7.500% due 06/15/2030 | 782 | 766 |
| **NGD Holdings BV** <br>6.750% due 12/31/2026 | 288 | 262 |
| **OI SA (10.000% Cash or 6.000% PIK and 7.500% Cash or 13.500% PIK)** <br>10.000% due 06/30/2027 (c) | 12478 | 8235 |
| **OI SA (8.500% PIK)** <br>8.500% due 12/31/2028 (c) | 26267 | 788 |
| **Peru LNG SRL** <br>5.375% due 03/22/2030 | 7396 | 7103 |
| **Qwest Corp.** <br>7.375% due 05/01/2030 | 3600 | 3547 |
| **SW Finance I PLC**  |  |  |
| 1.625% due 03/30/2027  | 2300 | 2904 |
| 2.375% due 05/28/2028  | 3500 | 4314 |
|  |  | 29857 |
| Total Corporate Bonds & Notes (Cost $363,724) |  | 342181 |
| **CONVERTIBLE BONDS & NOTES 2.3%**  |  |  |
| **INDUSTRIALS 2.3%**  |  |  |
| **ams-OSRAM AG** <br>2.125% due 11/03/2027 | 14300 | 16096 |
| **DISH Network Corp.** <br>3.375% due 08/15/2026 | $3400 | 3293 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| Total Convertible Bonds & Notes (Cost $19,316) |  | <br> 19389 |
| **MUNICIPAL BONDS & NOTES 0.7%**  |  |  |
| **ILLINOIS 0.0%**  |  |  |
| **Illinois State General Obligation Bonds, (BABs), Series 2010** <br>7.350% due 07/01/2035 | 14 | 16 |
| **MICHIGAN 0.2%**  |  |  |
| **Detroit, Michigan General Obligation Bonds, Series 2014** <br>4.000% due 04/01/2044 | 2287 | 1802 |
| **WEST VIRGINIA 0.5%**  |  |  |
| **Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007** <br>0.000% due 06/01/2047 (g) | 44400 | 4149 |
| Total Municipal Bonds & Notes (Cost $7,805) |  | 5967 |
| **U.S. GOVERNMENT AGENCIES 3.1%**  |  |  |
| **Federal Home Loan Mortgage Corp. Military Housing Bonds Resecuritization Trust Certificates**<br>6.154% due 11/25/2055 «~ | 7352 | 4880 |
| **Federal Home Loan Mortgage Corp. REMICS**<br>3.500% due 05/25/2050 (a) | 1502 | 286 |
| **Federal Home Loan Mortgage Corp. STACR REMICS Trust**  |  |  |
| 11.856% due 10/25/2041 •  | 5300 | 5567 |
| 12.156% due 11/25/2041 •  | 6600 | 6999 |
| 12.856% due 02/25/2042 •  | 2100 | 2274 |
| **Federal National Mortgage Association Connecticut Avenue Securities Trust**  |  |  |
| 9.856% due 12/25/2041 •  | 1200 | 1243 |
| 10.356% due 12/25/2041 •  | 2672 | 2793 |
| **Federal National Mortgage Association Interest STRIPS**<br>3.000% due 02/25/2043 (a) | 9002 | 1056 |
| **Federal National Mortgage Association REMICS**<br>3.000% due 06/25/2050 (a) | 3327 | 623 |
| Total U.S. Government Agencies (Cost $30,229) |  | 25721 |
| **NON-AGENCY MORTGAGE-BACKED SECURITIES 6.1%**  |  |  |
| **Atrium Hotel Portfolio Trust** <br>5.948% due 12/15/2036 •  | 4600 | 4522 |
| **Banc of America Funding Trust** <br>6.000% due 07/25/2037 | 147 | 125 |
| **Banc of America Mortgage Trust** <br>6.000% due 03/25/2037 | 109 | 94 |
| **BCAP LLC Trust**  |  |  |
| 3.492% due 08/28/2037 ~  | 558 | 553 |
| 3.817% due 03/27/2036 ~  | 1124 | 773 |
| 4.480% due 03/26/2037 þ  | 598 | 990 |
| **Bear Stearns ALT-A Trust**  |  |  |
| 4.164% due 08/25/2036 ~  | 520 | 236 |
| 4.475% due 11/25/2036 ~  | 2224 | 1133 |
| 4.480% due 11/25/2035 ~  | 1656 | 1521 |
| 4.644% due 09/25/2035 ~  | 186 | 81 |
| 4.772% due 01/25/2036 •  | 322 | 305 |
| **Bear Stearns ALT-A Trust II** <br>4.215% due 09/25/2047 ~ | 3363 | 1595 |
| **CALI Mortgage Trust** <br>3.957% due 03/10/2039 | 1800 | 1728 |
| **CD Mortgage Trust** <br>5.688% due 10/15/2048 | 249 | 235 |
| **Chase Mortgage Finance Trust**  |  |  |
| 4.838% due 12/25/2035 ~  | 3 | 3 |
| 6.000% due 07/25/2037  | 525 | 228 |
| **CHL Mortgage Pass-Through Trust**  |  |  |
| 4.115% due 09/20/2036 ~  | 101 | 89 |
| 6.000% due 07/25/2037  | 1093 | 461 |
| **Citigroup Mortgage Loan Trust, Inc.** <br>4.822% due 04/25/2037 ~ | 82 | 74 |
| **CLNY Trust**  |  |  |
| 6.613% due 11/15/2038 •  | 1500 | 1450 |
| 7.309% due 11/15/2038 •  | 1100 | 1021 |
| **Countrywide Alternative Loan Trust**  |  |  |
| 5.500% due 03/25/2035  | 194 | 80 |
| 5.750% due 01/25/2035  | 86 | 86 |
| 5.750% due 02/25/2035  | 163 | 109 |
| 5.750% due 03/25/2037  | 365 | 186 |
| 6.000% due 02/25/2035  | 569 | 472 |
| 6.000% due 04/25/2036  | 631 | 272 |
| 6.000% due 02/25/2037  | 3860 | 1394 |
| 6.000% due 04/25/2037  | 698 | 304 |
| 6.250% due 12/25/2036 •  | 1012 | 409 |
| 6.500% due 08/25/2036  | 369 | 106 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Countrywide** **Alternative Loan Trust Resecuritization** <br>6.000% due 08/25/2037 ~ | 663 | 337 |
| **CSMC Trust Capital Certificates** <br>5.054% due 10/26/2036 ~ | 3953 | 3412 |
| **GSR Mortgage Loan Trust**  |  |  |
| 4.426% due 08/25/2034 ~  | 203 | 191 |
| 6.000% due 02/25/2036  | 1230 | 445 |
| **HarborView Mortgage Loan Trust**  |  |  |
| 4.304% due 06/19/2036 ~  | 3187 | 1279 |
| 4.728% due 01/19/2036 •  | 277 | 281 |
| **Hilton USA Trust** <br>2.828% due 11/05/2035 | 800 | 671 |
| **IndyMac IMSC Mortgage Loan Trust** <br>6.500% due 07/25/2037 | 3359 | 1016 |
| **Jefferies Resecuritization Trust** <br>6.000% due 05/26/2036 | 6658 | 2800 |
| **JP Morgan Alternative Loan Trust**  |  |  |
| 4.157% due 03/25/2037 ~  | 633 | 551 |
| 6.000% due 12/25/2035  | 697 | 461 |
| **JP Morgan Chase Commercial Mortgage Securities Trust**  |  |  |
| 5.439% due 07/05/2033 •  | 510 | 497 |
| 6.264% due 12/15/2036 •  | 1000 | 26 |
| 7.014% due 12/15/2036 •  | 2500 | 13 |
| **JP Morgan Mortgage Trust**  |  |  |
| 5.464% due 04/25/2037 ~  | 2 | 2 |
| 5.466% due 02/25/2036 ~  | 719 | 475 |
| 5.485% due 01/25/2037 ~  | 163 | 138 |
| **Lehman Mortgage Trust** <br>6.000% due 07/25/2037 | 8 | 7 |
| **Lehman XS Trust** <br>4.712% due 06/25/2047 •  | 643 | 607 |
| **MASTR Alternative Loan Trust** <br>6.750% due 07/25/2036 | 1447 | 484 |
| **Merrill Lynch Mortgage Investors Trust** <br>4.440% due 03/25/2036 ~ | 336 | 166 |
| **Morgan Stanley Capital I Trust** <br>6.648% due 11/15/2034 •  | 504 | 486 |
| **New Orleans Hotel Trust**  |  |  |
| 5.787% due 04/15/2032 •  | 800 | 785 |
| 7.887% due 04/15/2032 •  | 2140 | 2093 |
| **PRPM LLC**  |  |  |
| 5.503% due 08/25/2030 þ  | 996 | 999 |
| 5.729% due 07/25/2030 þ  | 985 | 986 |
| **RALI Trust**  |  |  |
| 4.058% due 12/26/2034 ~  | 781 | 258 |
| 4.732% due 05/25/2037 •  | 73 | 63 |
| 6.000% due 08/25/2036  | 109 | 95 |
| **Residential Asset Securitization Trust**  |  |  |
| 6.000% due 11/25/2036  | 2412 | 823 |
| 6.250% due 09/25/2037  | 2407 | 894 |
| **RFMSI Trust**  |  |  |
| 4.898% due 02/25/2037 ~  | 657 | 430 |
| 6.500% due 03/25/2032  | 46 | 47 |
| **Sequoia Mortgage Trust**  |  |  |
| 3.514% due 07/20/2037 ~  | 187 | 142 |
| 4.285% due 02/20/2047 ~  | 101 | 78 |
| **SG Commercial Mortgage Securities Trust** <br>2.937% due 03/15/2037 | 1200 | 1123 |
| **STARM Mortgage Loan Trust**  |  |  |
| 5.958% due 02/25/2037 ~  | 68 | 58 |
| 6.236% due 04/25/2037 ~  | 92 | 43 |
| **Structured Adjustable Rate Mortgage Loan Trust**  |  |  |
| 4.322% due 01/25/2036 ~  | 1066 | 576 |
| 4.652% due 07/25/2035 ~  | 225 | 198 |
| 5.095% due 11/25/2036 ~  | 835 | 637 |
| **WaMu Mortgage Pass-Through Certificates Trust**  |  |  |
| 3.866% due 10/25/2036 ~  | 650 | 576 |
| 3.903% due 07/25/2037 ~  | 170 | 153 |
| 4.108% due 02/25/2037 ~  | 200 | 172 |
| 4.662% due 07/25/2037 ~  | 366 | 333 |
| **Washington Mutual Mortgage Pass-Through Certificates WMALT Trust**  |  |  |
| 4.993% due 05/25/2047 •  | 14 | 21 |
| 6.000% due 10/25/2035  | 805 | 641 |
| **WSTN Trust**  |  |  |
| 7.958% due 07/05/2037 ~  | 1300 | 1323 |
| 8.748% due 07/05/2037 ~  | 1300 | 1309 |
| 10.174% due 07/05/2037 ~  | 1100 | 1117 |
| Total Non-Agency Mortgage-Backed Securities (Cost $65,988) |  | 50953 |
| **ASSET-BACKED SECURITIES 7.3%**  |  |  |
| **AUTOMOBILE ABS OTHER 0.4%**  |  |  |
| **Ally Bank Auto Credit-Linked Notes**  |  |  |
| 6.066% due 06/15/2033  | 1580 | 1586 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| 6.942% due 06/15/2033  | 697 | 702 |
| 10.219% due 06/15/2033  | 1208 | 1221 |
|  |  | 3509 |
| **CMBS OTHER 0.0%**  |  |  |
| **LNR CDO III Ltd.** <br>4.560% due 02/28/2043 •  | 1558 | 10 |
| **HOME EQUITY OTHER 3.6%**  |  |  |
| **ACE Securities Corp. Home Equity Loan Trust** <br>4.857% due 02/25/2036 •  | 24302 | 21829 |
| **Argent Securities Trust** <br>4.652% due 03/25/2036 •  | 2820 | 1581 |
| **Bear Stearns Asset-Backed Securities I Trust** <br>4.534% due 10/25/2036 •  | 980 | 954 |
| **Citigroup Mortgage Loan Trust, Inc.** <br>4.592% due 12/25/2036 •  | 1159 | 653 |
| **Home Equity Mortgage Loan Asset-Backed Trust** <br>4.592% due 07/25/2037 •  | 6941 | 3908 |
| **Merrill Lynch Mortgage Investors Trust** <br>4.592% due 04/25/2037 •  | 314 | 148 |
| **Morgan Stanley ABS Capital I, Inc. Trust** <br>4.572% due 06/25/2036 •  | 215 | 189 |
| **Morgan Stanley Mortgage Loan Trust** <br>6.250% due 02/25/2037 ~ | 355 | 196 |
| **Park Place Securities, Inc. Asset-Backed Pass-Through Certificates** <br>6.042% due 10/25/2034 •  | 573 | 552 |
|  |  | 30010 |
| **HOME EQUITY SEQUENTIAL 0.2%**  |  |  |
| **JP Morgan Mortgage Acquisition Trust** <br>4.166% due 10/25/2030 þ | 3114 | 1550 |
| **WHOLE LOAN COLLATERAL 1.7%**  |  |  |
| **Bear Stearns Asset-Backed Securities Trust** <br>6.500% due 10/25/2036 | 343 | 118 |
| **First Franklin Mortgage Loan Trust**  |  |  |
| 5.217% due 09/25/2035 •  | 3445 | 3200 |
| 5.247% due 05/25/2036 •  | 5502 | 5010 |
| **Lehman XS Trust** <br>5.670% due 08/25/2035 þ | 12 | 12 |
| **PRET LLC**  |  |  |
| 5.657% due 08/25/2055 þ  | 978 | 982 |
| 5.732% due 08/25/2055 þ  | 969 | 972 |
| 5.744% due 06/25/2055 þ  | 2306 | 2319 |
| **Residential Asset Mortgage Products Trust** <br>5.472% due 01/25/2035 •  | 1474 | 1421 |
|  |  | 14034 |
| **OTHER ABS 1.4%**  |  |  |
| **Adagio VI CLO DAC** <br>0.000% due 04/30/2031 ~ | 1343 | 365 |
| **Apidos CLO XXVIII Ltd.** <br>0.000% due 10/20/2038 ~ | $5183 | 1912 |
| **Avoca CLO XIII DAC** <br>0.000% due 04/15/2034 ~ | 1600 | 928 |
| **Belle Haven ABS CDO Ltd.** <br>7.750% due 07/05/2046 •  | $175347 | 404 |
| **Carlyle U.S. CLO Ltd.** <br>0.000% due 10/21/2037 ~ | 1895 | 115 |
| **CIFC Funding Ltd.**  |  |  |
| 0.000% due 04/24/2030 ~  | 2300 | 383 |
| 0.000% due 03/31/2038 ~  | 1221 | 747 |
| **Man GLG U.S. CLO Ltd.** <br>0.000% due 07/15/2034 ~ | 400 | 210 |
| **Marble Point CLO XXIII Ltd.** <br>0.000% due 01/22/2052 ~ | 2150 | 897 |
| **Marlette Funding Trust** <br>0.000% due 09/17/2029 «(g) | 7 | 1 |
| **SLM Student Loan EDC Repackaging Trust** <br>0.000% due 10/28/2029 «(g) | 3 | 1151 |
| **SLM Student Loan Trust** <br>0.000% due 01/25/2042 «(g) | 4 | 748 |
| **SMB Private Education Loan Trust**  |  |  |
| 0.000% due 09/18/2046 «(g)  | 1 | 302 |
| 0.000% due 10/15/2048 «(g)  | 1 | 231 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Taberna** **Preferred Funding V Ltd.** <br>4.963% due 08/05/2036 •  | 4246 | 3864 |
|  |  | 12258 |
| Total Asset-Backed Securities (Cost $77,268) |  | 61371 |
| **SOVEREIGN ISSUES 6.7%**  |  |  |
| **Argentina Bonar Bonds** <br>0.750% due 07/09/2030 þ | 2226 | 1140 |
| **Argentina Republic Government International Bonds**  |  |  |
| 1.000% due 07/09/2029  | 535 | 388 |
| 3.500% due 07/09/2041 þ  | 5955 | 2901 |
| 4.125% due 07/09/2046 þ  | 110 | 58 |
| 5.000% due 01/09/2038 þ  | 10995 | 6201 |
| **Avenir Issuer IV Ireland DAC** <br>6.000% due 10/25/2027 | 1018 | 983 |
| **Colombia Government International Bonds**  |  |  |
| 3.750% due 09/19/2028  | 400 | 469 |
| 5.000% due 09/19/2032  | 400 | 464 |
| 5.625% due 02/19/2036  | 400 | 455 |
| **Dominican Republic Central Bank Notes** <br>13.000% due 01/30/2026 | 13800 | 224 |
| **Dominican Republic International Bonds**  |  |  |
| 10.500% due 03/15/2037 (l)  | 443000 | 7630 |
| 10.750% due 06/01/2036 (l)  | 73100 | 1274 |
| 11.250% due 09/15/2035 (l)  | 16900 | 300 |
| **Ecuador Government International Bonds** <br>0.000% due 07/31/2030 (g) | $1000 | 772 |
| **Egypt Government International Bonds** <br>6.375% due 04/11/2031 | 300 | 338 |
| **El Salvador Government International Bonds**  |  |  |
| 8.625% due 02/28/2029  | $3300 | 3536 |
| 9.250% due 04/17/2030  | 3900 | 4266 |
| **Ghana Government International Bonds**  |  |  |
| 0.000% due 07/03/2026 (g)  | 22 | 22 |
| 0.000% due 01/03/2030 (g)  | 67 | 57 |
| 5.000% due 07/03/2029 þ  | 339 | 331 |
| 5.000% due 07/03/2035 þ  | 487 | 412 |
| **Hellenic Republic Government Bonds**  |  |  |
| 2.000% due 04/22/2027  | 314 | 369 |
| 3.900% due 01/30/2033  | 693 | 856 |
| 4.000% due 01/30/2037  | 543 | 665 |
| 4.200% due 01/30/2042  | 678 | 831 |
| **Mongolia Government International Bonds** <br>6.625% due 02/25/2030 | $400 | 407 |
| **Peru Government International Bonds**  |  |  |
| 6.900% due 08/12/2037  | 1600 | 482 |
| 6.950% due 08/12/2031  | 2481 | 791 |
| **Republic of Uzbekistan International Bonds** <br>5.100% due 02/25/2029 | 1900 | 2320 |
| **Romania Government International Bonds**  |  |  |
| 5.125% due 09/24/2031  | 1600 | 1876 |
| 5.250% due 03/10/2030  | 1200 | 1453 |
| 5.250% due 05/30/2032  | 900 | 1056 |
| 5.375% due 03/22/2031  | 1210 | 1448 |
| 5.625% due 02/22/2036  | 390 | 446 |
| 5.625% due 05/30/2037  | 900 | 1012 |
| 5.875% due 07/11/2032 (l)  | 1000 | 1203 |
| 6.375% due 09/18/2033  | 800 | 986 |
| 6.750% due 07/11/2039  | 2300 | 2755 |
| **Russia Foreign Bonds - Eurobond** <br>1.125% due 11/20/2027 « | 100 | 0 |
| **Turkiye Government Bonds**  |  |  |
| 40.854% (BISTREFI) due 09/06/2028 ~  | 177300 | 4158 |
| 42.493% (BISTREFI) due 05/20/2026 ~  | 300 | 7 |
| 42.493% (BISTREFI) due 08/19/2026 ~  | 200 | 5 |
| 42.493% (BISTREFI) due 05/17/2028 ~  | 35400 | 838 |
| **Ukraine Government International Bonds**  |  |  |
| 0.000% due 02/01/2030 þ(h)  | $29 | 15 |
| 0.000% due 02/01/2034 þ(h)  | 107 | 45 |
| 0.000% due 02/01/2035 þ(h)  | 90 | 44 |
| 0.000% due 02/01/2036 þ(h)  | 75 | 37 |
| 4.500% due 02/01/2034 þ  | 131 | 74 |
| 4.500% due 02/01/2035 þ  | 183 | 101 |
| 4.500% due 02/01/2036 þ  | 210 | 114 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Venezuela** **Government International Bonds** <br>9.250% due 09/15/2027 ^(d) | 308 | 75 |
| Total Sovereign Issues (Cost $55,634) |  | 56690 |
|  | SHARES |  |
| **COMMON STOCKS 5.5%**  |  |  |
| **COMMUNICATION SERVICES 0.6%**  |  |  |
| **Clear Channel Outdoor Holdings, Inc. (e)** | 531903 | 841 |
| **iHeartMedia, Inc. Class A (e)** | 126306 | 363 |
| **iHeartMedia, Inc. Class B «(e)** | 98039 | 248 |
| **OI SA (e)** | 4161083 | 414 |
| **Promotora de Informaciones SA Class A (e)** | 454519 | 196 |
| **SES SA «(e)** | 173216 | 2061 |
| **Uniti Group, Inc. (e)** | 107010 | 655 |
|  |  | 4778 |
| **CONSUMER DISCRETIONARY 0.0%**  |  |  |
| **West Marine «(e)(k)** | 2500 | 16 |
| **CONSUMER STAPLES 0.0%**  |  |  |
| **Steinhoff International Holdings NV «(e)(k)** | 21355531 | 0 |
| **FINANCIALS 1.1%**  |  |  |
| **Banca Monte dei Paschi di Siena SpA** | 687000 | 6082 |
| **Intelsat SA «(e)(k)** | 173216 | 0 |
| **MNSN Holdings, Inc. (e)(k)** | 3207 | 193 |
| **Unity Bancorp, Inc. «(e)** | 591921 | 3327 |
| **XBP Global Holdings, Inc. (e)** | 6583 | 5 |
|  |  | 9607 |
| **HEALTH CARE 2.6%**  |  |  |
| **AmSurg Corp. «(e)(k)** | 488175 | 22039 |
| **INDUSTRIALS 1.2%**  |  |  |
| **Drillco Holdings Luxembourg SA «(k)** | 44290 | 960 |
| **Foresea Holdings SA «** | 18411 | 399 |
| **Incora New Equity «(e)(k)** | 217553 | 8732 |
| **Westmoreland Mining Holdings «(e)(k)** | 50075 | 19 |
| **Westmoreland Mining LLC «(e)(k)** | 157802 | 177 |
|  |  | 10287 |
| Total Common Stocks (Cost $53,952) |  | 46727 |
| **WARRANTS 0.1%**  |  |  |
| **CONSUMER DISCRETIONARY 0.0%**  |  |  |
| **West Marine - Exp. 09/11/2028 «** | 324 | 0 |
| **FINANCIALS 0.1%**  |  |  |
| **Windstream Holdings II LLC - Exp. 10/25/2059 «** | 115309 | 647 |
| Total Warrants (Cost $703) |  | 647 |
| **PREFERRED SECURITIES 1.4%**  |  |  |
| **BANKING & FINANCE 0.8%**  |  |  |
| **ADLER Group SA** « | 1196075 | 0 |
| **AGFC Capital Trust I**<br>6.329% (US0003M + 1.750%) due 01/15/2067 ~ | 2300000 | 1555 |
| **Brighthouse Holdings LLC**<br>6.500% due 07/27/2037 þ(i) | 70000 | 62 |
| **Compeer Financial ACA**<br>4.875% due 08/15/2026 •(i) | 1600000 | 1565 |
| **Windstream Holdings II LLC**<br>11.000% «(e) | 3776 | 3776 |
|  |  | 6958 |
| **INDUSTRIALS 0.6%**  |  |  |
| **Clover Holdings, Inc.**<br>0.000% «(k) | 13811 | 272 |
| **SVB Financial Trust**  |  |  |
| 0.000% due 11/07/2032 (g) | 18840 | 2 |
| 11.000% due 11/07/2032 | 3654 | 1991 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Syniverse** **Holdings, Inc.**<br>12.500% «(k) | 2495265 | 2433 |
|  |  | 4698 |
| Total Preferred Securities (Cost $11,723) |  | 11656 |
| **REAL ESTATE INVESTMENT TRUSTS 0.3%**  |  |  |
| **REAL ESTATE 0.3%**  |  |  |
| **VICI Properties, Inc.** | 77566 | 2529 |
| Total Real Estate Investment Trusts (Cost $316) |  | 2529 |
|  | SHARES |  |
| **SHORT-TERM INSTRUMENTS 0.3%**  |  |  |
| **MUTUAL FUNDS 0.1%**  |  |  |
| **State Street Institutional U.S. Government Money Market Fund, Premier Class**<br> 4.200% (j) | 495308 | 495 |
|  | PRINCIPAL<br>AMOUNT<br>(000s) |  |
| **U.S. TREASURY BILLS 0.2%**  |  |  |
| 3.991% due 10/14/2025 - 01/27/2026 (f)(g)(o) | $1537 | 1524 |
| Total Short-Term Instruments (Cost $2,019) |  | 2019 |
| Total Investments in Securities (Cost $965,917) |  | 895134 |
|  | SHARES |  |
| **INVESTMENTS IN AFFILIATES 2.8%**  |  |  |
| **SHORT-TERM INSTRUMENTS 2.8%**  |  |  |
| **CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES 2.8%**  |  |  |
| **PIMCO Short-Term Floating NAV Portfolio III** | 2449062 | 23851 |
| Total Short-Term Instruments (Cost $23,843) |  | 23851 |
| Total Investments in Affiliates (Cost $23,843) |  | 23851 |
| Total Investments 109.3% (Cost $989,760) |  | $918985 |
| **Financial Derivative Instruments (m)(n) (0.0)**%(Cost or Premiums, net $(17918)) |  | (13) |
| Other Assets and Liabilities, net (9.3)% |  | (78699) |
| Net Assets Applicable to Common Shareholders 100.0% |  | $840273 |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **^** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** |
| **«** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** |
| **µ** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **•** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** |
| **þ** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** |
| **(a)** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** |
| **(b)** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** |
| **(c)** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** |
| **(d)** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** |
| **(e)** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** |
| **(f)** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** |
| **(g)** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** |
| **(h)** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** | **Security becomes interest bearing at a future date.** |
| **(i)** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** |
| **(j)** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** |
| **(k)** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** |
| Issuer Description | Issuer Description | Issuer Description | Acquisition<br>Date | Acquisition<br>Date | Cost | Cost | Market<br>Value | Market<br>Value | Market Value<br>as Percentage<br>of Net Assets Applicable to Common Shareholders |
| AmSurg Corp. | AmSurg Corp. | AmSurg Corp. | 11/02/2023 - 11/06/2023 | 11/02/2023 - 11/06/2023 | $20398 | 20398 | $22039 | 22039 | 2.63 |
| Clover Holdings, Inc. | Clover Holdings, Inc. | Clover Holdings, Inc. | 12/09/2024 | 12/09/2024 | 207 | 207 | 272 | 272 | 0.03 |
| Drillco Holdings Luxembourg SA | Drillco Holdings Luxembourg SA | Drillco Holdings Luxembourg SA | 06/08/2023 | 06/08/2023 | 886 | 886 | 960 | 960 | 0.11 |
| Incora New Equity | Incora New Equity | Incora New Equity | 01/31/2025 | 01/31/2025 | 10568 | 10568 | 8732 | 8732 | 1.04 |
| Incora Top Holdco LLC 6.000% due 01/30/2033 | Incora Top Holdco LLC 6.000% due 01/30/2033 | Incora Top Holdco LLC 6.000% due 01/30/2033 | 01/31/2025 - 08/01/2025 | 01/31/2025 - 08/01/2025 | 4809 | 4809 | 7781 | 7781 | 0.93 |
| Intelsat SA | Intelsat SA | Intelsat SA | 06/19/2017 - 08/29/2025 | 06/19/2017 - 08/29/2025 | 6520 | 6520 | 0 | 0 | 0.00 |
| MNSN Holdings, Inc. | MNSN Holdings, Inc. | MNSN Holdings, Inc. | 03/16/2023 - 03/29/2023 | 03/16/2023 - 03/29/2023 | 36 | 36 | 193 | 193 | 0.02 |
| Steinhoff International Holdings NV | Steinhoff International Holdings NV | Steinhoff International Holdings NV | 06/30/2023 - 10/30/2023 | 06/30/2023 - 10/30/2023 | 0 | 0 | 0 | 0 | 0.00 |
| Syniverse Holdings, Inc. 12.500% | Syniverse Holdings, Inc. 12.500% | Syniverse Holdings, Inc. 12.500% | 05/12/2022 - 05/30/2025 | 05/12/2022 - 05/30/2025 | 2461 | 2461 | 2433 | 2433 | 0.29 |
| West Marine | West Marine | West Marine | 09/12/2023 | 09/12/2023 | 36 | 36 | 16 | 16 | 0.00 |
| Westmoreland Mining Holdings | Westmoreland Mining Holdings | Westmoreland Mining Holdings | 12/08/2014 - 10/19/2016 | 12/08/2014 - 10/19/2016 | 1442 | 1442 | 19 | 19 | 0.00 |
| Westmoreland Mining LLC | Westmoreland Mining LLC | Westmoreland Mining LLC | 06/30/2023 - 02/03/2025 | 06/30/2023 - 02/03/2025 | 656 | 656 | 177 | 177 | 0.02 |
|  |  |  |  | $ | 48019 | $ | 42622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.07%  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.07%  |
| **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** |
| **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** |
| Counterparty | Counterparty | Borrowing Rate<sup>(1)</sup> | Settlement Date | Maturity Date | Maturity Date | Amount<br>Borrowed<sup>(1)</sup> | Amount<br>Borrowed<sup>(1)</sup> | Payable for<br>Reverse<br>Repurchase<br>Agreements | Payable for<br>Reverse<br>Repurchase<br>Agreements |
| BOS | BOS | 4.050%  | 09/19/2025 | 10/31/2025 | 10/31/2025 | (2348) | (2348) | (2351) | (2351) |
| BRC | BRC | 3.500  | 09/15/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (420) | (420) | (566) | (566) |
| BYR | BYR | 4.510  | 08/28/2025 | 12/01/2025 | 12/01/2025 | (2448) | (2448) | (2459) | (2459) |
| CDC | CDC | 4.460  | 09/11/2025 | 11/10/2025 | 11/10/2025 | (6164) | (6164) | (6180) | (6180) |
|  |  | 4.560  | 09/18/2025 | 01/16/2026 | 01/16/2026 | (980) | (980) | (982) | (982) |
|  |  | 4.660  | 09/25/2025 | 01/23/2026 | 01/23/2026 | (6935) | (6935) | (6940) | (6940) |
|  |  | 4.680  | 08/28/2025 | 12/01/2025 | 12/01/2025 | (29104) | (29104) | (29232) | (29232) |
| SCX | SCX | 2.150  | 06/17/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (773) | (773) | (913) | (913) |
|  |  | 4.600  | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (7932) | (7932) | (7945) | (7945) |
| SOG | SOG | 0.000  | 09/25/2025 | 10/08/2025 | 10/08/2025 | (4353) | (4353) | (4357) | (4357) |
| **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** |  |  |  |  |  |  | **(61925)** | **(61925)** |

---

------

<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **(l)** | **Securities with an aggregate market value of $70,963 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $70,963 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $70,963 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $70,963 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $70,963 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $70,963 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $70,963 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $70,963 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $70,963 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $70,963 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $70,963 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** |
| <sup>(1)</sup> | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(14078) at a weighted average interest rate of 4.656%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(14078) at a weighted average interest rate of 4.656%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(14078) at a weighted average interest rate of 4.656%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(14078) at a weighted average interest rate of 4.656%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(14078) at a weighted average interest rate of 4.656%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(14078) at a weighted average interest rate of 4.656%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(14078) at a weighted average interest rate of 4.656%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(14078) at a weighted average interest rate of 4.656%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(14078) at a weighted average interest rate of 4.656%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(14078) at a weighted average interest rate of 4.656%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(14078) at a weighted average interest rate of 4.656%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. |
| <sup>(2)</sup> | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. |
| **(m)** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** |
|  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Pay/<br>Receive<br>Floating Rate | Pay/<br>Receive<br>Floating Rate | Floating Rate Index | Fixed Rate | Payment<br>Frequency | Maturity<br>Date | Notional<br>Amount | Premiums<br>Paid/<br>(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Market<br>Value | Asset | Liability |
| Pay | Pay | 1-Day GBP-SONIO Compounded-OIS | 3.750% | Annual | 09/17/2030 | 18500 | (96) | (11) | (107) | 26 | $0 |
| Receive | Receive | 1-Day GBP-SONIO Compounded-OIS | 0.750 | Annual | 09/21/2032 | 7800 | 757 | 1276 | 2033 | 0 | (14) |
| Receive | Receive | 1-Day GBP-SONIO Compounded-OIS | 2.000 | Annual | 03/15/2033 | 2800 | 311 | 213 | 524 | 0 | (6) |
| Receive | Receive | 1-Day GBP-SONIO Compounded-OIS | 0.750 | Annual | 09/21/2052 | 1600 | 328 | 969 | 1297 | 0 | (7) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 2.300 | Annual | 01/17/2026 | 1700 | 1 | 33 | 34 | 0 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.250 | Semi-Annual | 12/15/2026 | 56800 | (704) | 2339 | 1635 | 0 | (8) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 2.500 | Semi-Annual | 12/20/2027 | 44900 | 172 | (1009) | (837) | 20 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 2.000 | Annual | 12/21/2027 | 32300 | (2862) | 1306 | (1556) | 14 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 3.250 | Annual | 06/21/2028 | 19200 | (257) | 147 | (110) | 10 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.370 | Semi-Annual | 08/25/2028 | 16898 | (5) | 1106 | 1101 | 0 | (9) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | 12/20/2028 | 84700 | 740 | (137) | 603 | 55 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 4.500 | Annual | 06/19/2029 | 69900 | 34 | 2792 | 2826 | 49 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | 06/20/2029 | 16500 | (312) | 111 | (201) | 0 | (11) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 2.000 | Annual | 12/21/2029 | 118700 | (12228) | 3646 | (8582) | 56 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 3.250 | Annual | 06/18/2030 | 224100 | (2264) | 295 | (1969) | 100 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 0.750 | Semi-Annual | 06/16/2031 | 57200 | 3442 | 5255 | 8697 | 0 | (10) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.750 | Semi-Annual | 12/15/2031 | 36100 | (505) | 4365 | 3860 | 0 | (9) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 2.000 | Annual | 12/21/2032 | 23900 | (3269) | 514 | (2755) | 3 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 3.500 | Semi-Annual | 06/19/2044 | 93400 | (2328) | (6108) | (8436) | 0 | (140) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 2.000 | Semi-Annual | 01/15/2050 | 8300 | (57) | 3038 | 2981 | 19 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.750 | Semi-Annual | 01/22/2050 | 14500 | (35) | 5812 | 5777 | 33 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.875 | Semi-Annual | 02/07/2050 | 15100 | (58) | 5761 | 5703 | 34 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 2.250 | Semi-Annual | 03/12/2050 | 10800 | (33) | 3451 | 3418 | 24 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 2.000 | Semi-Annual | 12/15/2051 | 10900 | 775 | (4738) | (3963) | 0 | (28) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.700 | Semi-Annual | 02/01/2052 | 76450 | (1210) | 33508 | 32298 | 196 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 2.750 | Annual | 06/21/2053 | 8000 | 755 | 904 | 1659 | 21 | 0 |
| Receive | Receive | 6-Month EUR-EURIBOR | 0.150 | Annual | 03/18/2030 | 8700 | 159 | 934 | 1093 | 0 | (9) |
| Receive | Receive | 6-Month EUR-EURIBOR | 0.250 | Annual | 09/21/2032 | 6200 | 583 | 475 | 1058 | 0 | (12) |
| Receive | Receive | 6-Month EUR-EURIBOR | 0.500 | Annual | 09/21/2052 | 2600 | 225 | 1168 | 1393 | 0 | (12) |
| Receive<sup>(1)</sup> | Receive<sup>(1)</sup> | 6-Month EUR-EURIBOR | 0.830 | Annual | 12/09/2052 | 15300 | 192 | 1797 | 1989 | 0 | (13) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **$** | **$** | **$** | **$** | **$** | **(288)** |
| **Cash of $12,027 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Cash of $12,027 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Cash of $12,027 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Cash of $12,027 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Cash of $12,027 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Cash of $12,027 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Cash of $12,027 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Cash of $12,027 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Cash of $12,027 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Cash of $12,027 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Cash of $12,027 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Cash of $12,027 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** |
| <sup>(1)</sup> | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. |

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<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

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| | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **(n)** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** |
| **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** |
|  |  |  |  |  |  |  |  |  |  |  | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | Settlement<br>Month | Settlement<br>Month |  | Currency to<br>be Delivered | Currency to<br>be Delivered | Currency to<br>be Delivered |  | Currency to<br>be Received | Currency to<br>be Received | Currency to<br>be Received | Asset | Asset | Asset | Liability | Liability |
| &nbsp;&nbsp;&nbsp;&nbsp; AZD | &nbsp;&nbsp;&nbsp;&nbsp; AZD | 10/2025  | 10/2025  | EUR | 109272 | 109272 | 109272 | $ | 127449 | 127449 | 127449 | $0 | 0 | 0 | $(842) | (842) |
|  |  | 10/2025  | 10/2025  | $ | $54 | 54 | 54 | CAD | 75 | 75 | 75 | 0 | 0 | 0 | 0 | 0 |
|  |  | 11/2025  | 11/2025  | CAD | 75 | 75 | 75 | $ | 54 | 54 | 54 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | 11/2025  | 11/2025  | DOP | 83726 | 83726 | 83726 |  | 1310 | 1310 | 1310 | 0 | 0 | 0 | (23) | (23) |
|  |  | 11/2025  | 11/2025  | EUR | 2918 | 2918 | 2918 |  | 3434 | 3434 | 3434 | 1 | 1 | 1 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BPS | &nbsp;&nbsp;&nbsp;&nbsp; BPS | 10/2025  | 10/2025  |  | 2417 | 2417 | 2417 |  | 2854 | 2854 | 2854 | 16 | 16 | 16 | 0 | 0 |
|  |  | 10/2025  | 10/2025  | TRY | 1358 | 1358 | 1358 |  | 32 | 32 | 32 | 0 | 0 | 0 | 0 | 0 |
|  |  | 08/2030  | 08/2030  | KWD | 57 | 57 | 57 |  | 193 | 193 | 193 | 3 | 3 | 3 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | 10/2025  | 10/2025  | GBP | 1314 | 1314 | 1314 |  | 1775 | 1775 | 1775 | 7 | 7 | 7 | 0 | 0 |
|  |  | 10/2025  | 10/2025  | TRY | 53913 | 53913 | 53913 |  | 1296 | 1296 | 1296 | 0 | 0 | 0 | (1) | (1) |
|  |  | 10/2025  | 10/2025  | $ | $5751 | 5751 | 5751 | TRY | 245354 | 245354 | 245354 | 142 | 142 | 142 | 0 | 0 |
|  |  | 11/2025  | 11/2025  | EUR | 309 | 309 | 309 | $ | 364 | 364 | 364 | 0 | 0 | 0 | 0 | 0 |
|  |  | 11/2025  | 11/2025  | $ | $3078 | 3078 | 3078 | TRY | 134122 | 134122 | 134122 | 27 | 27 | 27 | 0 | 0 |
|  |  | 12/2025  | 12/2025  |  | 2600 | 2600 | 2600 |  | 114409 | 114409 | 114409 | 5 | 5 | 5 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BSH | &nbsp;&nbsp;&nbsp;&nbsp; BSH | 12/2025  | 12/2025  | PEN | 2665 | 2665 | 2665 | $ | 748 | 748 | 748 | 0 | 0 | 0 | (18) | (18) |
|  |  | 02/2026  | 02/2026  |  | 1006 | 1006 | 1006 |  | 288 | 288 | 288 | 0 | 0 | 0 | (1) | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; CBK | &nbsp;&nbsp;&nbsp;&nbsp; CBK | 10/2025  | 10/2025  | EUR | 2918 | 2918 | 2918 |  | 3421 | 3421 | 3421 | 0 | 0 | 0 | (5) | (5) |
|  |  | 10/2025  | 10/2025  | GBP | 2385 | 2385 | 2385 |  | 3241 | 3241 | 3241 | 34 | 34 | 34 | 0 | 0 |
|  |  | 10/2025  | 10/2025  | HKD | 31093 | 31093 | 31093 |  | 3999 | 3999 | 3999 | 2 | 2 | 2 | 0 | 0 |
|  |  | 10/2025  | 10/2025  | $ | $1072 | 1072 | 1072 | EUR | 914 | 914 | 914 | 2 | 2 | 2 | (1) | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; FAR | &nbsp;&nbsp;&nbsp;&nbsp; FAR | 10/2025  | 10/2025  | AUD | 163 | 163 | 163 | $ | 106 | 106 | 106 | 0 | 0 | 0 | (2) | (2) |
|  |  | 10/2025  | 10/2025  | JPY | 11223 | 11223 | 11223 |  | 76 | 76 | 76 | 1 | 1 | 1 | 0 | 0 |
|  |  | 10/2025  | 10/2025  | $ | $106 | 106 | 106 | AUD | 163 | 163 | 163 | 1 | 1 | 1 | 0 | 0 |
|  |  | 11/2025  | 11/2025  | AUD | 163 | 163 | 163 | $ | 107 | 107 | 107 | 0 | 0 | 0 | (1) | (1) |
|  |  | 11/2025  | 11/2025  | PEN | 2380 | 2380 | 2380 |  | 648 | 648 | 648 | 0 | 0 | 0 | (36) | (36) |
|  |  | 12/2025  | 12/2025  | $ | $114 | 114 | 114 | MXN | 2170 | 2170 | 2170 | 3 | 3 | 3 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLM | &nbsp;&nbsp;&nbsp;&nbsp; GLM | 11/2025  | 11/2025  | DOP | 30013 | 30013 | 30013 | $ | 473 | 473 | 473 | 3 | 3 | 3 | (8) | (8) |
|  |  | 11/2025  | 11/2025  | $ | $1965 | 1965 | 1965 | TRY | 85813 | 85813 | 85813 | 12 | 12 | 12 | 0 | 0 |
|  |  | 01/2026  | 01/2026  | DOP | 143997 | 143997 | 143997 | $ | 2330 | 2330 | 2330 | 54 | 54 | 54 | 0 | 0 |
|  |  | 02/2026  | 02/2026  |  | 25614 | 25614 | 25614 |  | 409 | 409 | 409 | 6 | 6 | 6 | 0 | 0 |
|  |  | 03/2026  | 03/2026  |  | 83254 | 83254 | 83254 |  | 1295 | 1295 | 1295 | 5 | 5 | 5 | (15) | (15) |
| &nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp; JPM | 10/2025  | 10/2025  | BRL | 316 | 316 | 316 |  | 59 | 59 | 59 | 0 | 0 | 0 | 0 | 0 |
|  |  | 10/2025  | 10/2025  | CAD | 75 | 75 | 75 |  | 54 | 54 | 54 | 0 | 0 | 0 | 0 | 0 |
|  |  | 10/2025  | 10/2025  | $ | $58 | 58 | 58 | BRL | 316 | 316 | 316 | 2 | 2 | 2 | 0 | 0 |
|  |  | 10/2025  | 10/2025  |  | 755 | 755 | 755 | TRY | 32219 | 32219 | 32219 | 17 | 17 | 17 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; MBC | &nbsp;&nbsp;&nbsp;&nbsp; MBC | 10/2025  | 10/2025  | EUR | 4788 | 4788 | 4788 | $ | 5642 | 5642 | 5642 | 20 | 20 | 20 | 0 | 0 |
|  |  | 10/2025  | 10/2025  | GBP | 3872 | 3872 | 3872 |  | 5228 | 5228 | 5228 | 21 | 21 | 21 | 0 | 0 |
|  |  | 10/2025  | 10/2025  | $ | $780 | 780 | 780 | EUR | 669 | 669 | 669 | 5 | 5 | 5 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; MYI | &nbsp;&nbsp;&nbsp;&nbsp; MYI | 10/2025  | 10/2025  |  | 34 | 34 | 34 | JPY | 5142 | 5142 | 5142 | 0 | 0 | 0 | 0 | 0 |
|  |  | 11/2025  | 11/2025  | JPY | 5124 | 5124 | 5124 | $ | 35 | 35 | 35 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | 10/2025  | 10/2025  | $ | $23028 | 23028 | 23028 | GBP | 17216 | 17216 | 17216 | 126 | 126 | 126 | 0 | 0 |
|  |  | 11/2025  | 11/2025  | GBP | 17216 | 17216 | 17216 | $ | 23032 | 23032 | 23032 | 0 | 0 | 0 | (126) | (126) |
| &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | 10/2025  | 10/2025  | BRL | 317 | 317 | 317 |  | 59 | 59 | 59 | 0 | 0 | 0 | 0 | 0 |
|  |  | 10/2025  | 10/2025  | JPY | 5856 | 5856 | 5856 |  | 40 | 40 | 40 | 0 | 0 | 0 | 0 | 0 |
|  |  | 10/2025  | 10/2025  | $ | $60 | 60 | 60 | BRL | 317 | 317 | 317 | 0 | 0 | 0 | 0 | 0 |
|  |  | 10/2025  | 10/2025  |  | 135115 | 135115 | 135115 | EUR | 114894 | 114894 | 114894 | 0 | 0 | 0 | (224) | (224) |
|  |  | 10/2025  | 10/2025  |  | 75 | 75 | 75 | JPY | 11198 | 11198 | 11198 | 1 | 1 | 1 | 0 | 0 |
|  |  | 11/2025  | 11/2025  | EUR | 114894 | 114894 | 114894 | $ | 135386 | 135386 | 135386 | 225 | 225 | 225 | 0 | 0 |
|  |  | 11/2025  | 11/2025  | JPY | 11159 | 11159 | 11159 |  | 75 | 75 | 75 | 0 | 0 | 0 | (1) | (1) |
|  |  | 12/2025  | 12/2025  | $ | $59 | 59 | 59 | BRL | 321 | 321 | 321 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | 10/2025  | 10/2025  | GBP | 9645 | 9645 | 9645 | $ | 13001 | 13001 | 13001 | 29 | 29 | 29 | 0 | 0 |
| **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **$** | **770** | **770** | **$** | **(1304)** | **(1304)** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> |
| Counterparty | Reference Entity | Reference Entity | Fixed <br>Receive Rate | Fixed <br>Receive Rate | Payment<br>Frequency | Maturity<br>Date | Implied<br>Credit Spread at<br>September 30, 2025<sup>(2)</sup> | Implied<br>Credit Spread at<br>September 30, 2025<sup>(2)</sup> | Implied<br>Credit Spread at<br>September 30, 2025<sup>(2)</sup> | Notional<br>Amount<sup>(3)</sup> |  | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) |  | Asset | Liability |
| BRC | Turkiye Government International Bonds  | Turkiye Government International Bonds  | 1.000% | 1.000% | Quarterly | 12/20/2025 | 0.632% | 0.632% | 0.632% | $1100 | $ | 0 | $1 | $ | 1 | $0 |
| CBK | Israel Government International Bonds  | Israel Government International Bonds  | 1.000 | 1.000 | Quarterly | 06/20/2030 | 0.745 | 0.745 | 0.745 | 200 |  | (2) | 4 |  | 2 | 0 |
| DUB | Eskom « | Eskom « | 4.650 | 4.650 | Quarterly | 06/30/2029 | —◆ | —◆ | —◆ | 2700 |  | 0 | 163 |  | 163 | 0 |
|  | Petroleos Mexicanos « | Petroleos Mexicanos « | 4.750 | 4.750 | Monthly | 07/06/2026 | —◆ | —◆ | —◆ | 588 |  | 0 | 8 |  | 8 | 0 |
| GST | Petroleos Mexicanos  | Petroleos Mexicanos  | 1.000 | 1.000 | Quarterly | 12/20/2028 | 2.159 | 2.159 | 2.159 | 800 |  | (155) | 128 |  | 0 | (27) |
|  | Soft Bank Group,Inc.  | Soft Bank Group,Inc.  | 1.000 | 1.000 | Quarterly | 06/20/2026 | 0.872 | 0.872 | 0.872 | 1300 |  | (11) | 12 |  | 1 | 0 |
| JPM | Israel Government International Bonds  | Israel Government International Bonds  | 1.000 | 1.000 | Quarterly | 06/20/2030 | 0.745 | 0.745 | 0.745 | 100 |  | (1) | 2 |  | 1 | 0 |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **$** | **(169)** | $**318** | **$** | **176** | $**(27)** |

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<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(o)** | **Securities with an aggregate market value of $740 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $740 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $740 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $740 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $740 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** |
| <sup>◆</sup> | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. |
| <sup>(1)</sup> | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(2)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(3)</sup> | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(4)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** |
| **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: |
| Category and Subcategory | Category and Subcategory | Level 1 | Level 2 | Level 3 | Fair Value<br>at 09/30/2025 |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | Loan Participations and Assignments | $4257 | $180399 | $84628 | $269284 |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Banking & Finance | Banking & Finance | 1978 | 42602 | 0 | 44580 |
| Industrials | Industrials | 1400 | 234202 | 32142 | 267744 |
| Utilities | Utilities | 0 | 29857 | 0 | 29857 |
| Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes |
| Industrials | Industrials | 0 | 19389 | 0 | 19389 |
| Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes |
| Illinois | Illinois | 0 | 16 | 0 | 16 |
| Michigan | Michigan | 0 | 1802 | 0 | 1802 |
| West Virginia | West Virginia | 0 | 4149 | 0 | 4149 |
| U.S. Government Agencies | U.S. Government Agencies | 0 | 20841 | 4880 | 25721 |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 0 | 50953 | 0 | 50953 |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |
| Automobile ABS Other | Automobile ABS Other | 0 | 3509 | 0 | 3509 |
| CMBS Other | CMBS Other | 0 | 10 | 0 | 10 |
| Home Equity Other | Home Equity Other | 0 | 30010 | 0 | 30010 |
| Home Equity Sequential | Home Equity Sequential | 0 | 1550 | 0 | 1550 |
| Whole Loan Collateral | Whole Loan Collateral | 0 | 14034 | 0 | 14034 |
| Other ABS | Other ABS | 0 | 9825 | 2433 | 12258 |
| Sovereign Issues | Sovereign Issues | 0 | 56690 | 0 | 56690 |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |
| Communication Services | Communication Services | 2469 | 0 | 2309 | 4778 |
| Consumer Discretionary | Consumer Discretionary | 0 | 0 | 16 | 16 |
| Financials | Financials | 198 | 6082 | 3327 | 9607 |
| Health Care | Health Care | 0 | 0 | 22039 | 22039 |
| Industrials | Industrials | 0 | 0 | 10287 | 10287 |
| Warrants | Warrants | Warrants | Warrants | Warrants | Warrants |
| Financials | Financials | 0 | 0 | 647 | 647 |
| Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities |
| Banking & Finance | Banking & Finance | 0 | 3182 | 3776 | 6958 |
| Industrials | Industrials | 0 | 1993 | 2705 | 4698 |
| Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts |
| Real Estate | Real Estate | 2529 | 0 | 0 | 2529 |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |
| Mutual Funds | Mutual Funds | 0 | 495 | 0 | 495 |
| U.S. Treasury Bills | U.S. Treasury Bills | 0 | 1524 | 0 | 1524 |
|  |  | $12831 | $713114 | $169189 | $895134 |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |
| Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | $23851 | $0 | $0 | $23851 |
| Total Investments | Total Investments | $36682 | $713114 | $169189 | $918985 |
| **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 0 | 660 | 0 | 660 |
| Over the counter | Over the counter | 0 | 775 | 171 | 946 |
|  |  | $0 | $1435 | $171 | $1606 |
| **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 0 | (288) | 0 | (288) |
| Over the counter | Over the counter | 0 | (1331) | 0 | (1331) |
|  |  | $0 | $(1619) | $0 | $(1619) |
| Total Financial Derivative Instruments | Total Financial Derivative Instruments | $0 | $(184) | $171 | $(13) |

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<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

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| | | | | |
|:---|:---|:---|:---|:---|
| Totals | $36682 | $712930 | $169360 | $918972 |

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| | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** |
| Category and Subcategory | Beginning<br>Balance<br>at 06/30/2025 | Beginning<br>Balance<br>at 06/30/2025 | Net<br>Purchases<sup>(1)</sup> | Net<br>Purchases<sup>(1)</sup> | Net<br>Sales/Settlements<sup>(1)</sup> | Net<br>Sales/Settlements<sup>(1)</sup> | Accrued<br>Discounts/<br>(Premiums) | Realized<br>Gain/(Loss) | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(2)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(2)</sup> | Transfers into<br>Level 3 | Transfers out<br>of Level 3 | Transfers out<br>of Level 3 | Ending<br>Balance<br>at 09/30/2025 | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>09/30/2025<sup>(2)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>09/30/2025<sup>(2)</sup> |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | $56725 | 56725 | $ | 2536 | $ | $(570) | $89 | $1 | $ | $(958) | $26805 | $0 | 0 | 84628 | $ | (958) |
| Corporate Bonds & Notes |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance |  | 301 |  | 0 |  | (5) | 0 | 0 |  | 9 | 0 | (305) | (305) | 0<br>|  | 0 |
| Industrials |  | 13912 |  | 17044 |  | 0 | 10 | 0 |  | 1176 | 0 | 0 | 0 | 32142 |  | 1176 |
| U.S. Government Agencies | 4786 | 4786 |  | 0 |  | (22) | 5 | 7 |  | 104 | 0 | 0 | 0 | 4880<br>|  | 104 |
| Asset-Backed Securities | 0 | 0 |  | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 |  | 0 |
| Other ABS |  | 2729 |  | 0 |  | 0 | 5 | (1187) |  | 886 | 0 | 0 | 0 | 2433 |  | (163) |
| Common Stocks |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Communication Services |  | 9830 |  | 0 |  | (8723) | 0 | 4629 |  | (3427) | 0 | 0 | 0 | 2309 |  | 2157 |
| Consumer Discretionary |  | 16 |  | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 16 |  | 0 |
| Financials |  | 5988 |  | 3610 |  | (6019) | 0 | 0 |  | (60) | 0 | (192) | (192) | 3327 |  | (6259) |
| Health Care |  | 22039 |  | 0 |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 22039 |  | 0 |
| Industrials |  | 9037 |  | 0 |  | 0 | 0 | 0 |  | 1250 | 0 | 0 | 0 | 10287 |  | 1250 |
| Warrants |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Communication Services |  | 1925 |  | 0 |  | (1735) | 0 | 458 |  | (648) | 0 | 0 | 0 | 0 |  | 0 |
| Financials |  | 1 |  | 702 |  | (7) | 0 | (4154) |  | 4105 | 0 | 0 | 0 | 647 |  | (55) |
| Preferred Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance |  | 0 |  | 3776 |  | 0 | 0 | 0 |  | 0 | 0 | 0 | 0 | 3776 |  | 0 |
| Industrials |  | 2606 |  | 0 |  | 0 | 0 | 0 |  | 99 | 0 | 0 | 0 | 2705 |  | 99 |
|  | $129895 | 129895 | $ | 27668 | $ | $(17081) | $109 | $(246) | $ | $2536 | $26805 | $(497) | (497) | 169189 | $ | (2649) |
| **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** |
| Over the counter | $164 | 164 | $ | 0 | $ | $0 | $0 | $0 | $ | $7 | $0 | $0 | 0 | 171 | $ | 7 |
| Totals | $130059 | 130059 | $ | 27668 | $ | $(17081) | $109 | $(246) | $ | $2543 | $26805 | $(497) | (497) | 169360 | $ | (2642) |
| <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** |
|  |  |  |  |  |  |  |  |  |  |  |  |  | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Ending<br>Balance<br>at 09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | Input Value(s) | Input Value(s) | Input Value(s) | Weighted Average |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | $9287 | 9287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.290 | 16.290 | 16.290 |  |
|  |  |  |  | 200 | 200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cost | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cost | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cost | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cost | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 | 100.000 | 100.000 |  |
|  |  |  |  | 21631 | 21631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 4.790 - 50.000 | 4.790 - 50.000 | 4.790 - 50.000 | 8.026 |
|  |  |  |  | 9821 | 9821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 72.500 - 101.750 | 72.500 - 101.750 | 72.500 - 101.750 | 93.382 |
|  |  |  |  | 6400 | 6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 | 100.000 | 100.000 |  |
|  |  |  |  | 37289 | 37289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 40.500 - 100.500 | 40.500 - 100.500 | 40.500 - 100.500 | 97.933 |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Industrials | Industrials | Industrials | Industrials | 14472 | 14472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies/Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies/Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies/Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies/Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | 0.970/10.000 | 0.970/10.000 | 0.970/10.000 |  |
|  |  |  |  | 980 | 980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 62.500 - 71.000 | 62.500 - 71.000 | 62.500 - 71.000 | 65.579 |
|  |  |  |  | 16690 | 16690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 | 100.000 | 100.000 |  |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | 4880 | 4880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 11.331 | 11.331 | 11.331 |  |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Other ABS | Other ABS | Other ABS | Other ABS | 2433 | 2433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate Total | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate Total | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate Total | 12.000-20.000 | 12.000-20.000 | 12.000-20.000 | 18.243 |
| Common Stocks | Common Stocks | Common Stocks |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Communication Services | Communication Services | Communication Services | Communication Services | 2061 | 2061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 7.930 | 7.930 | 7.930 |  |
|  |  |  |  | 248 | 248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/Liquidity Discount | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/Liquidity Discount | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/Liquidity Discount | 12.000 | 12.000 | 12.000 |  |
| Consumer Discretionary | Consumer Discretionary | Consumer Discretionary | Consumer Discretionary | 16 | 16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | 0.500/20.750 | 0.500/20.750 | 0.500/20.750 |  |
| Financials | Financials | Financials | Financials | 3327 | 3327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference instrument | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/Liquidity Discount | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/Liquidity Discount | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/Liquidity Discount | 8.150 | 8.150 | 8.150 |  |
| Health Care | Health Care | Health Care | Health Care | 22039 | 22039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.290 | 16.290 | 16.290 |  |
| Industrials | Industrials | Industrials | Industrials | 8732 | 8732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | 0.970/10.000 | 0.970/10.000 | 0.970/10.000 |  |
|  |  |  |  | 1555 | 1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | $0.375 - 21.667 | 0.375 - 21.667 | 0.375 - 21.667 | 19.064 |
| Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants |
| Financials | Financials | Financials | Financials | 647 | 647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Option Pricing Model | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Option Pricing Model | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Option Pricing Model | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Option Pricing Model | &nbsp;&nbsp;&nbsp;&nbsp; Volatility | &nbsp;&nbsp;&nbsp;&nbsp; Volatility | &nbsp;&nbsp;&nbsp;&nbsp; Volatility | 62.500 | 62.500 | 62.500 |  |

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<br> Schedule of Investments PIMCO Corporate & Income Strategy Fund (Cont.) September 30, 2025 (Unaudited)

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| PreferredSecurities | PreferredSecurities | PreferredSecurities | PreferredSecurities | PreferredSecurities | PreferredSecurities | PreferredSecurities |
| Banking & Finance | Banking & Finance | 3776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | $1000.000 |  |
| Industrials | Industrials | 272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 12.250 |  |
|  |  | 2433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 13.622 |  |
| **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** |
| Over the counter | Over the counter | 171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 0.939 - 6.009 | 5.784 |
| Total | Total | $169360 |  |  |  |  |
| <sup>(1)</sup> | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. |
| <sup>(2)</sup> | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. |

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Notes to Financial Statements

**1** **. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS**

**(a) Investment Valuation Policies** The net asset value ("NAV") of the Fund's shares, or each of its share classes, as applicable, is determined by dividing the total value of portfolio investments and other assets attributable to the Fund or class, less any liabilities, as applicable, by the total number of shares outstanding.

On each day that the New York Stock Exchange ("NYSE") is open, each Fund's shares are ordinarily valued as of the close of regular trading (normally 4:00 p.m., Eastern time) ("NYSE Close"). Information that becomes known to the Fund or its agents after the time as of which NAV has been calculated on a particular day will not generally be used to retroactively adjust the price of a security or the NAV determined earlier that day. If regular trading on the NYSE closes earlier than scheduled, each Fund may calculate its NAV as of the earlier closing time or calculate its NAV as of the NYSE Close for that day. Each Fund generally does not calculate its NAV on days on which the NYSE is not open for business. If the NYSE is closed on a day it would normally be open for business, each Fund may calculate its NAV as of the NYSE Close for such day or such other time that the Fund may determine.

For purposes of calculating NAV, portfolio securities and other assets for which market quotations are readily available are valued at market value. A market quotation is readily available only when that quotation is a quoted price (unadjusted) in active markets for identical investments that the Fund can access at the measurement date, provided that a quotation will not be readily available if it is not reliable. Market value is generally determined on the basis of official closing prices or the last reported sales prices. The Fund will normally use pricing data for domestic equity securities received shortly after the NYSE Close and does not normally take into account trading, clearances or settlements that take place after the NYSE Close. A foreign (non-U.S.) equity security traded on a foreign exchange or on more than one exchange is typically valued using pricing information from the exchange considered by Pacific Investment Management Company LLC ("PIMCO" or the "Manager") to be the primary exchange. If market value pricing is used, a foreign (non-U.S.) equity security will be valued as of the close of trading on the foreign exchange, or the NYSE Close if the NYSE Close occurs before the end of trading on the foreign exchange.

Investments for which market quotations are not readily available are valued at fair value as determined in good faith pursuant to Rule 2a-5 under the Investment Company Act of 1940, as amended (the "Act"). As a general principle, the fair value of a security or other asset is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Pursuant to Rule 2a-5, the Board of Trustees has designated PIMCO as the valuation designee ("Valuation Designee") for each Fund to perform the fair value determination relating to all Fund investments. PIMCO may carry out its designated responsibilities as Valuation Designee through various teams and committees. The Valuation Designee's policies and procedures govern the Valuation Designee's selection and application of methodologies for determining and calculating the fair value of Fund portfolio investments. The Valuation Designee may value Fund portfolio securities for which market quotations are not readily available and other Fund assets utilizing inputs from pricing services, quotation reporting systems, valuation agents and other third-party sources (together, "Pricing Sources").

Domestic and foreign (non-U.S.) fixed income securities, non-exchange traded derivatives and equity options are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources using data reflecting the earlier closing of the principal markets for those securities. Prices obtained from Pricing Sources may be based on, among other things, information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. Certain fixed income securities purchased on a delayed-delivery basis are marked to market daily until settlement at the forward settlement date. Common stocks, exchange-traded funds ("ETFs"), exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. Exchange-traded options, except equity options, futures and options on futures, are valued at the settlement price determined by the relevant exchange. Swap agreements and swaptions are valued on the basis of bid quotes obtained from brokers and dealers or market-based prices supplied by Pricing Sources. With respect to any portion of the Fund's assets that are invested in one or more open-end management investment companies (other than ETFs), the Fund's NAV will be calculated based on the NAVs of such investments. Open-end management investment companies may include affiliated funds.

If a foreign (non-U.S.) equity security's value has materially changed after the close of the security's primary exchange or principal market but before the NYSE Close, the security may be valued at fair value. Foreign (non-U.S.) equity securities that do not trade when the NYSE is open are also valued at fair value. With respect to foreign (non-U.S.) equity securities, the Fund may determine the fair value of investments based on information provided by Pricing Sources, which may recommend fair value or adjustments with reference to other securities, indexes or assets. In considering whether fair valuation is required and in determining fair values, the Valuation Designee may, among other things, consider significant events (which may be considered to include changes in the value of U.S. securities or securities indexes) that occur after the close of the relevant market and before the NYSE Close. The Fund may utilize modeling tools provided by third-party vendors to determine fair values of foreign (non-U.S.) securities. For these purposes, unless otherwise determined by the Valuation Designee, any movement in the applicable reference index or instrument ("zero trigger") between the earlier close of the applicable foreign market and the NYSE Close may be deemed to be a significant event, prompting the application of the pricing model (effectively resulting in daily fair valuations). Foreign exchanges may permit trading in foreign (non-U.S.) equity securities on days when the Fund is not open for business, which may result in the Fund's portfolio investments being affected when shareholders are unable to buy or sell shares.

Investments valued in currencies other than the U.S. dollar are converted to the U.S. dollar using exchange rates obtained from Pricing Sources. As a result, the value of such investments and, in turn, the NAV of the Fund's shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of investments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Fund is not open for business. As a result, to the extent that the Fund holds foreign (non-U.S.) investments, the value of those investments may change at times when shareholders are unable to buy or sell shares and the value of such investments will be reflected in the Fund's next calculated NAV. An alternative exchange rate may be obtained from a Pricing Source or an exchange rate may otherwise be determined if believed to be more reflective of the rates at which the Fund may transact.

Fair valuation may require subjective determinations about the value of a security. While the Fund's and Valuation Designee's policies and procedures are intended to result in a calculation of the Fund's NAV that fairly reflects security values as of the time of pricing, the Fund cannot ensure that fair values accurately reflect the price that the Fund could obtain for a security if it were to dispose of that security as of the time of pricing (for instance, in a forced or distressed sale). The prices used by the Fund may differ from the value that would be realized if the securities were sold.

**(b) Fair Value Hierarchy** U.S. GAAP describes fair value as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes a fair value hierarchy that prioritizes inputs to valuation methods and requires disclosure of the fair value hierarchy, separately for each major category of assets and liabilities, that segregates fair value measurements into levels (Level 1, 2 or 3). The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Levels 1, 2 and 3 of the fair value hierarchy are defined as follows:

• Level 1 — Quoted prices (unadjusted) in active markets or exchanges for identical assets and liabilities.

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Notes to Financial Statements (Cont.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

• Level 2 — Significant other observable inputs, which may include, but are not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market corroborated inputs.

• Level 3 — Significant unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include assumptions made by the Valuation Designee that are used in determining the fair value of investments.

Assets or liabilities categorized as Level 2 or 3 as of period end have been transferred between Levels 2 and 3 since the prior period due to changes in the method utilized in valuing the investments. Transfers from Level 2 to Level 3 are a result of a change, in the normal course of business, from the use of methods used by Pricing Sources (Level 2) to the use of a Broker Quote or valuation technique which utilizes significant unobservable inputs due to an absence of current or reliable market-based data (Level 3).In accordance with the requirements of U.S. GAAP, the amounts of transfers into and out of Level 3, if material, are disclosed in the Notes to Schedule of Investments for the Fund.

For fair valuations using significant unobservable inputs, U.S. GAAP requires a reconciliation of the beginning to ending balances for reported fair values that presents changes attributable to realized gain (loss), unrealized appreciation (depreciation), purchases and sales, accrued discounts (premiums), and transfers into and out of the Level 3 category during the period. The end of period value is used for the transfers between fair value Levels of the Fund's assets and liabilities. Additionally, U.S. GAAP requires quantitative information regarding the significant unobservable inputs used in the determination of fair value of assets or liabilities categorized as Level 3 in the fair value hierarchy. In accordance with the requirements of U.S. GAAP, a fair value hierarchy and, if material, a Level 3 reconciliation and details of significant unobservable inputs, have been included in the Notes to Schedule of Investments for the Fund.

**(c) Valuation Techniques and the Fair Value Hierarchy**

**Level 1, Level 2 and Level 3 trading assets and trading liabilities, at fair value** The valuation methods (or "techniques") and significant inputs used in determining the fair values of portfolio securities or other assets and liabilities categorized as Level 1, Level 2 and Level 3 of the fair value hierarchy are as follows:

Common stocks, ETFs, exchange-traded notes and financial derivative instruments, such as futures contracts, rights and warrants, or options on futures that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized as Level 1 of the fair value hierarchy.

Investments in registered open-end investment companies (other than ETFs) will be valued based upon the NAVs of such investments and are categorized as Level 1 of the fair value hierarchy. Investments in unregistered open-end investment companies will be calculated based upon the NAVs of such investments and are considered Level 1 provided that the NAVs are observable, calculated daily and are the value at which both purchases and sales will be conducted.

Fixed income securities including corporate, convertible and municipal bonds and notes, U.S. government agencies, U.S. treasury obligations, sovereign issues, bank loans, convertible preferred securities, non-U.S. bonds and short-term debt instruments (such as commercial paper, time deposits and certificates of deposit) are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The Pricing Sources' internal models use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar assets. Securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Fixed income securities purchased on a delayed-delivery basis or as a repurchase commitment in a sale-buyback transaction are marked to market daily until settlement at the forward settlement date and are categorized as Level 2 of the fair value hierarchy.

Mortgage-related and asset-backed securities are usually issued as separate tranches, or classes, of securities within each deal. These securities are also normally valued by Pricing Sources that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The pricing models for these securities usually consider tranche-level attributes, current market data, estimated cash flows and market-based yield spreads for each tranche, and incorporate deal collateral performance, as available. Mortgage-related and asset-backed securities that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Valuation adjustments may be applied to certain securities that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the NYSE Close. These securities are valued using Pricing Sources that consider the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments. Securities using these valuation adjustments are categorized as Level 2 of the fair value hierarchy. Preferred securities and other equities traded on inactive markets or valued by reference to similar instruments are also categorized as Level 2 of the fair value hierarchy.

Valuation adjustments may be applied to certain exchange traded futures and options to account for market movement between the exchange settlement and the NYSE Close. These securities are valued using quotes obtained from a quotation reporting system, established market makers or Pricing Sources. Financial derivatives using these valuation adjustments are categorized as Level 2 of the fair value hierarchy.

Equity exchange-traded options and over the counter financial derivative instruments, such as forward foreign currency contracts and options contracts derive their value from underlying asset prices, indexes, reference rates and other inputs or a combination of these factors. These contracts are normally valued on the basis of quotes obtained from a quotation reporting system, established market makers or Pricing Sources (normally determined as of the NYSE Close). Depending on the product and the terms of the transaction, financial derivative instruments can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models use inputs that are observed from actively quoted markets such as quoted prices, issuer details, indexes, bid/ask spreads, interest rates, implied volatilities, yield curves, dividends and exchange rates. Financial derivative instruments that use similar valuation techniques and inputs as described above are categorized as Level 2 of the fair value hierarchy.

Centrally cleared swaps and over the counter swaps derive their value from underlying asset prices, indexes, reference rates and other inputs or a combination of these factors. They are valued using a broker-dealer bid quotation or on market-based prices provided by Pricing Sources (normally determined as of the NYSE Close). Centrally cleared swaps and over the counter swaps can be valued by Pricing Sources using a series of techniques, including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as the overnight index swap rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.

If third-party evaluated vendor pricing is not available or not deemed to be indicative of fair value, the Manager may elect to obtain Broker Quotes directly from the broker-dealer or passed through from a third-party vendor. In the event that fair value is based upon a single sourced Broker Quote, these securities are categorized as Level 3 of the fair value hierarchy. Broker Quotes are typically received from established market participants. Although independently received, the Manager does not have the transparency to view the underlying inputs which support the market quotation. Significant changes in the Broker Quote would have direct and proportional changes in the fair value of the security.

------

Notes to Financial Statements (Cont.)

Reference instrument valuation estimates fair value by utilizing the correlation of the security to one or more broad-based securities, market indices and/or other financial instruments, whose pricing information is readily available. Unobservable inputs may include those used in algorithms based on percentage change in the reference instruments and/or weights of each reference instrument. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source or input of the reference instrument.

Expected recovery valuation estimates that the fair value of an existing asset can be recovered, net of any liability. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Discounted Cash Flow model is based on future cash flows generated by the investment and may be normalized based on expected investment performance. Future cash flows are discounted to present value using an appropriate rate of return, typically calibrated to the initial transaction date and adjusted based on Capital Asset Pricing Model and/or other market-based inputs. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Comparable Companies model is based on application of valuation multiples from publicly traded comparable companies to the financials of the subject company. Adjustments may be made to the market-derived valuation multiples based on differences between the comparable companies and the subject company. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

The Option Pricing Model is a commonly accepted method of allocating enterprise value across a capital structure. The method may be utilized when a capital structure includes multiple instruments with varying rights and preferences, there is no short term exit horizon, the nature of an exit event is unknown, or if the enterprise value is not sufficient to cover outstanding debt and preferred claims. The Option Pricing Model can also be used as a method to estimate enterprise value by 'back-solving' if there are recent indicative transactions for securities with the same issuer. The Option Pricing Model uses Black-Scholes option pricing, a generally accepted option model typically used to value call options, puts, warrants and convertible preferred securities. Significant changes in unobservable inputs would result in direct changes in the fair value of the security. These securities are categorized as level 3 of the fair value hierarchy.

Securities may be valued based on purchase prices of privately negotiated transactions. Significant changes in the unobservable inputs would result in direct and proportional changes in the fair value of the security. These securities are categorized as Level 3 of the fair value hierarchy.

Short-term debt instruments (such as commercial paper, time deposits and certificates of deposit) having a remaining maturity of 60 days or less may be valued at amortized cost, so long as the amortized cost value of such short-term debt instruments is approximately the same as the fair value of the instrument as determined without the use of amortized cost valuation. These securities are categorized as Level 2 or Level 3 of the fair value hierarchy depending on the source of the base price.

When a fair valuation method is applied by PIMCO that uses significant unobservable inputs, investments will be priced by a method that the Valuation Designee believes reflects fair value and are categorized as Level 3 of the fair value hierarchy.

**2. FEDERAL INCOME TAX MATTERS**

The Fund intends to qualify as a regulated investment company under Subchapter M of the Internal Revenue Code (the "Code") and distribute all of its taxable income and net realized gains, if applicable, to shareholders. Accordingly, no provision for Federal income taxes has been made.

The Fund may be subject to local withholding taxes, including those imposed on realized capital gains. Any applicable foreign capital gains tax is accrued daily based upon net unrealized gains, and may be payable following the sale of any applicable investments.

In accordance with U.S. GAAP, the Manager has reviewed the Fund's tax positions for all open tax years. As of September 30, 2025, the Fund has recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions it has taken or expects to take in future tax returns.

The Fund files U.S. federal, state and local tax returns as required. The Fund's tax returns are subject to examination by relevant tax authorities until expiration of the applicable statute of limitations, which is generally three years after the filing of the tax return but which can be extended to six years in certain circumstances. Tax returns for open years have incorporated no uncertain tax positions that require a provision for income taxes.

**3. INVESTMENTS IN AFFILIATES**

The Fund may invest in the PIMCO Short Asset Portfolio and the PIMCO Short-Term Floating NAV Portfolio III ("Central Funds") to the extent permitted by the Act, rules thereunder or exemptive relief therefrom. The Central Funds are registered investment companies created for use solely by the series of the Trust and other series of registered investment companies advised by the Adviser, in connection with their cash management activities. The main investments of the Central Funds are money market and short maturity fixed income instruments. The Central Funds may incur expenses related to their investment activities, but do not pay Investment Advisory Fees or Supervisory and Administrative Fees to the Adviser. The Central Funds are considered to be affiliated with the Fund. A complete schedule of portfolio holdings for each affiliate fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available at the SEC's website at www.sec.gov. A copy of each affiliate fund's shareholder report is also available at the SEC's website at www.sec.gov, on the Fund's website at www.pimco.com, or upon request, as applicable. The table below shows the Fund's transactions in and earnings from investments in the affiliated funds for the period ended September 30, 2025 (amounts in thousands<sup>†</sup>):

**Investment in PIMCO Short-Term Floating NAV Portfolio III**

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Market Value<br>06/30/2025** | **Purchases at<br>Cost** | **Proceeds from<br>Sales** | **Net<br>Realized<br>Gain (Loss)** | **Change in<br>Unrealized<br>Appreciation<br>(Depreciation)** | **Market Value<br>09/30/2025** | **Dividend<br>Income**<sup>(1)</sup> | **Realized Net<br>Capital<br>Gain<br>Distributions**<sup>(1)</sup> |
| $69943 | $93504 | $(139600) | $5 | $(1) | $23851 | $408 | $0 |

---

<sup>†</sup> A zero balance may reflect actual amounts rounding to less than one thousand.

<sup>(1)</sup> The tax characterization of distributions is determined in accordance with Federal income tax regulations and may contain a return of capital. The actual tax characterization of distributions received is determined at the end of the fiscal year of the affiliated fund.

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** |  | (Unaudited) |
| **Counterparty Abbreviations:** | **Counterparty Abbreviations:** |  |  |  |  |
| **AZD** | Australia and New Zealand Banking Group | **CBK** | Citibank N.A. | **JPM** | JP Morgan Chase Bank N.A. |
| **BOA** | Bank of America N.A. | **CDC** | Natixis Securities Americas LLC | **MBC** | HSBC Bank Plc |
| **BOS** | BofA Securities, Inc. | **DUB** | Deutsche Bank AG | **MYI** | Morgan Stanley & Co. International PLC |
| **BPS** | BNP Paribas S.A. | **FAR** | Wells Fargo Bank National Association | **SCX** | Standard Chartered Bank, London |
| **BRC** | Barclays Bank PLC | **GLM** | Goldman Sachs Bank USA | **SOG** | Societe Generale Paris |
| **BSH** | Banco Santander S.A. - New York Branch | **GST** | Goldman Sachs International | **SSB** | State Street Bank and Trust Co. |
| **BYR** | The Bank of Nova Scotia - Toronto |  |  |  |  |
| **Currency Abbreviations:** | **Currency Abbreviations:** |  |  |  |  |
| **AUD** | Australian Dollar | **GBP** | British Pound | **MXN** | Mexican Peso |
| **BRL** | Brazilian Real | **HKD** | Hong Kong Dollar | **PEN** | Peruvian New Sol |
| **CAD** | Canadian Dollar | **JPY** | Japanese Yen | **TRY** | Turkish New Lira |
| **DOP** | Dominican Peso | **KWD** | Kuwaiti Dinar | **USD (or $)** | United States Dollar |
| **EUR** | Euro |  |  |  |  |
| **Index/Spread Abbreviations:** | **Index/Spread Abbreviations:** |  |  |  |  |
| **BISTREFI** | Turkish Lira Overnight Reference Rate | **GSMMUSTI** | Goldman Sachs Money Market US Treasury <br> Instrument Index | **TSFR1M** | Term SOFR 1-Month |
| **BRMMUSDF** | BlackRock Money Market US Treasury Fund Index | **JMMMUSTF** | JP Morgan Money Market US Treasury Fund Index | **TSFR3M** | Term SOFR 3-Month |
| **CDOR06** | 6 Month CDN Swap Rate | **JY0003M** | 3 Month JPY-LIBOR | **TSFR6M** | Term SOFR 6-Month |
| **EUR003M** | 3 Month EUR Swap Rate | **SOFR** | Secured Overnight Financing Rate | **US0003M** | ICE 3-Month USD LIBOR |
| **EUR006M** | 6 Month EUR Swap Rate | **SONIO** | Sterling Overnight Interbank Average Rate |  |  |
| **Municipal Bond or Agency Abbreviations:** | **Municipal Bond or Agency Abbreviations:** |  |  |  |  |
| **ACA** | American Capital Access Holding Ltd. |  |  |  |  |
| **Other Abbreviations:** | **Other Abbreviations:** |  |  |  |  |
| **ABS** | Asset-Backed Security | **DAC** | Designated Activity Company | **PIK** | Payment-in-Kind |
| **ALT** | Alternate Loan Trust | **EBITDA** | Earnings before Interest, Taxes, Depreciation and Amoritization | **REMIC** | Real Estate Mortgage Investment Conduit |
| **BABs** | Build America Bonds | **EURIBOR** | Euro Interbank Offered Rate | **TBA** | To-Be-Announced |
| **CDO** | Collateralized Debt Obligation | **JSC** | Joint Stock Company | **TBD** | To-Be-Determined |
| **CLO** | Collateralized Loan Obligation | **OIS** | Overnight Index Swap | **TBD%** | Interest rate to be determined when loan settles or at the time of funding |
| **CMBS** | Collateralized Mortgage-Backed Security |  |  |  |  |

---

## 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 Corporate & Income Strategy Fund

- **b. Investment Company Act file number:** 811-10555

- **c. CIK number of Registrant:** 0001160990

- **d. LEI of Registrant:** 831ZYSJ6QAOQ4VPW8684

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1000356314.20

**Total Liabilities:** $160979201.93

**Net Assets:** $839377112.27

**Delayed Delivery Securities:** $16690000.00

**Cash Not Reported:** $7374222.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 16918.545700 | **1-Year:** 1095.633000 | **5-Year:** 10073.471000 | **10-Year:** 11536.448000 | **30-Year:** -1890.432300

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

- **3-Month:** 59644.992500 | **1-Year:** 48568.117800 | **5-Year:** 86930.642900 | **10-Year:** 13173.436600 | **30-Year:** 559.745000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.46%                | 4.42%                | 3.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $465600.33               | $1034088.22                                |
| Month 2  | $4627193.19              | $-2918855.92                               |
| Month 3  | $683378.88               | $1550824.44                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMSURG LLC                                                                 | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN      | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9016142 | PA      | $9286626.76   | 1.11%             | 2028-09-15      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                                   | SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN                | CUSIP: BA000KP70<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1436292 | PA      | $1436291.84   | 0.17%             | 2029-12-23      | Floating      | 7.65%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260206                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $5526.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                           | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    400000 | PA      | $446240.00    | 0.05%             | 2026-06-08      | Floating      | 26.76%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 12/25 0.00000                                 | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $471712.68    | 0.06%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                  | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL A2 RESTRUCTURE    | CUSIP: 948FWKII5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |  14821703 | PA      | $5401664.79   | 0.64%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 10/29 5.5                  | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1217910.89   | 0.15%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PETROLEOS MEXICANOS (PEMEX) LA SP GST                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-27323.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-5A                                      | TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A         | CUSIP: 87331BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    217726 | PA      | $198130.76    | 0.02%             | 2036-08-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST-2007-4                                              | SLM STUDENT LOAN TRUST SLMA 2007 4 R                        | CUSIP: 78444A107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4000 | PA      | $747757.67    | 0.09%             | 2042-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REV REPO STANDARD CHARTERED BA ZCP                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -772936 | PA      | $-913175.28   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENGROVE RE LTD                                                          | GREENGROVE RE LTD UNSECURED 144A 04/32 VAR                  | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $250100.00    | 0.03%             | 2032-04-08      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                        | VICI PROPERTIES INC REIT USD.01                             | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     77566 | NS      | $2529427.26   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 11/31 4.625                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   5400000 | PA      | $4846778.15   | 0.58%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MONGOLIA GOVT                                                              | MONGOLIA INTL BOND SR UNSECURED 144A 02/30 6.625            | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    400000 | PA      | $407102.18    | 0.05%             | 2030-02-25      | Fixed         | 6.62%                 | 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        |    248740 | PA      | $235152.34    | 0.03%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD KWD BOUGHT USD 20300812                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2505.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                               | MPH ACQUISITION HOLDINGS LLC 2025 SECOND OUT TERM LOAN      | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |  10459291 | PA      | $9639962.49   | 1.15%             | 2030-12-31      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                               | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR D 144A           | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1450341.60   | 0.17%             | 2038-11-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | ENVALIOR FINANCE GMBH EUR TERM LOAN B1                      | CUSIP: D255LZAB1<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |   1900000 | PA      | $2111722.07   | 0.25%             | 2030-03-29      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2419.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                          | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA F 144A               | CUSIP: 647622AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2140000 | PA      | $2093175.52   | 0.25%             | 2032-04-15      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20251001                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-911.59      | -0.00%            |  |  |  | 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        |    354762 | PA      | $196363.10    | 0.02%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 02/32 7.75                        | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |  13800000 | PA      | $14289044.40  | 1.70%             | 2032-02-01      | Fixed         | 7.75%                 | 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        |   2407244 | PA      | $893909.99    | 0.11%             | 2037-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-248.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MANUCHAR GROUP BV                                                          | MANUCHAR GROUP SARL SR SECURED 144A 07/32 VAR               | CUSIP: ACI2YDMC5<br>LEI: 2549001MEFA4EOZSYR71 | Long             | DBT              | CORP              | BE        |   1100000 | PA      | $1277168.78   | 0.15%             | 2032-07-07      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.50 12/20/17-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-27953.02    | -0.00%            |  |  |  | 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        |    308000 | PA      | $75105.80     | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES FINANCE PLC                                         | THAMES WATER UTIL FIN SR SECURED REGS 01/33 4.375           | CUSIP: ACI2C9PD3<br>LEI: 213800ESMPQ4RQ7G8351 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $82786.03     | 0.01%             | 2033-01-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 2ND LIEN TERM LOAN                    | CUSIP: 31772YAB2<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    400000 | PA      | $399100.00    | 0.05%             | 2033-09-15      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 05/26 VAR                     | CUSIP: ACI2Q1SN0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $7305.17      | 0.00%             | 2026-05-20      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS US225401AX66 CREDIT SUISSE GROUP AG           | CUSIP: 952NPJ000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $32500.00     | 0.00%             | 2060-12-31      | None          | 0.00%                 | 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        |    288304 | PA      | $262356.64    | 0.03%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-4951.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                             | BOI FINANCE BV 02/27 7.5                                    | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |   2600000 | PA      | $3141309.08   | 0.37%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                            | COMISION EJ HI RIO LEMPA GOVT GUARANT 144A 01/33 8.65       | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    250000 | PA      | $261725.00    | 0.03%             | 2033-01-24      | Fixed         | 8.65%                 | 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        |   3212746 | PA      | $0.03         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                  | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL B2 RESTRUCTURE    | CUSIP: 948FWLII3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1824206 | PA      | $580039.26    | 0.07%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                   | SERVICE PROPERTIES TRUST SR SECURED 144A 09/27 0.00000      | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529668.17    | 0.06%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATURE COAST RE LTD                                                        | NATURE COAST RE LTD UNSECURED 144A 04/33 VAR                | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $261537.50    | 0.03%             | 2033-04-10      | Floating      | 13.68%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 01/36 8.375                       | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    220000 | PA      | $227349.79    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                                     | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A          | CUSIP: 04965JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $4521800.46   | 0.54%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                         | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/36 6.75            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $850241.60    | 0.10%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                           | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR                | CUSIP: 45833UAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    400000 | PA      | $439220.00    | 0.05%             | 2026-06-08      | Floating      | 21.20%                | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 09/32 5                   | CUSIP: ACI309N04<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $464463.83    | 0.06%             | 2032-09-19      | Fixed         | 5.00%                 | 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        |   3952515 | PA      | $3412312.71   | 0.41%             | 2036-10-26      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR              | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    183445 | PA      | $101353.36    | 0.01%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| LNR CDO LTD 2005-1A                                                        | LNR CDO LTD LNR 2005 1A A 144A                              | CUSIP: 53944PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1557846 | PA      | $9574.52      | 0.00%             | 2043-02-28      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2007-SA1                                      | RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 SA1 2A2            | CUSIP: 74958WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    657008 | PA      | $430165.15    | 0.05%             | 2037-02-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -980495 | PA      | $-982190.98   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CYBERSWIFT BV                                                              | CYBERSWIFT US FINCO, LLC TERM LOAN B                        | CUSIP: BA000Q199<br>LEI: 9845008473F79E3H9069 | Long             | LON              | CORP              | US        |   1800000 | PA      | $1801125.00   | 0.21%             | 2032-09-23      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 8.5                          | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2805119.46   | 0.33%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                                   | TITANIUM 2L BONDCO S.? R.L. EO 01/31 6.25                   | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |   6703300 | PA      | $2068118.58   | 0.25%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-106897.18   | -0.01%            |  |  |  | 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        |    336351 | PA      | $165426.92    | 0.02%             | 2036-03-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                           | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A G 144A          | CUSIP: 02007G5K5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1208175 | PA      | $1220915.56   | 0.15%             | 2033-06-15      | Fixed         | 10.22%                | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 08/26 VAR                     | CUSIP: ACI2P59J2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $4868.58      | 0.00%             | 2026-08-19      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A7                                           | JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A3M                 | CUSIP: 46629DBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163351 | PA      | $137631.19    | 0.02%             | 2037-01-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                             | GRAY TELEVISION INC 2024 TERM LOAN B                        | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     52000 | PA      | $52102.96     | 0.01%             | 2029-05-23      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/20/23-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $387687.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A2                                           | JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 2A1                  | CUSIP: 46630PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2303 | PA      | $1726.71      | 0.00%             | 2037-04-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2023 REVOLVER                              | CUSIP: 953PAWII3<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    103383 | PA      | $104072.50    | 0.01%             | 2029-09-13      | Floating      | 0.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA 2023 EUR TERM LOAN B14                     | CUSIP: F6628DAP9<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     98990 | PA      | $110214.68    | 0.01%             | 2028-08-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                | INTELSAT EMERGENCE SA COMMON STOCK                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |    173216 | NS      | $0.17         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| URSA RE LTD                                                                | URSA RE LTD UNSECURED 144A 02/28 VAR                        | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $403620.00    | 0.05%             | 2028-02-22      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                               | FANNIE MAE   CAS CAS 2021 R03 1B2 144A                      | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1243374.60   | 0.15%             | 2041-12-25      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 TERM LOAN                  | CUSIP: BA000K739<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1736364 | PA      | $1726398.91   | 0.21%             | 2032-08-26      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                    | HF SINCLAIR CORP SR UNSECURED 01/35 6.25                    | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1778013.94   | 0.21%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                          | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN             | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |  21251585 | PA      | $20345098.87  | 2.42%             | 2028-06-28      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR             | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   3200000 | PA      | $3500000.00   | 0.42%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                              | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 VAR             | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800481.54    | 0.10%             | 2028-03-20      | Floating      | 6.19%                 | 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        |    687000 | NS      | $6081558.95   | 0.72%             |  |  |  | No            |                  1 | 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        |      2837 | PA      | $2697.27      | 0.00%             | 2035-12-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                       | WSTN TRUST WSTN 2023 MAUI D 144A                            | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1309130.55   | 0.16%             | 2037-07-05      | Variable      | 8.75%                 | 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        |    557627 | PA      | $553334.26    | 0.07%             | 2037-08-28      | Floating      | 3.49%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                             | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    900000 | PA      | $1011547.96   | 0.12%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY                     | AVENIR ISSUER IV IRLND SR SECURED REGS 10/27 6              | CUSIP: ACI2S8C83<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |   1018384 | PA      | $982843.24    | 0.12%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED REGS 01/28 3.375                | CUSIP: ACI1FL2Y4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2025237.39   | 0.24%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                       | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75           | CUSIP: ACI2YYK31<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       961 | PA      | $1433.64      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    109766 | PA      | $57736.94     | 0.01%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR              | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     75343 | PA      | $36654.37     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25            | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  16900000 | PA      | $300303.86    | 0.04%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 07/32 5.875                       | CUSIP: ACI2W0QH0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1000000 | PA      | $1203014.49   | 0.14%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                             | WINSTON RE LTD UNSECURED 144A 02/31 VAR                     | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    600000 | PA      | $648090.00    | 0.08%             | 2031-02-26      | Floating      | 15.62%                | No            |                  2 | On Loan: No      |
| IVANTI SECURITY HOLDINGS LLC                                               | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                    | CUSIP: 46583VAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1266017 | PA      | $1304789.08   | 0.16%             | 2029-06-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                          | MAGENTA SECURITY HOLDINGS LLC 2024 FIRST OUT TERM LOAN      | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118779 | PA      | $97728.09     | 0.01%             | 2028-07-27      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC            | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5         | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2820060.30   | 0.34%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                          | US RENAL CARE INC SR SECURED 144A 06/28 10.625              | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |    842450 | PA      | $737143.75    | 0.09%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR               | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    338800 | PA      | $330690.45    | 0.04%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2007-QH4                                    | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QH4 A2             | CUSIP: 74922TAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72652 | PA      | $62490.80     | 0.01%             | 2037-05-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                                    | XBP GLOBAL HOLDINGS INC COMMON STOCK USD.0001               | CUSIP: 98400V101<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |      6583 | NS      | $5312.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR COMMON STOCK UNIT                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3654 | NS      | $1991430.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC                                                      | NEW WINDSTREAM PREFERRED STOCK                              | CUSIP: 990AAJEB9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3776 | NS      | $3776130.00   | 0.45%             |  |  |  | No            |                  3 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-2                                            | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3             | CUSIP: 78473TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92007 | PA      | $43214.07     | 0.01%             | 2037-04-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-3                                         | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 3 1A1A            | CUSIP: 41161QAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3187268 | PA      | $1279044.01   | 0.15%             | 2036-06-19      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1008.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 06/20/24-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-200639.61   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STONEPEAK BAYOU HOLDINGS LP                                                | STONEPEAK BAYOU HOLDINGS LP TERM LOAN B                     | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2200000 | PA      | $2200000.00   | 0.26%             | 2032-09-24      | Floating      | 6.90%                 | No            |                  3 | On Loan: No      |
| AVOCA CLO XIII  13X                                                        | AVOCA CLO AVOCA 13X SUB REGS                                | CUSIP: ACI0B8BB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1600000 | PA      | $928397.00    | 0.11%             | 2034-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-5A                                      | TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A        | CUSIP: 87331BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4027933 | PA      | $3665418.69   | 0.44%             | 2036-08-05      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST D 144A       | CUSIP: 46652DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $26250.00     | 0.00%             | 2036-12-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                     | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  35400000 | PA      | $837838.39    | 0.10%             | 2028-05-17      | Floating      | 48.48%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-466.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                  | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95               | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   2481000 | PA      | $791457.61    | 0.09%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2005-2                                                     | LEHMAN XS TRUST LXS 2005 2 2A4                              | CUSIP: 86359DMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11848 | PA      | $12345.16     | 0.00%             | 2035-08-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ALTERA (GRYPHON DEBT MERGER SUB INC)                                       | GRYPHON ACQUIRE NEWCO, LLC TERM LOAN B                      | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1003910.00   | 0.12%             | 2032-09-13      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                          | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA C 144A               | CUSIP: 647622AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $785375.92    | 0.09%             | 2032-04-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                      | CLOVER HOLDINGS 2 LLC REVOLVER                              | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    803351 | PA      | $801125.72    | 0.10%             | 2029-12-10      | Floating      | 0.24%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                     | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                      | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |  15663654 | PA      | $15327120.39  | 1.83%             | 2027-05-13      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| KENNEDY WILSON EUROPE REAL ESTATE LIMITED                                  | KENNEDY WILSON EUR REAL SR UNSECURED REGS 11/25 3.25        | CUSIP: ACI0HXJ38<br>LEI: 213800WIL553Z1T6DZ52 | Long             | DBT              | CORP              | JE        |    252632 | PA      | $295957.97    | 0.04%             | 2025-11-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EAST LANE RE VII LTD                                                       | EAST LANE RE VII LTD UNSECURED 144A 03/26 VAR               | CUSIP: 27332EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $254325.00    | 0.03%             | 2026-03-31      | Floating      | 12.82%                | 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        |     85582 | PA      | $85433.48     | 0.01%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $378.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.00000 12/21/22-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1555810.14  | -0.19%            |  |  |  | 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      | $3292900.00   | 0.39%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                  | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    534907 | PA      | $388342.63    | 0.05%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KRONOS INTERNATIONAL INC                                                   | KRONOS INTERNATIONAL INC SR SECURED 144A 03/29 9.5          | CUSIP: ACI2MTFK3<br>LEI: 529900NTVDLUSYY9F493 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3723585.37   | 0.44%             | 2029-03-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                               | MPH ACQUISITION HOLDINGS LLC 2025 EXCHNG 1ST OUT TERM LOAN  | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   5031635 | PA      | $5031635.40   | 0.60%             | 2030-12-31      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| SPRUCE BIDCO II INC                                                        | SPRUCE BIDCO II INC REVOLVER                                | CUSIP: BA000FL00<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    274954 | PA      | $274954.13    | 0.03%             | 2032-01-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                       | WSTN TRUST WSTN 2023 MAUI C 144A                            | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1322682.92   | 0.16%             | 2037-07-05      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5            | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4818580.50   | 0.57%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                           | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A E 144A          | CUSIP: 02007G5H2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1579922 | PA      | $1586198.01   | 0.19%             | 2033-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR               | CUSIP: 30014LAM6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $527975.00    | 0.06%             | 2031-05-13      | Floating      | 14.46%                | 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        |   1092883 | PA      | $460996.58    | 0.05%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                           | CHS/COMMUNITY HEALTH SYS SR SECURED 144A 01/34 9.75         | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2564375.00   | 0.31%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.70 8/01/23-29Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $32297618.53  | 3.85%             |  |  |  | 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        |   7351726 | PA      | $4880306.54   | 0.58%             | 2055-11-25      | Floating      | 6.15%                 | No            |                  3 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                           | WESTMORELAND MINING HOLDINGS L COMMON                       | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50075 | NS      | $18778.10     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251107                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $13912.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                 | EQTYWM927 WESTMORELAND MINING                               | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157802 | NS      | $177527.17    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PERU GOVT                                                                  | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9                | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1600000 | PA      | $482172.78    | 0.06%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | 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      | $231408.82    | 0.03%             | 2048-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | TURKEY EM SP BRC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1174.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000            | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     66912 | PA      | $57475.21     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20251114                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-36319.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1                              | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C            | CUSIP: 59021AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314499 | PA      | $147916.83    | 0.02%             | 2037-04-25      | Floating      | 4.59%                 | 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        |   3159966 | PA      | $3083921.28   | 0.37%             | 2027-09-01      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                             | ADLER GROUP SA   VTG SHS COMMON STOCK                       | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |   1196075 | NS      | $1.41         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 10/25 0.00000                                 | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $54919.87     | 0.01%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTR ALT LN TR 2006-3                                                     | MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 2A2               | CUSIP: 57645DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1446823 | PA      | $484187.12    | 0.06%             | 2036-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERNET BRANDS INC (MH SUB I LLC)                                         | MH SUB I LLC 2024 TERM LOAN B4                              | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   2084250 | PA      | $1922720.63   | 0.23%             | 2031-12-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD SR UNSECURED 144A 05/31 VAR            | CUSIP: 30014LAN4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $527000.00    | 0.06%             | 2031-05-13      | Floating      | 15.46%                | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                   | FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875        | CUSIP: ACI2PNX49<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1176004.92   | 0.14%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $16340.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT BRL SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $1450.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20251120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2902.35      | 0.00%             |  |  |  | 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        |    979909 | PA      | $954265.20    | 0.11%             | 2036-10-25      | Floating      | 4.55%                 | 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        |   2224215 | PA      | $1132441.81   | 0.13%             | 2036-11-25      | Floating      | 4.47%                 | 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        |    193505 | PA      | $80403.62     | 0.01%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $450.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR SR UNSECURED 144A 02/29 8.625       | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   2600000 | PA      | $2785744.00   | 0.33%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3418104.14   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                               | AMS OSRAM AG SR UNSECURED REGS 03/29 10.5                   | CUSIP: ACI2L69P0<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    500000 | PA      | $627719.96    | 0.07%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                              | ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375        | CUSIP: ACI1B3V91<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    300000 | PA      | $338330.88    | 0.04%             | 2031-04-11      | Fixed         | 6.38%                 | 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        |   1207000 | PA      | $754375.00    | 0.09%             | 2029-04-09      | Floating      | 16.28%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                         | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5             | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $842625.92    | 0.10%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLGU-2021-1A                                                               | MAN GLG US CLO 2021 1 LTD GLGU 2021 1A SUB 144A             | CUSIP: 56166XAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $210291.19    | 0.03%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2003-S9                                      | RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1              | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46166 | PA      | $46708.80     | 0.01%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                                 | OCS GROUP HOLDINGS LTD GBP TERM LOAN B                      | CUSIP: BA000BQB0<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |   5950000 | PA      | $8005472.73   | 0.95%             | 2031-11-28      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                             | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1210000 | PA      | $1447635.34   | 0.17%             | 2031-03-22      | Fixed         | 5.38%                 | 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        |    834928 | PA      | $637408.71    | 0.08%             | 2036-11-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC CAD TERM LOAN                           | CUSIP: BA000FPR7<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |    220335 | PA      | $159977.60    | 0.02%             | 2032-01-30      | Floating      | 7.68%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1406.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                      | SYNIVERSE PFD PIK PFDJJZ917                                 | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   2495265 | NS      | $2432848.49   | 0.29%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 07/39 6.75                        | CUSIP: ACI2W0SC9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2300000 | PA      | $2755213.96   | 0.33%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 09/28 3.75                | CUSIP: ACI309MY1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $469160.04    | 0.06%             | 2028-09-19      | Fixed         | 3.75%                 | 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        |   5146383 | PA      | $5220773.97   | 0.62%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA 2023 USD TERM LOAN B14                     | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   2870707 | PA      | $2784585.86   | 0.33%             | 2028-08-15      | Floating      | 9.49%                 | No            |                  3 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                              | SUBCALIDORA 2 2024 EUR TERM LOAN                            | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   6500000 | PA      | $7669485.95   | 0.91%             | 2029-08-14      | Floating      | 7.75%                 | No            |                  3 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     90412 | PA      | $44075.85     | 0.01%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                          | MAGENTA SECURITY HOLDINGS LLC 2024 THIRD OUT TERM LOAN      | CUSIP: 55909UAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    551220 | PA      | $113537.45    | 0.01%             | 2028-07-27      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                      | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                  | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1346094 | PA      | $395882.76    | 0.05%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| PRP ADVISORS LLC 2025-7                                                    | PRP ADVISORS, LLC PRPM 2025 7 A1 144A                       | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996456 | PA      | $998650.69    | 0.12%             | 2030-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                                                     | FIRST BRANDS GROUP LLC 2022 INCREMENTAL TERM LOAN           | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    985717 | PA      | $359170.61    | 0.04%             | 2027-03-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT AUD SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $1434.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $33561.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9           | CUSIP: 02149VAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697580 | PA      | $304302.65    | 0.04%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                      | SCURALPHA 1503 GMBH USD TERM LOAN B1                        | CUSIP: D7001LAC7<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |   2925838 | PA      | $2703781.65   | 0.32%             | 2030-03-29      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| COMISION EJECUTIVA HIDROELECTRICA DEL RIO LEMPA                            | COMISION EJ HI RIO LEMPA GOVT GUARANT REGS 01/33 8.65       | CUSIP: P3012UAA4<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    150000 | PA      | $157035.00    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                              | CHEPLAPHARM ARZNEIMITTEL SR SECURED 144A 01/28 5.5          | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    618000 | PA      | $604079.30    | 0.07%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-5                                            | BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2                   | CUSIP: 073873AK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519624 | PA      | $236381.05    | 0.03%             | 2036-08-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2007-3                                              | SEQUOIA MORTGAGE TRUST SEMT 2007 3 2CA1                     | CUSIP: 81744MAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    187341 | PA      | $142314.19    | 0.02%             | 2037-07-20      | Floating      | 3.51%                 | 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        |   5600000 | PA      | $5666332.00   | 0.68%             | 2028-02-23      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| UNICORN BAY (HONG KONG) INVESTMENTS LIMITED                                | UNICORN BAY HKD FIXED TERM LOAN A                           | CUSIP: BA00077Z7<br>LEI: N/A                  | Long             | LON              | CORP              | HK        |  37373283 | PA      | $4862592.19   | 0.58%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000            | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     22400 | PA      | $21672.31     | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR5                                        | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR5 2A2A           | CUSIP: 17311LAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82179 | PA      | $73578.23     | 0.01%             | 2037-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PEMEX LCDS SP DUB                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $7540.24      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                              | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918           | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305196.97    | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-NC4                                      | MORGAN STANLEY CAPITAL INC MSAC 2006 NC4 A2C                | CUSIP: 61748LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215326 | PA      | $189060.13    | 0.02%             | 2036-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                                   | MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF D 144A         | CUSIP: 61691KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504000 | PA      | $485510.81    | 0.06%             | 2034-11-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                  | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3488000 | PA      | $3458798.46   | 0.41%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MTGE P/T 2007-OA5                                        | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2007 OA5 A1B           | CUSIP: 93936RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13567 | PA      | $21290.96     | 0.00%             | 2047-05-25      | Floating      | 4.99%                 | 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        |   3400000 | PA      | $3395464.40   | 0.40%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2010-RR11                                                   | BCAP LLC TRUST BCAP 2010 RR11 6A2 144A                      | CUSIP: 05533JBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1123502 | PA      | $773343.80    | 0.09%             | 2036-03-27      | Variable      | 3.82%                 | 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      | $1988927.07   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                      | PROMOTORA DE INFORMACIONES A COMMON STOCK EUR.1             | CUSIP: BXC8GV902<br>LEI: 959800U3NGPXSCQHQW54 | Long             | EC               | CORP              | ES        |    454519 | NS      | $196375.22    | 0.02%             |  |  |  | No            |                  1 | 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        |    719307 | PA      | $475253.48    | 0.06%             | 2036-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     18840 | NS      | $2260.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                              | AMSURG EQUITY EQTYAS910                                     | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    488175 | NS      | $22039474.16  | 2.63%             |  |  |  | Yes           |                  3 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                   | F+G ANNUITIES + LIFE INC COMPANY GUAR 10/34 6.25            | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204115.70    | 0.02%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                           | DUN + BRADSTREET CORPOR THE 2025 REVOLVER                   | CUSIP: BA000K747<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173636 | PA      | $172639.89    | 0.02%             | 2032-08-26      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.250 12/15/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1635031.68   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 11/25 0.00000                                 | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    294000 | PA      | $292437.88    | 0.03%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                         | SW (FINANCE) I PLC SR SECURED REGS 03/27 1.625              | CUSIP: ACI1WPQH7<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2903709.80   | 0.35%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4976                                                    | FREDDIE MAC FHR 4976 DI                                     | CUSIP: 3137FTAM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1502424 | PA      | $285462.13    | 0.03%             | 2050-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $12555.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON USA TRUST 2016-SFP                                                  | HILTON USA TRUST HILT 2016 SFP A 144A                       | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $670792.40    | 0.08%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                | WAYFAIR LLC SR SECURED 144A 10/29 7.25                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620124.39    | 0.07%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX S A COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |     16570 | NS      | $359016.67    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                      | PROMOTORA DE INFORMACIONES SA 2025 EUR 1ST LIEN TERM LOAN   | CUSIP: BA000KZZ7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |  20771314 | PA      | $24020776.69  | 2.86%             | 2029-12-31      | Floating      | 7.49%                 | No            |                  3 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/28 VAR                    | CUSIP: 73110JAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    300000 | PA      | $311100.00    | 0.04%             | 2028-01-07      | Floating      | 14.43%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                             | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    900000 | PA      | $1055863.68   | 0.13%             | 2032-05-30      | Fixed         | 5.25%                 | 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      | $523227.03    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC               | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2692274.52   | 0.32%             | 2030-01-15      | Fixed         | 7.00%                 | 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        |   1343393 | PA      | $365282.30    | 0.04%             | 2031-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6934980 | PA      | $-6940343.05  | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                                 | HELLENIC REPUBLIC BONDS REGS 01/33 3.9                      | CUSIP: ACI0Z3H77<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    693271 | PA      | $856422.70    | 0.10%             | 2033-01-30      | Fixed         | 3.90%                 | 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      | $2032527.26   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. COMMON STOCK                                        | CUSIP: B7XL4M900<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |   4161083 | NS      | $414368.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                   | ENCORE CAPITAL GROUP INC SR SECURED 144A 04/31 6.625        | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995429.82   | 0.24%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LONG WALK REINSURANCE LTD                                                  | LONG WALK REINSURANCE UNSECURED 144A 01/31 VAR              | CUSIP: 54289CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    700000 | PA      | $712810.00    | 0.08%             | 2031-01-30      | Floating      | 14.17%                | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                               | AMS OSRAM AG SR UNSECURED 144A 03/29 12.25                  | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    700000 | PA      | $753957.40    | 0.09%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $29094.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                        | NEW IMMO HOLDING SA SR UNSECURED REGS 07/27 3.25            | CUSIP: ACI1NZ8Z5<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1389997.37   | 0.17%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $5243.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                          | MAGENTA SECURITY HOLDINGS LLC 2024 SUPER PRIORITY TERM LOAN | CUSIP: 55909UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113237 | PA      | $115190.29    | 0.01%             | 2028-07-27      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260320                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $5155.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERATON CORP                                                               | PERATON CORP TERM LOAN B                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |  13027203 | PA      | $11020232.15  | 1.31%             | 2028-02-01      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN ALTERNATIVE LN TRUST 2005-S1                                   | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2005 S1 2A12           | CUSIP: 46627MAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    696942 | PA      | $460551.26    | 0.05%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251006                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $57356.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | X CORP TERM LOAN                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10761287 | PA      | $10571457.80  | 1.26%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD AUD BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-1433.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-327.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260115                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $54331.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -29103676 | PA      | $-29232313.83 | -3.48%            |  |  |  | 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        |    342786 | PA      | $118300.38    | 0.01%             | 2036-10-25      | Fixed         | 6.50%                 | 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        |   7395986 | PA      | $7103022.12   | 0.85%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                   | F+G ANNUITIES + LIFE INC F+G ANNUITIES + LIFE INC           | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $521589.58    | 0.06%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4552338 | PA      | $-4556025.68  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                        | NISSAN MOTOR CO SR UNSECURED 144A 07/29 5.25                | CUSIP: ACI2YQ7R0<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1796640.92   | 0.21%             | 2029-07-17      | Fixed         | 5.25%                 | 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        |    780564 | PA      | $257831.33    | 0.03%             | 2034-12-26      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-16                                     | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 2A1A           | CUSIP: 41161PYW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276979 | PA      | $281135.16    | 0.03%             | 2036-01-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                              | CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 05/30 7.5          | CUSIP: ACI2FPJG4<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   4400000 | PA      | $5357359.54   | 0.64%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD                                              | WEATHERFORD INTERNATIONA SR UNSECURED 144A 10/33 6.75       | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1400000 | PA      | $1401848.85   | 0.17%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-J8                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 J8 A4             | CUSIP: 23245LAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    741554 | PA      | $281370.02    | 0.03%             | 2037-02-25      | Fixed         | 6.00%                 | 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        |    109403 | PA      | $95012.99     | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | 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        |    186255 | PA      | $80718.21     | 0.01%             | 2035-09-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT              | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFL 144A      | CUSIP: 46645WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510372 | PA      | $496719.31    | 0.06%             | 2033-07-05      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260302                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-12902.59    | -0.00%            |  |  |  | No            |                  2 | 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        |      1282 | PA      | $302290.35    | 0.04%             | 2046-09-18      | Fixed         | 0.00%                 | No            |                  3 | 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        |    597752 | PA      | $990392.39    | 0.12%             | 2037-03-26      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                | WAYFAIR LLC SR SECURED 144A 09/30 7.75                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $9671458.05   | 1.15%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                     | LUMEN TECHNOLOGIES INC 2024 EXTENDED TERM LOAN B2           | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   4706012 | PA      | $4682505.94   | 0.56%             | 2030-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                               | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947        | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |   1275417 | PA      | $1421646.90   | 0.17%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-HYB5                                           | COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1                   | CUSIP: 170256AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100647 | PA      | $89263.81     | 0.01%             | 2036-09-20      | Floating      | 4.12%                 | 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        |     75038 | PA      | $61030.75     | 0.01%             | 2027-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. SR SECURED 144A 06/27 10                            | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  12252339 | PA      | $8086543.74   | 0.96%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                               | DIVERSIFIED HEALTHCARE T SR SECURED 144A 10/30 7.25         | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $407031.82    | 0.05%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                    | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN  | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9700000 | PA      | $9980489.66   | 1.19%             | 2029-05-30      | Floating      | 6.78%                 | No            |                  3 | On Loan: No      |
| PARK PLACE SECURITIES INC 2004-WCW2                                        | PARK PLACE SECURITIES INC PPSI 2004 WCW2 M4                 | CUSIP: 70069FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572875 | PA      | $551871.15    | 0.07%             | 2034-10-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                          | CI FINANCIAL CORP CI FINANCIAL CORP                         | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1172778.01   | 0.14%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/3.50 9/19/23-21Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-8435546.36  | -1.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                             | INTRALOT CAPITAL LUX SR SECURED 144A 10/31 6.75             | CUSIP: ACI30N7J0<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |   1300000 | PA      | $1540683.79   | 0.18%             | 2031-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LUCA RE LTD                                                                | LUCA RE LTD UNSECURED 144A 07/31 VAR                        | CUSIP: 54930CAA3<br>LEI: 2549001YET1TWKCC6Y26 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $300060.00    | 0.04%             | 2031-07-22      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                           | WESTMORELAND COAL CO PIK TERM LOAN                          | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1515848 | PA      | $613918.38    | 0.07%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| INTELSAT SA                                                                | SES S A COMMON STOCK                                        | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |    173216 | NS      | $2061400.49   | 0.25%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD BRL BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-164.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                     | ENERGIZER HOLDINGS INC COMPANY GUAR 144A 09/33 6            | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1762693.81   | 0.21%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPE LOOKOUT RE LTD                                                        | CAPE LOOKOUT RE LTD UNSECURED 144A 04/27 VAR                | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    800000 | PA      | $836000.00    | 0.10%             | 2027-04-05      | Floating      | 12.64%                | No            |                  2 | On Loan: No      |
| IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC)   | TOUCAN FINCO LTD/CAN/US SR SECURED 144A 05/30 8.25          | CUSIP: ACI2WX839<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1400000 | PA      | $1569631.77   | 0.19%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.50000 09/21/22-30Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1393466.52   | 0.17%             |  |  |  | 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        |    368994 | PA      | $105557.64    | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. SR SECURED 144A 12/28 8.5                           | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |  26266558 | PA      | $787996.74    | 0.09%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                  | JETBLUE AIRWAYS/LOYALTY SR SECURED 144A 09/31 9.875         | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3016000 | PA      | $3061623.03   | 0.36%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2022-DNA2             | FREDDIE MAC   STACR STACR 2022 DNA2 B2 144A                 | CUSIP: 35564KSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2100000 | PA      | $2274192.06   | 0.27%             | 2042-02-25      | Floating      | 12.86%                | 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        |    569368 | PA      | $471750.99    | 0.06%             | 2035-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED REGS 03/30 5.25                        | CUSIP: ACI2TMWB2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1200000 | PA      | $1452718.63   | 0.17%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.3* 08/25/23-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1101016.15   | 0.13%             |  |  |  | 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        |   1011589 | PA      | $409186.14    | 0.05%             | 2036-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2007-CH2                                        | JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH2 AF3           | CUSIP: 46630MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3114477 | PA      | $1550167.53   | 0.18%             | 2030-10-25      | Variable      | 6.05%                 | 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        |  44400000 | PA      | $4149459.72   | 0.49%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11         | CUSIP: 02149JAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3118305 | PA      | $1112716.10   | 0.13%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   5955435 | PA      | $2901041.27   | 0.35%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS SPV III LLC                                                | CLOVER HOLDINGS SPV III LLC 2024 USD TERM LOAN              | CUSIP: BA000CCJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224398 | PA      | $231129.84    | 0.03%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1                 | ACE SECURITIES CORP. ACE 2006 HE1 M1                        | CUSIP: 004421WR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24302060 | PA      | $21828720.10  | 2.60%             | 2036-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.25000 06/21/23-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-109727.79   | -0.01%            |  |  |  | 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        |    443756 | PA      | $473019.03    | 0.06%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED                | CUSIP: 955EHZ901<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      8168 | NS      | $160600.65    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT CAD SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-16.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-2RA                                                  | CIFC FUNDING LTD CIFC 2014 2RA INC 144A                     | CUSIP: 125475AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $382620.23    | 0.05%             | 2030-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                               | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED              | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |      5643 | NS      | $110953.65    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-841684.06   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                                            | OCADO GROUP PLC OCADO GROUP PLC                             | CUSIP: ACI2QDHC0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $2486308.96   | 0.30%             | 2029-08-08      | Fixed         | 10.50%                | 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        |   2820233 | PA      | $1580975.78   | 0.19%             | 2036-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | X CORP 2025 FIXED TERM LOAN                                 | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1400000 | PA      | $1406321.00   | 0.17%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | FORESEA HLDG S A COMMON STOCK                               | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      1841 | NS      | $39888.33     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOM REP CB NOTES NOTES 144A 01/26 13                        | CUSIP: 25714PEU8<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | MUN               | DO        |  13800000 | PA      | $223746.95    | 0.03%             | 2026-01-30      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                        | ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35               | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511509.05    | 0.06%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                  | BLOCK INC SR UNSECURED 144A 08/33 6                         | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512360.00    | 0.06%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5776909.28   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.50 9/20/23-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-809225.17   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                    | HCA INC COMPANY GUAR 11/95 7.5                              | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1337061.80   | 0.16%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                              | COREWEAVE INC COMPANY GUAR 144A 02/31 9                     | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1847032.20   | 0.22%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-1F                                            | GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1                     | CUSIP: 3623417Z6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230159 | PA      | $445201.23    | 0.05%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2005-RS1                           | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 RS1 MII2           | CUSIP: 76112BJH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1473960 | PA      | $1420890.95   | 0.17%             | 2035-01-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5                | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    455688 | PA      | $446369.91    | 0.05%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT MXN SOLD USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $3025.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                                 | HELLENIC REPUBLIC BONDS REGS 01/42 4.2                      | CUSIP: ACI0Z3HC6<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    677730 | PA      | $831193.01    | 0.10%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                 | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    682000 | PA      | $674477.04    | 0.08%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7117762.28   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ASSET 2005-FF6                                     | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF6 M4              | CUSIP: 32027NSM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5501625 | PA      | $5010134.63   | 0.60%             | 2036-05-25      | Floating      | 5.25%                 | 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        |   3363361 | PA      | $1594705.81   | 0.19%             | 2047-09-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 10                           | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4114844.92   | 0.49%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC LAST OUT TERM LOAN                           | CUSIP: BA000D206<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |   1801310 | PA      | $1832832.97   | 0.22%             | 2031-01-03      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-223966.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $16.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP JPM                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1128.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-125654.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20251120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $76.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QWEST CORPORATION                                                          | QWEST CORP SR UNSECURED 05/30 7.375                         | CUSIP: 624284BD6<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3547278.00   | 0.42%             | 2030-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE INTEREST STRIP 417                                              | FANNIEMAE STRIP FNS 417 C31                                 | CUSIP: 31395QF62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9001729 | PA      | $1055963.87   | 0.13%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                 | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1444000 | PA      | $1556434.17   | 0.19%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                                 | LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL              | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    414152 | PA      | $296810.18    | 0.04%             | 2027-12-31      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                 | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7        | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   1000000 | PA      | $305295.14    | 0.04%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                    | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   2438382 | PA      | $23747405.10  | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.25000 06/18/25-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1968284.31  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                              | HESTIA RE LTD UNSECURED 144A 04/29 VAR                      | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |     20114 | PA      | $11264.00     | 0.00%             | 2029-04-22      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                      | CLOVER HOLDINGS 2 LLC TERM LOAN B                           | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5685750 | PA      | $5698201.79   | 0.68%             | 2031-12-09      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| JEFFERIES & CO 2010-R2                                                     | JEFFERIES + CO JMAC 2010 R2 1A4 144A                        | CUSIP: 47233HAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6658439 | PA      | $2800112.62   | 0.33%             | 2036-05-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251208                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $3030.80      | 0.00%             |  |  |  | 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        |   1159113 | PA      | $653106.60    | 0.08%             | 2036-12-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| WMALT MTGE PASS-THRU CERT 2005-8                                           | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 3CB1            | CUSIP: 93934FDF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    804744 | PA      | $641084.29    | 0.08%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A1           | CUSIP: 02149HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364933 | PA      | $186333.83    | 0.02%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD JPY BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $221.65       | 0.00%             |  |  |  | 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        |    163179 | PA      | $109395.96    | 0.01%             | 2035-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                     | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        | 177300000 | PA      | $4157870.45   | 0.50%             | 2028-09-06      | Fixed         | 46.96%                | No            |                  2 | On Loan: No      |
| MARINE ONE HOLDCO LLC                                                      | WEST MARINE NEW COMMON STOCK EQTYWM9A9                      | CUSIP: 902LVFII8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $15794.42     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $6438.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF DETROIT                                                            | DETROIT MI DET 04/44 ADJUSTABLE VAR                         | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   2286931 | PA      | $1801793.81   | 0.21%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-9                                            | BEAR STEARNS ALT A TRUST BALTA 2005 9 21A1                  | CUSIP: 07386HXZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1655670 | PA      | $1521028.38   | 0.18%             | 2035-11-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. SR SECURED REGS 06/27 10                            | CUSIP: P7354FAD8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    225247 | PA      | $148663.02    | 0.02%             | 2027-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR               | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    487200 | PA      | $411846.05    | 0.05%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                            | IHEARTMEDIA INC   CLASS A COMMON STOCK                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126306 | NS      | $362498.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251104                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $225051.88    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                              | PRIME HEALTHCARE SERVICE SR SECURED 144A 09/29 9.375        | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1665648.00   | 0.20%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    900000 | PA      | $932193.00    | 0.11%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| INTEGRITY RE III LTD                                                       | INTEGRITY RE III UNSECURED 144A 06/27 VAR                   | CUSIP: 45870GAF3<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $280525.00    | 0.03%             | 2027-06-06      | Floating      | 29.46%                | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                      | MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN                  | CUSIP: BA000FDW9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    725109 | PA      | $213252.70    | 0.03%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                  | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375             | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    900000 | PA      | $916384.18    | 0.11%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-5                                        | BANC OF AMERICA FUNDING CORPOR BAFC 2007 5 2A3              | CUSIP: 059523AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147164 | PA      | $125131.36    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -968760 | PA      | $-970245.44   | -0.12%            |  |  |  | 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        |      7957 | PA      | $7051.21      | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                                       | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2             | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |   8750000 | PA      | $8532168.75   | 1.02%             | 2027-09-01      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF AMERICA REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2347761 | PA      | $-2350930.13  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC TERM LOAN                               | CUSIP: BA000FPP1<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |   1216987 | PA      | $1229512.93   | 0.15%             | 2032-01-30      | Fixed         | 9.13%                 | No            |                  3 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST 2020-COVE                          | SG COMMERCIAL MORTGAGE SECURIT SGCMS 2020 COVE B 144A       | CUSIP: 78397FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1122542.16   | 0.13%             | 2037-03-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                            | UNITI GROUP INC COMMON STOCK USD.0001                       | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    107010 | NS      | $654901.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251003                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $26459.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.00 9/15/23-28Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3963188.43  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $13006.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXIII LTD                                                 | MARBLE POINT CLO XXIII LTD. MP23 2021 4A SUB 144A           | CUSIP: 566068AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $897080.94    | 0.11%             | 2052-01-22      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5702912.49   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 07/29 5.125                | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $2405340.00   | 0.29%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-5 LLC                                                            | PRP ADVISORS, LLC PRPM 2025 5 A1 144A                       | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984541 | PA      | $986203.10    | 0.12%             | 2030-07-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST E 144A       | CUSIP: 46652DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $12625.00     | 0.00%             | 2036-12-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS (1261229 BC LTD)                                         | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B                | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   7780500 | PA      | $7685655.71   | 0.92%             | 2030-10-08      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                        | NISSAN MOTOR CO SR UNSECURED 144A 07/33 6.375               | CUSIP: ACI2YQ766<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1452739.76   | 0.17%             | 2033-07-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LN ASSET CERT2005-FF8                                   | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF8 M3              | CUSIP: 362341QT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3445171 | PA      | $3199999.64   | 0.38%             | 2035-09-25      | Floating      | 5.22%                 | 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        |   2300000 | PA      | $1554857.50   | 0.19%             | 2067-01-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20251124                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-7850.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                 | CARVANA CO SR SECURED 144A 06/31 9                          | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |   2220943 | PA      | $2516257.35   | 0.30%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                       | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2225622 | PA      | $1143951.03   | 0.14%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                   | ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5         | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   7200000 | PA      | $2611279.15   | 0.31%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                       | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8              | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10772361.60  | 1.28%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL7 LLC                                                         | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL7 A1 144A       | CUSIP: 740934AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    978104 | PA      | $981742.19    | 0.12%             | 2055-07-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-15                                   | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 15 4A1             | CUSIP: 863579UU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224996 | PA      | $198204.63    | 0.02%             | 2035-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251015                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2232.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251125                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $5362.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR -0.15000 03/18/20-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1092632.81   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75            | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  27100000 | PA      | $472176.50    | 0.06%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | NEW WINDSTREAM WARRANTS                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |    115309 | NC      | $647137.29    | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| AMS-OSRAM AG                                                               | AMS OSRAM AG SR UNSECURED REGS 11/27 2.125                  | CUSIP: BMVM6ZII7<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |  14300000 | PA      | $16096381.34  | 1.92%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                       | DISH DBS CORP COMPANY GUAR 07/26 7.75                       | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5157471.18   | 0.61%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                         | FORD MOTOR COMPANY SR UNSECURED 05/97 7.7                   | CUSIP: 345370BS8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4772271.61   | 0.57%             | 2097-05-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| CALI MORTGAGE TRUST 2019-101C                                              | CALI MORTGAGE TRUST 2019 101C CALI 2019 101C A 144A         | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1727935.74   | 0.21%             | 2039-03-10      | Fixed         | 3.96%                 | 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        |    322019 | PA      | $305172.62    | 0.04%             | 2036-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251124                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $12061.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APIDOS CLO 2017-28A                                                        | APIDOS CLO LTD APID 2017 28A SUB 144A                       | CUSIP: 03766YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5182894 | PA      | $1911477.22   | 0.23%             | 2038-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                             | DATABRICKS INC DELAYED DRAW TERM LOAN                       | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |    398690 | PA      | $398689.96    | 0.05%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  3 | 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        |   9910000 | PA      | $9745833.91   | 1.16%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD HKD BOUGHT USD 20251017                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $1992.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                                 | HELLENIC REPUBLIC BONDS REGS 01/37 4                        | CUSIP: ACI0Z3HB8<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    543331 | PA      | $665123.62    | 0.08%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                           | GRUPO NUTRESA SA COMPANY GUAR 144A 05/30 8                  | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    700000 | PA      | $750575.00    | 0.09%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/20/23-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $215251.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2447917 | PA      | $-2458852.75  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5             | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        | 443000000 | PA      | $7630111.26   | 0.91%             | 2037-03-15      | Fixed         | 10.50%                | 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      | $62125.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -420208 | PA      | $-566007.56   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| FORWARD AIR CORPORATION (CLUE OPCO LLC)                                    | FORWARD AIR CORPORATION TERM LOAN B                         | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7573198 | PA      | $7569260.07   | 0.90%             | 2030-12-19      | Floating      | 8.81%                 | 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        |   1000000 | PA      | $941429.63    | 0.11%             | 2031-03-25      | Fixed         | 7.49%                 | 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        | 175347277 | PA      | $404000.13    | 0.05%             | 2046-07-05      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20251217                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-17642.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URSA RE LTD                                                                | URSA RE LTD UNSECURED 144A 12/28 VAR                        | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |    800000 | PA      | $835160.00    | 0.10%             | 2028-12-07      | Floating      | 13.18%                | No            |                  2 | On Loan: No      |
| JSC UZBEKNEFTEGAZ                                                          | UZBEKNEFTEGAZ SR UNSECURED 144A 05/30 8.75                  | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |   3500000 | PA      | $3747213.09   | 0.45%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $125667.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS (MOTION FINCO SARL)                                  | MOTION FINCO SARL SR SECURED 144A 02/32 8.375               | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $259685.13    | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                               | FANNIE MAE   CAS CAS 2022 R01 1B2 144A                      | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2671809 | PA      | $2792698.74   | 0.33%             | 2041-12-25      | Floating      | 10.36%                | 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        |    631489 | PA      | $272303.53    | 0.03%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                            | MAREX GROUP PLC SR UNSECURED 11/29 6.404                    | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206321.24    | 0.02%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR              | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    209652 | PA      | $114260.34    | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR                | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260687.50    | 0.03%             | 2032-06-07      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD AUD BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-2127.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA                                                      | COMPEER FINANCIAL ACA JR SUBORDINA 144A VAR                 | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |   1600000 | NS      | $1564807.84   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                          | MNSN HOLDINGS INC COMMON STOCK                              | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3207 | NS      | $192420.00    | 0.02%             |  |  |  | Yes           |                  1 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                                   | SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN                | CUSIP: BA000KP88<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |  11223439 | PA      | $11223439.48  | 1.34%             | 2029-12-23      | Floating      | 7.65%                 | No            |                  3 | On Loan: No      |
| EVERGLADES RE II LTD                                                       | EVERGLADES RE II LTD UNSECURED 144A 05/31 VAR               | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $526575.00    | 0.06%             | 2031-05-13      | Floating      | 16.71%                | 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        |   1706317 | PA      | $1501558.96   | 0.18%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ESKOM GG LOAN SNR EM SP DUB                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $162598.31    | 0.02%             |  |  |  | No            |                  3 | 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      | $34295.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                                                    | J + J VENTURES GAMING LLC 2024 TERM LOAN                    | CUSIP: 46604BAG3<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |   1148400 | PA      | $1159884.00   | 0.14%             | 2028-04-26      | Floating      | 9.28%                 | No            |                  3 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                 | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    800000 | PA      | $814230.40    | 0.10%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.75000 06/21/23-30Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1659180.62   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.00000 12/21/22-10Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2754582.47  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $7392.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20251126                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-22579.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                                    | VALE SA SUBORDINATED 12/49 VAR                              | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |  90000000 | PA      | $6070740.76   | 0.72%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| BDO USA PC (AKA: BDO USA PA)                                               | BDO USA P C 2024 TERM LOAN A                                | CUSIP: BA000BL33<br>LEI: 549300HCLKYOUFB75R55 | Long             | LON              | CORP              | US        |   2406122 | PA      | $2426834.74   | 0.29%             | 2028-08-31      | Floating      | 9.22%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251001                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $56168.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                         | SW (FINANCE) I PLC SR SECURED REGS 05/28 2.375              | CUSIP: ACI1ML5J6<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $4313906.45   | 0.51%             | 2028-05-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC / CDK GLOBAL II LLC / CDK FINANCING CO INC) | CNT PRNT/CDK GLO II/FIN SR SECURED 144A 06/29 8             | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $432427.99    | 0.05%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY7                                                | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 2A1            | CUSIP: 93364FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170150 | PA      | $152827.20    | 0.02%             | 2037-07-25      | Floating      | 3.90%                 | 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        |    642812 | PA      | $606533.86    | 0.07%             | 2047-06-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                   | ALTICE FRANCE HOLDING SA SR SECURED REGS 05/27 8            | CUSIP: BL5F4LII6<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |   3500000 | PA      | $1491636.71   | 0.18%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX SA COMMON STOCK                            | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      4427 | NS      | $95918.33     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT BRL SOLD USD 20251202                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $150.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                  | VMED O2 UK FINANCING I VMED O2 UK FINANCING I               | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   3400000 | PA      | $3576419.20   | 0.43%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUXEMBOURG SA                                             | INTRALOT CAPITAL LUX SR SECURED 144A 10/31 VAR              | CUSIP: ACI30MW05<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |   1800000 | PA      | $2119203.57   | 0.25%             | 2031-10-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 10/28 11.75        | CUSIP: 650929AA0<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $355000.00    | 0.04%             | 2028-10-15      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2008-2R                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1            | CUSIP: 021482AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663050 | PA      | $337040.34    | 0.04%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 01/29 5.125                | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $688500.00    | 0.08%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                   | CHORD ENERGY CORP SR UNSECURED 144A 10/30 6                 | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695563.60    | 0.08%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC                                                      | NEW UNITY COMMON STOCKK                                     | CUSIP: 958WDX907<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    591921 | NS      | $3327267.26   | 0.40%             |  |  |  | No            |                  3 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM LLC                                                 | BKV UPSTREAM MIDSTREAM L COMPANY GUAR 144A 10/30 7.5        | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400016.33    | 0.05%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | 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        |   6941418 | PA      | $3907496.94   | 0.47%             | 2037-07-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                               | RUSSIAN FEDERATION SR UNSECURED REGS 11/27 1.125            | CUSIP: ACI1SXKR9<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |    100000 | PA      | $0.00         | 0.00%             | 2027-11-20      | Fixed         | 1.12%                 | No            |                  3 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2025 1ST LIEN TERM LOAN                    | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   4500000 | PA      | $4486342.50   | 0.53%             | 2032-07-30      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS US225436AA21 CREDIT SUISSE GROUP AG           | CUSIP: 952NPH004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    900000 | PA      | $117000.00    | 0.01%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR              | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     28630 | PA      | $15102.33     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 09/33 6.375                       | CUSIP: ACI2JSF94<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    800000 | PA      | $986249.52    | 0.12%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL8 LLC                                                         | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL8 A1 144A       | CUSIP: 69392EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    968584 | PA      | $971728.64    | 0.12%             | 2055-08-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A                           | ALLY BANK AUTO CREDIT LINKED N ABCLN 2025 A F 144A          | CUSIP: 02007G5J8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    697024 | PA      | $701613.87    | 0.08%             | 2033-06-15      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | DRILLCO HLDG LUX S A COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |     39863 | NS      | $863698.35    | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR REPUBLIC OF EL SALVADOR             | CUSIP: P01012CF1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    700000 | PA      | $765625.00    | 0.09%             | 2030-04-17      | Fixed         | 9.25%                 | 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        |   1221000 | PA      | $747397.58    | 0.09%             | 2026-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                  | HA SUSTAINABLE INF CAP COMPANY GUAR 01/31 6.15              | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027682.22   | 0.12%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                                 | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                     | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4809285 | PA      | $7780774.03   | 0.93%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | 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      | $-8581831.51  | -1.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260305                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-2187.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                    | FREDDIE MAC   STACR STACR 2021 DNA7 B2 144A                 | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6600000 | PA      | $6999123.12   | 0.83%             | 2041-11-25      | Floating      | 12.16%                | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                         | SPRUCE BIDCO II INC JPY TERM LOAN                           | CUSIP: BA000FPQ9<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |  23559340 | PA      | $161215.31    | 0.02%             | 2032-01-30      | Floating      | 6.00%                 | No            |                  3 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                  | VMED O2 UK FINANCING I SR SECURED 144A 04/32 5.625          | CUSIP: ACI2NJDT7<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $4469690.33   | 0.53%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 09/31 5.125                       | CUSIP: ACI2R9YZ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1600000 | PA      | $1876395.95   | 0.22%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                       | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7            | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1098007.33   | 0.13%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/0.75000 09/21/22-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $1296927.13   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                               | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A           | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1020845.87   | 0.12%             | 2038-11-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                       | COGENT COMMS GRP / FIN SR SECURED 144A 07/32 6.5            | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5641865.90   | 0.67%             | 2032-07-01      | Fixed         | 6.50%                 | 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        |      3400 | PA      | $1151080.47   | 0.14%             | 2029-10-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                       | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A     | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16690000 | PA      | $16690000.00  | 1.99%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| ALAMO RE LTD                                                               | ALAMO RE LTD UNSECURED 144A 06/26 VAR                       | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $315750.00    | 0.04%             | 2026-06-08      | Floating      | 15.84%                | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS INTERNATIONAL LP                                      | ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN                | CUSIP: BA000JN59<br>LEI: 2549007PAQ06QVDCLR50 | Long             | LON              | CORP              | US        |   3700000 | PA      | $3729054.18   | 0.44%             | 2029-12-18      | Floating      | 7.54%                 | No            |                  3 | On Loan: No      |
| MAREX GROUP PLC                                                            | MAREX GROUP PLC SR UNSECURED 05/28 5.829                    | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $304441.66    | 0.04%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| YINSON BERGENIA PRODUCTION BV                                              | YINSON BERGENIA PRODUCTI SR SECURED 144A 01/45 8.498        | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4297984.52   | 0.51%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD PEN BOUGHT USD 20260218                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-961.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                           | FINASTRA USA INC 2023 TERM LOAN                             | CUSIP: 953PAVII5<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    275000 | PA      | $276832.89    | 0.03%             | 2029-09-13      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $465.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR              | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    131032 | PA      | $73574.47     | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOFTBANK GROUP CORP SNR JP SP GST                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1510.87      | 0.00%             |  |  |  | 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        |     67722 | PA      | $58320.86     | 0.01%             | 2037-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                       | WSTN TRUST WSTN 2023 MAUI E 144A                            | CUSIP: 92943AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1116549.50   | 0.13%             | 2037-07-05      | Variable      | 10.17%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251007                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $17166.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251110                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $3335.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 01/28 5.5                  | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3400000 | PA      | $3009000.00   | 0.36%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLESTAR RE LTD                                                            | POLESTAR RE LTD UNSECURED 144A 01/27 VAR                    | CUSIP: 73110JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    800000 | PA      | $833120.00    | 0.10%             | 2027-01-07      | Floating      | 17.18%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT JPY SOLD USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $327.23       | 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        |      6714 | PA      | $594.77       | 0.00%             | 2029-09-17      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2203.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO STANDARD CHARTERE VAR 1                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6963730 | PA      | $-6974407.72  | -0.83%            |  |  |  | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                                      | ASTON MARTIN CAPITAL HOL ASTON MARTIN CAPITAL HOL           | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |   1500000 | PA      | $1469993.70   | 0.18%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                | ILLINOIS ST ILS 07/35 FIXED 7.35                            | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     14286 | PA      | $15583.73     | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1993507.21   | 0.24%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                                    | GATEWY CSINS + ENTRTINMNT LTD 2024 TERM LOAN B              | CUSIP: BA000DCX3<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |   5225561 | PA      | $5230472.81   | 0.62%             | 2030-12-18      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                               | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR              | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    106988 | PA      | $44533.76     | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                              | BGC GROUP INC SR UNSECURED 06/29 6.6                        | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416181.58    | 0.05%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $7438.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.75 12/15/21-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3859798.84   | 0.46%             |  |  |  | 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      | $1058461.64   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                   | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                     | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |    537439 | PA      | $470930.70    | 0.06%             | 2029-05-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2007-1                                              | SEQUOIA MORTGAGE TRUST SEMT 2007 1 2A1                      | CUSIP: 81744HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101334 | PA      | $78408.23     | 0.01%             | 2047-02-20      | Floating      | 4.29%                 | 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        |    633050 | PA      | $551377.58    | 0.07%             | 2037-03-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                              | STEINHOFF CVR                                               | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |  21355531 | NS      | $25.08        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 12/29 4.625                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194046.24    | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SR UNSECURED 144A 02/29 6          | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $625000.00    | 0.07%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| VALARIS LIMITED                                                            | VALARIS LTD SECURED 144A 04/30 8.375                        | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  10837000 | PA      | $11254758.44  | 1.34%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                      | INCORA NEW EQUITY                                           | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    217553 | NS      | $8732394.24   | 1.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OCADO GROUP PLC                                                            | OCADO GROUP PLC SR UNSECURED REGS 06/30 11                  | CUSIP: ACI2WWMJ0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |   2950000 | PA      | $3991050.30   | 0.48%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                                 | INCORA INTERMEDIATE II SR SECURED 144A 01/30 VAR            | CUSIP: 45338XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6691017 | PA      | $6691017.00   | 0.80%             | 2030-01-31      | Fixed         | 12.39%                | No            |                  3 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 06/36 10.75            | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  46000000 | PA      | $801480.40    | 0.10%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| TIMES SQUARE HOTEL TRUST                                                   | TIMES SQUARE HOTEL TRUST PASS THRU CE 144A 08/26 8.528      | CUSIP: 887367AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233908 | PA      | $234745.80    | 0.03%             | 2026-08-01      | Fixed         | 8.53%                 | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                                 | HELLENIC REPUBLIC SR UNSECURED 144A REGS 04/27 2            | CUSIP: ACI1LSSZ1<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |    314000 | PA      | $368640.85    | 0.04%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | ENDURANCE INTERNATIONAL GROUP NON COOP TERM LOAN            | CUSIP: 29279UAB2<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |   3760724 | PA      | $2726524.55   | 0.32%             | 2028-02-10      | Floating      | 7.84%                 | No            |                  3 | On Loan: No      |
| IHEARTMEDIA INC                                                            | IHEARTMEDIA INC   CLASS B COMMON STOCK                      | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98039 | NS      | $247607.30    | 0.03%             |  |  |  | No            |                  3 | 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        |  10820000 | PA      | $10381681.80  | 1.24%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO NATEXIS BANQUE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6163619 | PA      | $-6179678.64  | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/4.50000 03/20/24-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2825840.80   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/2.00 7/15/23-27Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2981263.91   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                    | FREDDIE MAC   STACR STACR 2021 DNA6 B2 144A                 | CUSIP: 35564KLV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5300000 | PA      | $5566951.46   | 0.66%             | 2041-10-25      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-F2                                         | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1             | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3359120 | PA      | $1015829.94   | 0.12%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 02/36 5.625               | CUSIP: ACI309M21<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $454681.64    | 0.05%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                                 | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31000 | PA      | $30611.85     | 0.00%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  10995439 | PA      | $6201427.60   | 0.74%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                             | CUSIP: ACI2MY5W7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    390000 | PA      | $445938.25    | 0.05%             | 2036-02-22      | Fixed         | 5.62%                 | 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        |   8800000 | PA      | $8295627.21   | 0.99%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR GOVT                                                           | REPUBLIC OF EL SALVADOR SR UNSECURED REGS 02/29 8.625       | CUSIP: P01012BX3<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    700000 | PA      | $750008.00    | 0.09%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/0.75 06/16/21-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1579137.43   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2007-1                                           | BANC OF AMERICA MORTGAGE SECUR BOAMS 2007 1 1A26            | CUSIP: 05952HBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108800 | PA      | $93744.79     | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                         | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                   | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |    531903 | NS      | $840406.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                       | CLEVELAND CLIFFS INC SR UNSECURED 144A 01/34 7.625          | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412424.00    | 0.05%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251106                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2191.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                               | REPUBLIC OF ECUADOR SR UNSECURED REGS 07/30 0.0000          | CUSIP: ACI1Q6QQ6<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1000000 | PA      | $772212.50    | 0.09%             | 2030-07-31      | None          | 0.00%                 | 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        |    365740 | PA      | $333183.72    | 0.04%             | 2037-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A12                                       | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A3             | CUSIP: 76113XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2411791 | PA      | $823167.83    | 0.10%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-23                                   | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1             | CUSIP: 863579L48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1066206 | PA      | $575805.17    | 0.07%             | 2036-01-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                          | MAGENTA SECURITY HOLDINGS LLC 2024 SECOND OUT TERM LOAN     | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    155222 | PA      | $68608.03     | 0.01%             | 2028-07-27      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                       | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75           | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      4324 | PA      | $6494.75      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                       | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75           | CUSIP: ACI2ZHVB7<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      3394 | PA      | $5111.55      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                         | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5                | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    326223 | PA      | $319552.26    | 0.04%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THAMES WATER UTILITIES LIMITED                                             | THAMES WATER UTIL LTD SR SECURED 144A 03/27 0.00000         | CUSIP: ACI2VX3Q4<br>LEI: 213800JKM5UQHFJOTZ25 | Long             | DBT              | CORP              | GB        |       631 | PA      | $734.07       | 0.00%             | 2027-03-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                               | STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN                 | CUSIP: BA000BVC2<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |   1396500 | PA      | $1328420.63   | 0.16%             | 2031-12-19      | Floating      | 8.61%                 | No            |                  2 | 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        |    650167 | PA      | $575634.72    | 0.07%             | 2036-10-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | WEST MARINE NEW WARRANT WARRWM911                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       324 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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        |    200267 | PA      | $172346.02    | 0.02%             | 2037-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 02/27 8.125                | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $382686.09    | 0.05%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                           | CHS/COMMUNITY HEALTH SYS CHS/COMMUNITY HEALTH SYS           | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1378451.10   | 0.16%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2257.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TORREY PINES RE LTD                                                        | TORREY PINES RE LTD UNSECURED 144A 06/32 VAR                | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    250000 | PA      | $260312.50    | 0.03%             | 2032-06-07      | Floating      | 11.07%                | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                    | QUIDELORTHO CORP TERM LOAN                                  | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |   3300000 | PA      | $3286948.50   | 0.39%             | 2032-08-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-40                                                  | FANNIE MAE FNR 2020 40 IO                                   | CUSIP: 3136B9P50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3327299 | PA      | $623065.04    | 0.07%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC)                                            | CENTRAL PARENT INC 2024 TERM LOAN B                         | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9515396 | PA      | $8255034.28   | 0.98%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                                        | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                    | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |   2400000 | PA      | $1324329.15   | 0.16%             | 2030-11-30      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT INC/CENTRAL MERGER SUB INC)                     | CNTRL PARENT/CDK GLB INC SR SECURED 144A 06/29 7.25         | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $933989.40    | 0.11%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                                        | IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN                 | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |   9473215 | PA      | $7914871.34   | 0.94%             | 2029-06-01      | Floating      | 9.06%                 | 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        |   8721000 | PA      | $7904372.01   | 0.94%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2004-9                                             | GSR MORTGAGE LOAN TRUST GSR 2004 9 2A1                      | CUSIP: 36242DBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203124 | PA      | $190741.10    | 0.02%             | 2034-08-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                      | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878      | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |   3300000 | PA      | $3618481.54   | 0.43%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                               | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B                | CUSIP: BA000BNR8<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |   7500000 | PA      | $8684306.00   | 1.03%             | 2032-04-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S5                                        | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A10           | CUSIP: 161631AK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525132 | PA      | $227990.24    | 0.03%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIALTO PARTNERS (GALAXY US OPCO INC)                                       | GALAXY US OPCO INC. TERM LOAN                               | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1106397 | PA      | $1010976.11   | 0.12%             | 2030-07-31      | Fixed         | 10.06%                | No            |                  2 | On Loan: No      |
| CARLYLE US CLO LTD 2017-3A                                                 | CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 3A SUB 144A        | CUSIP: 14314GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1895000 | PA      | $114918.24    | 0.01%             | 2037-10-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN GOVT                                                            | UZBEKISTAN INTL BOND SR UNSECURED 144A 02/29 5.1            | CUSIP: ACI2TZTT8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   1900000 | PA      | $2319924.11   | 0.28%             | 2029-02-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC                                                         | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL6 A1 144A       | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2305839 | PA      | $2318963.10   | 0.28%             | 2055-06-25      | Fixed         | 5.74%                 | 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        |   1800639 | PA      | $1817570.93   | 0.22%             | 2029-10-09      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | EDISON INTERNATIONAL SR UNSECURED 11/28 5.25                | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1310723.73   | 0.16%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25                | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208066.73    | 0.02%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer