# EDGAR Filing Document

**Accession Number:** 0001756908
**File Stem:** 0001099263-26-003118
**Filing Date:** 2026-3
**Character Count:** 177338
**Document Hash:** eaafe89964353a4a0948016438e0e46f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003118.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003118

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Dynamic Income Strategy Fund
- **CENTRAL INDEX KEY:** 0001756908

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23390
- **FILM NUMBER:** 26705944

**BUSINESS ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** (844) 312-2113

**MAIL ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO Energy & Tactical Credit Opportunities Fund
- **DATE OF NAME CHANGE:** 20181024

## 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 Dynamic Income Strategy Fund

- **b. Investment Company Act file number:** 811-23390

- **c. CIK number of Registrant:** 0001756908

- **d. LEI of Registrant:** 549300BX5QVFQJENPV35

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1448862082.91

**Total Liabilities:** $508705444.21

**Net Assets:** $940156638.70

**Amount of Assets Invested in Other Investment Companies:** $9112430.08

**Delayed Delivery Securities:** $24000000.00

**Cash Not Reported:** $6476550.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -626.267100 | **1-Year:** 10137.702000 | **5-Year:** 52482.571600 | **10-Year:** 21576.738900 | **30-Year:** 0.000000

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

- **3-Month:** 51911.014300 | **1-Year:** 65451.661300 | **5-Year:** 137591.955400 | **10-Year:** 48707.725800 | **30-Year:** 4663.473400

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -10.06%              | -1.69%               | -0.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $948131.30               | $-93880484.74                              |
| Month 2  | $-1543637.32             | $-6924561.33                               |
| Month 3  | $1063400.26              | $-14215870.98                              |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** 0

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                      | WES US TRS EQUITY SOFR+60 *BULLET* FAR                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $401450.08    | 0.04%             |  |  |  | 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        |  21975726 | PA      | $2858959.26   | 0.30%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| ROMANIA GOVT                                                             | ROMANIA ROMANIA                                               | CUSIP: ACI2MY5W7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2500000 | PA      | $2909677.65   | 0.31%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TR 2006-3                                       | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 3 A4                 | CUSIP: 83612HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242524 | PA      | $232727.45    | 0.02%             | 2036-11-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017                                                          | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI E 144A            | CUSIP: 12652FAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $836035.20    | 0.09%             | 2032-11-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2007-ASP1                                            | ACE SECURITIES CORP. ACE 2007 ASP1 A2D                        | CUSIP: 00442JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1501522 | PA      | $616443.96    | 0.07%             | 2037-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ATLAS (RAND PARENT LLC)                                                  | RAND PARENT LLC SR SECURED 144A 02/30 8.5                     | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5212790.10   | 0.55%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA / ENFRAGEN SPAIN SA / PRIME ENERGIA SPA          | ENFRAGEN ENERGIA SUR SA SR SECURED REGS 12/30 5.375           | CUSIP: E4181LAA9<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2793125.85   | 0.30%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                       | NEWFOLD DIGITAL HLDGS GR SECURED 144A 04/29 11.75             | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    929074 | PA      | $650351.80    | 0.07%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY N/B 08/35 4.25                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $765581.25    | 0.08%             | 2035-08-15      | Fixed         | 4.25%                 | 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        |   7408122 | PA      | $6996045.16   | 0.74%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC (STONEPEAK NILE PARENT LLC)             | STONEPEAK NILE PARENT SR SECURED 144A 03/32 7.25              | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $529743.00    | 0.06%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY N/B 08/45 4.875                                   | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    499000 | PA      | $503990.00    | 0.05%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BARCLAYS REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2427600 | PA      | $-2432669.64  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | MPLX US TRS EQUITY SOFR+60 *BULLET* GST                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $-1238963.17  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                     | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 01/34 6.625         | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6166827.12   | 0.66%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                      | AXON ENTERPRISE INC SR UNSECURED 144A 03/30 6.125             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517422.00    | 0.06%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2902532 | PA      | $-2920231.40  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| CIT MTGE LOAN TRUST 2007-1                                               | CIT MORTGAGE LOAN TRUST CITM 2007 1 1M2 144A                  | CUSIP: 12559QAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  56685750 | PA      | $56894115.48  | 6.05%             | 2037-10-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2007-3                  | MERRILL LYNCH FIRST FRANKLIN M FFMER 2007 3 A2B               | CUSIP: 59024VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1434265 | PA      | $1438085.07   | 0.15%             | 2037-06-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -35588182 | PA      | $-35602003.06 | -3.79%            |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                       | SPRUCE BIDCO II INC CAD TERM LOAN                             | CUSIP: BA000FPR7<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |    366305 | PA      | $269219.02    | 0.03%             | 2032-01-30      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                   | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   5493545 | PA      | $5320415.85   | 0.57%             | 2027-05-13      | Floating      | 10.67%                | 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        |   4700000 | PA      | $1996336.90   | 0.21%             | 2030-11-30      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2005-A10                                     | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A10 A4               | CUSIP: 45660LXN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1236409 | PA      | $519554.91    | 0.06%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                            | COREWEAVE INC COMPANY GUAR 144A 02/31 9                       | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1284878.00   | 0.14%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERVICES FINANCING PLC                                     | ANGLIAN WATER SERV FIN COMPANY GUAR 01/29 VAR                 | CUSIP: 048297II8<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2837406.76   | 0.30%             | 2029-01-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FINANCE HOLDINGS BV                                           | MONG DUONG FIN HLDGS BV SR SECURED REGS 05/29 5.125           | CUSIP: N6000DAA1<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |   1911957 | PA      | $1892580.96   | 0.20%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-NC3                                             | ACE SECURITIES CORP. ACE 2006 NC3 A2D                         | CUSIP: 00442EAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17108208 | PA      | $4328592.13   | 0.46%             | 2036-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD TRY BOUGHT USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-420.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                                      | NEW IMMO HOLDING SA SR UNSECURED REGS 04/28 5.875             | CUSIP: ACI2NPVJ5<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |   1800000 | PA      | $2192725.78   | 0.23%             | 2028-04-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -16194960 | PA      | $-16264868.25 | -1.73%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2445950 | PA      | $-2461046.79  | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| FINASTRA USA INC                                                         | FINASTRA USA INC 2025 1ST LIEN TERM LOAN                      | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   3500000 | PA      | $3432852.50   | 0.37%             | 2032-09-15      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC)                            | CLYDESDALE ACQUISITION SR SECURED 144A 04/32 6.75             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028944.43   | 0.11%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONAL LTD                                            | WEATHERFORD INTERNATIONA COMPANY GUAR 144A 10/33 6.75         | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   3600000 | PA      | $3688711.20   | 0.39%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN         | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 MINN B 144A         | CUSIP: 46650GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4382385.50   | 0.47%             | 2035-11-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| COMETE HOLDING                                                           | COMEXPOSIUM 2019 EUR TERM LOAN B                              | CUSIP: 964NDFII9<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   1024654 | PA      | $1469091.51   | 0.16%             | 2026-03-28      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| VANTIVE HEALTH (SPRUCE BIDCO II INC)                                     | SPRUCE BIDCO II INC REVOLVER                                  | CUSIP: BA000FL00<br>LEI: 254900ZDXA1N7X9RDU49 | Long             | LON              | CORP              | US        |    458257 | PA      | $458256.88    | 0.05%             | 2032-01-30      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINANCE CORP                                    | GLOBAL PART/GLP FINANCE COMPANY GUAR 144A 07/33 7.125         | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2044296.00   | 0.22%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                     | FRONTIER COMMUNICATIONS CORP 2025 TERM LOAN B                 | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2673051 | PA      | $2678490.27   | 0.28%             | 2031-07-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CIBC                                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -15150525 | PA      | $-15217948.96 | -1.62%            |  |  |  | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVELOPERS LIMITED                                    | IRB INFRASTRUCTURE DEVE SR SECURED REGS 03/32 7.11            | CUSIP: ACI2N3LL0<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |   4700000 | PA      | $4856911.29   | 0.52%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| IRIDIUM SATELLITE LLC                                                    | IRIDIUM SATELLITE LLC 2024 TERM LOAN B                        | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |   4500000 | PA      | $4395645.00   | 0.47%             | 2030-09-20      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1                                 | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A4 144A         | CUSIP: 83611DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7122658 | PA      | $1914072.68   | 0.20%             | 2036-11-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-4                                          | BEAR STEARNS ALT A TRUST BALTA 2006 4 23A4                    | CUSIP: 073871BB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1105842 | PA      | $721259.13    | 0.08%             | 2036-08-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                 | SNAP INC COMPANY GUAR 144A 03/33 6.875                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622221.13    | 0.07%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 E 144A         | CUSIP: 46649JAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    987342 | PA      | $944383.71    | 0.10%             | 2035-02-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                           | WINSTON RE LTD UNSECURED 144A 02/31 VAR                       | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1062300.00   | 0.11%             | 2031-02-26      | Floating      | 13.83%                | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                           | INVERSION ESCROW ISSUER SR SECURED 144A 08/32 6.75            | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3598277.40   | 0.38%             | 2032-08-01      | Fixed         | 6.75%                 | 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        |   2475330 | PA      | $2399035.87   | 0.26%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-957243.65   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO-2007-TC1                                  | STRUCTURED ASSET SECURITIES CO SASC 2007 TC1 M5 144A          | CUSIP: 86364GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2772000 | PA      | $2897399.18   | 0.31%             | 2031-04-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-WMC4                                     | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC4 A1A            | CUSIP: 46630BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5012467 | PA      | $3210529.30   | 0.34%             | 2036-12-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | HSBC REVERSE REPO EUR ZCP                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |  -4999825 | PA      | $-5890912.31  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2023-NQM10 TRUST                                                     | ONSLOW BAY FINANCIAL LLC OBX 2023 NQM10 A1 144A               | CUSIP: 67449CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    559782 | PA      | $565462.83    | 0.06%             | 2063-10-25      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -6819812 | PA      | $-6994459.81  | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                           | DATABRICKS INC USD DELAYED DRAW TERM LOAN                     | CUSIP: BA000TDP4<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |   1069214 | PA      | $1071887.00   | 0.11%             | 2031-12-08      | Floating      | 4.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -21946152 | PA      | $-22177775.48 | -2.36%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                             | ENBRIDGE INC COMMON STOCK                                     | CUSIP: 29250N956<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    727000 | NS      | $34788794.58  | 3.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAB MORTGAGE BACKED TR 2006-2                                           | CSAB MORTGAGE BACKED TRUST CSAB 2006 2 A6A                    | CUSIP: 12627HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2719595 | PA      | $742461.65    | 0.08%             | 2036-09-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                     | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25                  | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    600000 | PA      | $627779.39    | 0.07%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH (PHOENIX GUARANTOR INC)                              | PHOENIX GUARANTOR INC 2024 TERM LOAN B                        | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   3940100 | PA      | $3963839.35   | 0.42%             | 2031-02-21      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                            | VOLTAGRID LLC SECURED 144A 11/30 7.375                        | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2676323.00   | 0.28%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-NC1                                                     | GSAMP TRUST GSAMP 2006 NC1 M2                                 | CUSIP: 362334EE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9042266 | PA      | $9583407.82   | 1.02%             | 2036-02-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $25786.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-20                                           | GSAA HOME EQUITY TRUST GSAA 2006 20 1A2                       | CUSIP: 362351AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12420888 | PA      | $3527098.75   | 0.38%             | 2046-12-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| DIRECT CHASSISLINK (DCLI BIDCO LLC)                                      | DCLI BIDCO LLC 2ND MORTGAGE 144A 11/29 7.75                   | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3703364.82   | 0.39%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                        | VERUS SECURITIZATION TRUST VERUS 2023 8 A1 144A               | CUSIP: 92540DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    497314 | PA      | $502368.64    | 0.05%             | 2068-12-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | ET US TRS EQUITY SOFR+60 *BULLET* GST                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $-2993530.29  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 02/26 0.00000                                   | CUSIP: 912797SJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    537000 | PA      | $535328.71    | 0.06%             | 2026-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKECHERS (BEACH ACQUISITION BIDCO LLC)                                   | BEACH ACQUISITION BIDCO LLC USD TERM LOAN B                   | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    700000 | PA      | $706566.00    | 0.08%             | 2032-09-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2018-2                                     | MILL CITY MORTGAGE TRUST MCMLT 2018 2 B1 144A                 | CUSIP: 59980MAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2594501 | PA      | $2316962.23   | 0.25%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD TRY BOUGHT USD 20260209                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-7238.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY ABS SER 2004-2                                   | WELLS FARGO HOME EQUITY TRUST WFHET 2004 2 M7                 | CUSIP: 94980GAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620967 | PA      | $1707100.09   | 0.18%             | 2034-10-25      | Floating      | 8.35%                 | 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        |   8000000 | PA      | $8057874.00   | 0.86%             | 2029-12-18      | Floating      | 7.22%                 | No            |                  3 | On Loan: No      |
| KONA SPC LTD                                                             | KONA SPC LTD COMPANY GUAR 144A 09/26 VAR                      | CUSIP: ACI3000D0<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1179491.20   | 0.13%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| PACIFICORP                                                               | PACIFICORP JR SUBORDINA 09/55 VAR                             | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3569954.50   | 0.38%             | 2055-09-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797RJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $2446873.16   | 0.26%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                       | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 04/29 11.75          | CUSIP: 650929AC6<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |   3114001 | PA      | $2997225.96   | 0.32%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                           | REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8                     | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1481000 | PA      | $1581708.00   | 0.17%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                                            | VALVOLINE INC SR UNSECURED 144A 06/31 3.625                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3863410.32   | 0.41%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPO BANK AMERICA REPO                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   5400000 | PA      | $5400000.00   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1                        | FREDDIE MAC   SCRT SCRT 2018 1 BX                             | CUSIP: 35563PEX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4899675 | PA      | $2088856.86   | 0.22%             | 2057-05-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-2                                            | GSAA HOME EQUITY TRUST GSAA 2006 2 2A4                        | CUSIP: 362334AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3941018 | PA      | $3891202.32   | 0.41%             | 2035-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MTGE FUND TR 2006-AR3                                       | BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AR3 1A1               | CUSIP: 07400HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13433787 | PA      | $11971647.26  | 1.27%             | 2036-10-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-20                                           | GSAA HOME EQUITY TRUST GSAA 2006 20 A4A                       | CUSIP: 362351AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2127268 | PA      | $816165.66    | 0.09%             | 2046-12-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                             | PERATON CORP TERM LOAN B                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2752903 | PA      | $2560694.87   | 0.27%             | 2028-02-01      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM4 TRUST                                                     | GCAT GCAT 2023 NQM4 A1 144A                                   | CUSIP: 36171FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    828877 | PA      | $792952.23    | 0.08%             | 2067-05-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                              | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                      | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   9446765 | PA      | $92020935.26  | 9.79%             |  |  |  | No            |                  1 | On Loan: No      |
| TRONOX INCORPORATED                                                      | TRONOX INC SR SECURED 144A 09/30 9.125                        | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199850.76    | 0.02%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| POPULAR ABS MTGE PASS THRU TRUST 2006-E                                  | POPULAR ABS MORTGAGE PASS THRO POPLR 2006 E M1                | CUSIP: 73316TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11351325 | PA      | $10147080.82  | 1.08%             | 2037-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LIMITED PARTNERSHIP                                    | EXCELERATE ENERGY LP COMPANY GUAR 144A 05/30 8                | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4771161.00   | 0.51%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-INV3                                     | VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A            | CUSIP: 92540CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658787 | PA      | $668516.31    | 0.07%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| WHEELABRATOR TECHNOLOGIES INC (GRANITE ACQUISITION INC)                  | WIN WASTE INOVATION HLDNG INC 2025 1ST LIEN TERM LOAN         | CUSIP: 38723BAM3<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |   1492509 | PA      | $1501524.13   | 0.16%             | 2028-03-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL INC                                                       | VENTURE GLOBAL INC CL A COMMON STOCK USD.01                   | CUSIP: 92333F101<br>LEI: 2549007XC91CAB3E0N98 | Long             | EC               | CORP              | US        |  15699112 | NS      | $107067943.84 | 11.39%            |  |  |  | No            |                  1 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                     | THAMES WATER SUPER SEN SR SECURED REGS 10/27 9.75             | CUSIP: ACI2VYD73<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $1087427.76   | 0.12%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-R1                                                        | CIM TRUST CIM 2023 R1 A1A 144A                                | CUSIP: 12569RAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258639 | PA      | $257841.57    | 0.03%             | 2062-04-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                        | MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A           | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9026960.67   | 0.96%             | 2039-03-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AUCHAN (ELO SACA)                                                        | ELO SACA SR UNSECURED REGS 01/26 2.875                        | CUSIP: ACI1LZ6Q9<br>LEI: 969500ASEC557H5A4F22 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $939179.22    | 0.10%             | 2026-01-29      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORP TRUST 2018-RIVR                              | GS MORTGAGE SECURITIES TRUST GSMS 2018 RIVR A 144A            | CUSIP: 36255WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998281 | PA      | $658865.15    | 0.07%             | 2035-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                              | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                       | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4500000 | PA      | $104754.32    | 0.01%             | 2028-05-17      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2003-6                                   | NEW CENTURY HOME EQUITY LOAN T NCHET 2003 6 M1                | CUSIP: 64352VFD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378088 | PA      | $383837.83    | 0.04%             | 2034-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM4 TRUST                                                      | MFRA TRUST MFRA 2023 NQM4 A1 144A                             | CUSIP: 55286LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    602420 | PA      | $607693.29    | 0.06%             | 2068-12-25      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                                            | CHEPLAPHARM ARZNEIMITTEL SR SECURED 144A 06/31 7.125          | CUSIP: ACI2Y4GV0<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $843585.71    | 0.09%             | 2031-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-4                                            | GSAA HOME EQUITY TRUST GSAA 2006 4 4A3                        | CUSIP: 362334FK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4721187 | PA      | $2797795.17   | 0.30%             | 2036-03-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 02/26 0.00000                                   | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    189000 | PA      | $188276.75    | 0.02%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GATEWAY CASINOS & ENTERTAINMENT LIMITED                                  | GATEWY CSINS + ENTRTINMNT LTD 2024 TERM LOAN B                | CUSIP: BA000DCX3<br>LEI: 549300JSKBQMMD1B3U44 | Long             | LON              | CORP              | CA        |   2632687 | PA      | $2641466.69   | 0.28%             | 2030-12-18      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2006-4                                         | NOVASTAR HOME EQUITY LOAN NHEL 2006 4 A2D                     | CUSIP: 66988XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4555766 | PA      | $1786019.69   | 0.19%             | 2036-09-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -10000968 | PA      | $-10071620.52 | -1.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-16N                                                 | LEHMAN XS TRUST LXS 2007 16N 2A1                              | CUSIP: 52525BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1729136 | PA      | $1567706.75   | 0.17%             | 2047-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2004-FF10                                        | FIRST FRANKLIN MTG LOAN ASSET FFML 2004 FF10 M2               | CUSIP: 32027NMK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198504 | PA      | $182504.22    | 0.02%             | 2034-05-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIAMOND FINANCE LLC                           | DIAMOND FRGN/DIAMOND FIN SECURED 144A 10/30 8.5               | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3300000 | PA      | $3507744.90   | 0.37%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS2                                   | MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 M3 144A               | CUSIP: 59981TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2850000 | PA      | $2488513.70   | 0.26%             | 2059-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                         | CARPENTER TECHNOLOGY SR UNSECURED 144A 03/34 5.625            | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3254320.00   | 0.35%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -19771347 | PA      | $-20010778.50 | -2.13%            |  |  |  | No            |                  2 | On Loan: No      |
| FHF TRUST 2022-2                                                         | FIRST HELP FINANCIAL LLC FHF 2022 2A C 144A                   | CUSIP: 31568EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499582.45    | 0.05%             | 2030-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                       | SPRUCE BIDCO II INC JPY TERM LOAN                             | CUSIP: BA000FPQ9<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |  39265567 | PA      | $253206.58    | 0.03%             | 2032-01-30      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                 | CHORD ENERGY CORP COMPANY GUAR 144A 03/33 6.75                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1448687.80   | 0.15%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM1                                                     | GSAMP TRUST GSAMP 2006 FM1 A1                                 | CUSIP: 362334PF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12697938 | PA      | $9638395.27   | 1.03%             | 2036-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2005-EMX2                                   | RESIDENTIAL ASSET SECURITIES C RASC 2005 EMX2 M6              | CUSIP: 76110W2M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1822961 | PA      | $1830332.33   | 0.19%             | 2035-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                       | SW (FINANCE) I PLC SR SECURED REGS 12/41 7.375                | CUSIP: ACI2LKWT5<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $3071943.74   | 0.33%             | 2041-12-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP       | LADDER CAP FIN LLLP/CORP COMPANY GUAR 144A 07/31 7            | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3182919.00   | 0.34%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3                        | FREDDIE MAC   SCRT SCRT 2019 3 BXS                            | CUSIP: 35563PMB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17286844 | PA      | $7792221.40   | 0.83%             | 2058-10-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                        | PIEDMONT OPERATING PARTN COMPANY GUAR 07/29 6.875             | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4250775.76   | 0.45%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                                  | ALTICE FRAN LUX 3/HOLD 1 SR UNSECURED 144A 01/33 10           | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    900192 | PA      | $826717.07    | 0.09%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 04/26 0.00000                                   | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $891034.07    | 0.09%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-15                                   | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 15 M3                 | CUSIP: 126670MK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7200000 | PA      | $6132063.60   | 0.65%             | 2036-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN         | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 MINN C 144A         | CUSIP: 46650GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3953631.00   | 0.42%             | 2035-11-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2004-1                                   | RENAISSANCE HOME EQUITY LOAN T RAMC 2004 1 AV1                | CUSIP: 759950CA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1184906 | PA      | $1091480.09   | 0.12%             | 2034-05-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-GEL1                                      | STRUCTURED ASSET SECURITIES CO SASC 2006 GEL1 M3 144A         | CUSIP: 863576EJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7884977 | PA      | $7107486.48   | 0.76%             | 2035-11-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER RE LTD                                                     | CHARLES RIVER RE LTD SR UNSECURED 144A 05/31 VAR              | CUSIP: 159873AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1900000 | PA      | $1990630.00   | 0.21%             | 2031-05-10      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                 | AMERICAN ASSETS TRUST LP COMPANY GUAR 10/34 6.15              | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3661728.88   | 0.39%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2025-2                        | FREDDIE MAC   SCRT SCRT 2025 2 M 144A                         | CUSIP: 35563VCH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $418003.50    | 0.04%             | 2065-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TRUST 2007-OPT3                               | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT3 2A3             | CUSIP: 83612KAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1132580 | PA      | $1129183.29   | 0.12%             | 2037-08-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-2                                      | SAXON ASSET SECURITIES TRUST SAST 2007 2 A2B                  | CUSIP: 80556YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483325 | PA      | $360207.47    | 0.04%             | 2037-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| VARSITY BRANDS INC                                                       | VARSITY BRANDS INC 2025 1ST LIEN TERM LOAN                    | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |   6268500 | PA      | $6298870.88   | 0.67%             | 2031-08-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP INC (STONEPEAK NILE PARENT LLC)             | STONEPEAK NILE PARENT LLC TERM LOAN                           | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   2100000 | PA      | $2102625.00   | 0.22%             | 2032-04-09      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | PAA US TRS EQUITY SOFR+60 *BULLET* GST                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $-827332.28   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                     | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581              | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14990000 | PA      | $15850555.51  | 1.69%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD DKK BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |         1 | NC      | $-57569.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPT CORP 2006-AF2                                        | NOMURA ASSET ACCEPTANCE CORPOR NAA 2006 AF2 1A5               | CUSIP: 65536VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7830422 | PA      | $2021923.03   | 0.22%             | 2036-08-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC (STAR PARENT INC)                                      | STAR PARENT INC TERM LOAN B                                   | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   4924812 | PA      | $4936163.71   | 0.53%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQI CORP 2006-CH1                                    | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH1 M8              | CUSIP: 46629TAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4459636.00   | 0.47%             | 2036-07-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SECURI CORP TRUS 2007-NC1                                      | HSI ASSET SECURITIZATION CORPO HASC 2007 NC1 A1               | CUSIP: 40430TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103868 | PA      | $67777.11     | 0.01%             | 2037-04-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                                       | CERDIA FINANZ GMBH SR SECURED 144A 10/31 9.375                | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3116250.00   | 0.33%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| APS RESECURITIZATION TRUST 2014-1                                        | APS RESECURITIZATION TRUST APS 2014 1 1M 144A                 | CUSIP: 00191PAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6514901 | PA      | $1732836.57   | 0.18%             | 2054-08-28      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                     | COLLEGE AVE STUDENT LOANS CASL 2024 A C 144A                  | CUSIP: 19424RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    626000 | PA      | $655414.86    | 0.07%             | 2054-06-25      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                          | PFP III PFP 2024 11 A 144A                                    | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    265644 | PA      | $266481.66    | 0.03%             | 2039-09-17      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2005-S2                                        | STRUCTURED ASSET SECURITIES CO SASC 2005 NC2 M8               | CUSIP: 86359DCU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1004246 | PA      | $867532.75    | 0.09%             | 2035-05-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| DRYDEN 123 CLO LTD 2025-123A                                             | DRYDEN SENIOR LOAN FUND DRSLF 2025 123A SUB 144A              | CUSIP: 26253PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2418459.78   | 0.26%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2005-WCW3                                      | PARK PLACE SECURITIES INC PPSI 2005 WCW3 M4                   | CUSIP: 70069FLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5619000 | PA      | $5003133.44   | 0.53%             | 2035-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                             | ASPIRE BAKERIES HOLDINGS LLC 2025 TERM LOAN B                 | CUSIP: BA000LL56<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    992487 | PA      | $999439.81    | 0.11%             | 2030-12-23      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2025-FL17                    | MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A           | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499348.61    | 0.05%             | 2040-02-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPU BNYMELLON/RE RBC BARBADO                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -23313029 | PA      | $-23492901.97 | -2.50%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC                     | PRIMO / TRITON WATER HLD COMPANY GUAR 144A 04/29 6.25         | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2521397.28   | 0.27%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AG TRUST 2024-NLP                                                        | AG TRUST AG 2024 NLP A 144A                                   | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237583 | PA      | $239177.16    | 0.03%             | 2041-08-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| AMAWATERWAYS (LC AHAB US BIDCO LLC)                                      | LC AHAB US BIDCO LLC TERM LOAN B                              | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |   7914887 | PA      | $7947892.01   | 0.85%             | 2031-05-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                          | CAST   CREW LLC 2021 INCREMENTAL TERM LOAN                    | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |   2969065 | PA      | $1793137.12   | 0.19%             | 2028-12-29      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $39842.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP MLP                                                   | CUSIP: 55336V100<br>LEI: 5493000CZJ19CK4P3G36 | Long             | EC               | CORP              | US        |    829136 | NS      | $44250988.32  | 4.71%             |  |  |  | No            |                  1 | On Loan: No      |
| WINSTON RE LTD                                                           | WINSTON RE LTD UNSECURED 144A 02/31 VAR                       | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |   1000000 | PA      | $1059800.00   | 0.11%             | 2031-02-26      | Floating      | 15.31%                | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                         | DUN + BRADSTREET CORPOR THE 2025 REVOLVER                     | CUSIP: BA000K747<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |    227273 | PA      | $226751.45    | 0.02%             | 2032-08-26      | Floating      | 0.63%                 | No            |                  3 | 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        |   5000000 | PA      | $5006700.00   | 0.53%             | 2027-09-01      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM4                        | SECURITIZED ASSET BACKED RECEI SABR 2006 WM4 A1 144A          | CUSIP: 81377XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20056367 | PA      | $9156792.31   | 0.97%             | 2036-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| PATTERSON (PARADIGM PARENT LLC/PARADIGM PARENT CO-ISSUER INC)            | PARADIGM PRNT/CO ISSUER SR SECURED 144A 04/32 8.75            | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $181372.00    | 0.02%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                           | DATABRICKS INC DELAYED DRAW TERM LOAN                         | CUSIP: BA000D1C1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |   1069214 | PA      | $1087925.21   | 0.12%             | 2031-01-03      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                        | PIEDMONT OPERATING PARTN COMPANY GUAR 08/30 3.15              | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3307619.66   | 0.35%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MI WINDOWS AND DOORS LLC                                                 | MI WINDOWS AND DOORS LLC 2024 TERM LOAN B2                    | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |   2462625 | PA      | $2468018.15   | 0.26%             | 2031-03-28      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-HE3                                                     | GSAMP TRUST GSAMP 2005 HE3 M4                                 | CUSIP: 362341BT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1822235 | PA      | $1779343.43   | 0.19%             | 2035-06-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                              | SES S A COMMON STOCK                                          | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |     21303 | NS      | $331080.57    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FRANCE                                                            | ALTICE FRANCE SA SR SECURED 144A 07/32 6.875                  | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1925250 | PA      | $1847468.71   | 0.20%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-1                                       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 1 1A1A              | CUSIP: 41161PA60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19070808 | PA      | $12329969.71  | 1.31%             | 2036-03-19      | Floating      | 4.37%                 | No            |                  2 | 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        |    837650 | PA      | $841399.17    | 0.09%             | 2029-04-25      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1                            | GS MORTGAGE BACKED SECURITIES GSMBS 2018 RPL1 A1A 144A        | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1847616 | PA      | $1823769.17   | 0.19%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS PARTNERS LP                                          | ENTERPRISE PRODUCTS PARTNERS MLP                              | CUSIP: 293792107<br>LEI: K4CDIF4M54DJZ6TB4Q48 | Long             | EC               | CORP              | US        |   1023587 | NS      | $32816199.22  | 3.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FREEDOM MORTGAGE CORPORATION                                             | FREEDOM MORTGAGE CORP SR UNSECURED 144A 01/27 6.625           | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3021918.54   | 0.32%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HARP FINCO LIMITED                                                       | HARP FINCO LIMITED GBP TERM LOAN                              | CUSIP: BA0008GH5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3864857 | PA      | $5115532.04   | 0.54%             | 2032-03-27      | Floating      | 8.72%                 | No            |                  3 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2                        | FREDDIE MAC   SCRT SCRT 2024 2 BXS 144A                       | CUSIP: 35563PYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10408690 | PA      | $5053771.63   | 0.54%             | 2064-05-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | EPD US TRS EQUITY SOFR+60 *BULLET* GST                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $-1301242.47  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                                         | DUN + BRADSTREET CORPOR THE 2025 TERM LOAN                    | CUSIP: BA000K739<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |   2272727 | PA      | $2251876.20   | 0.24%             | 2032-08-26      | Floating      | 9.23%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -7839841 | PA      | $-7894830.73  | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-6                                       | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 6 2A4               | CUSIP: 54251RAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1614819 | PA      | $642297.30    | 0.07%             | 2036-07-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO BANK OF AMERICA REVERSE REPO                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1959426 | PA      | $-1961135.60  | -0.21%            |  |  |  | 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        |   3500000 | PA      | $4115617.67   | 0.44%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FINANCE PLC                                           | NORTHUMBRIAN WATER FIN COMPANY GUAR REGS 02/31 4.5            | CUSIP: ACI2CV330<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2637464.69   | 0.28%             | 2031-02-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QS14                                 | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS14 A25             | CUSIP: 74922GBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4119650 | PA      | $3456009.39   | 0.37%             | 2036-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                    | PROMOTORA DE INFORMACIONES SA 2025 EUR 1ST LIEN TERM LOAN     | CUSIP: BA000KZZ7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |   3197681 | PA      | $3695683.41   | 0.39%             | 2029-12-31      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| LAKESHORE LEARNING MATERIALS LLC                                         | LAKESHORE LEARNING MATERIALS TERM LOAN                        | CUSIP: 51207KAB5<br>LEI: 9845007F777G13ADC933 | Long             | LON              | CORP              | US        |   3589293 | PA      | $2709916.05   | 0.29%             | 2028-09-29      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/3.75000 06/20/24-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $63.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -13649322 | PA      | $-13666800.89 | -1.45%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $200000.00    | 0.02%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBK SEC 2005-AQ2                                        | BEAR STEARNS ASSET BACKED SECU BSABS 2005 AQ2 M2              | CUSIP: 0738792W7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17460411 | PA      | $17138629.37  | 1.82%             | 2035-09-25      | Floating      | 4.61%                 | 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        |   5100000 | PA      | $5965030.29   | 0.63%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY PARTNERS LLC                                     | HOWARD MIDSTREAM ENERGY SR UNSECURED 144A 07/32 7.375         | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3906587.54   | 0.42%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-CH2                                      | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AF6             | CUSIP: 46629QAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1917698 | PA      | $1146274.62   | 0.12%             | 2036-10-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                            | X CORP TERM LOAN                                              | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  10014406 | PA      | $9860634.62   | 1.05%             | 2029-10-26      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                  | TRUIST INSURANCE HOLDINGS LLC 2024 TERM LOAN B                | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3700000 | PA      | $3710804.00   | 0.39%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/3.75000 12/17/25-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $34336.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                    | CIVITAS RESOURCES INC COMPANY GUAR 144A 06/33 9.625           | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2160686.38   | 0.23%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                             | VISTA MANAGEMENT HOLDING INC 2025 TERM LOAN B                 | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |   5940000 | PA      | $6005577.60   | 0.64%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                | SUNOCO LP MLP                                                 | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             | EC               | CORP              | US        |    117800 | NS      | $6173898.00   | 0.66%             |  |  |  | No            |                  1 | 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        |    100000 | PA      | $100405.70    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | 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        |   4532177 | PA      | $3853664.55   | 0.41%             | 2029-07-06      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO TORONTO DOMINIO                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3150840 | PA      | $-3158063.30  | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD TRY BOUGHT USD 20260109                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-5970.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST 2007-M1                                                  | CHASEFLEX TRUST CFLX 2007 M1 2F5                              | CUSIP: 16165YAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1455206 | PA      | $1246379.62   | 0.13%             | 2037-08-25      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT GBP SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $34230.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-WMC3                                     | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC3 A1MZ           | CUSIP: 46629KAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3337262 | PA      | $2146396.33   | 0.23%             | 2036-08-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2007-2                                     | AMERICAN HOME MORTGAGE ASSETS AHMA 2007 2 A1                  | CUSIP: 026930AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2476584 | PA      | $2252549.18   | 0.24%             | 2047-03-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2 LLC                                                       | PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 RCF2 A1 144A         | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330320 | PA      | $327727.83    | 0.03%             | 2053-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $498681.48    | 0.05%             | 2026-01-29      | 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        |   8429419 | PA      | $3458916.83   | 0.37%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                       | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE B TERM LOAN       | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    345567 | PA      | $220299.08    | 0.02%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-16                                           | GSAA HOME EQUITY TRUST GSAA 2006 16 A3A                       | CUSIP: 362256AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12457462 | PA      | $3872341.01   | 0.41%             | 2036-10-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                              | STARWOOD PROPERTY TRUST SR UNSECURED 144A 04/29 7.25          | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2854850.40   | 0.30%             | 2029-04-01      | Fixed         | 7.25%                 | 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        |    660600 | PA      | $1026221.10   | 0.11%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC4 TRUST                                                    | PRKCM TRUST PRKCM 2023 AFC4 A1 144A                           | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583975 | PA      | $591310.25    | 0.06%             | 2058-11-25      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| UNITED PACIFIC (AKA: APRO LLC)                                           | APRO LLC 2024 TERM LOAN B                                     | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |   4935019 | PA      | $4965862.71   | 0.53%             | 2031-07-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3969739 | PA      | $-3977202.01  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| BDS 2025-FL14 LLC                                                        | BDS LTD BDS 2025 FL14 A 144A                                  | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499554.00    | 0.05%             | 2042-10-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD EUR BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-665961.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LIMITED                                         | TRANSOCEAN INTERNTNL LTD SR SECURED 144A 10/32 7.875          | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   1963000 | PA      | $2059453.99   | 0.22%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES COMPANY                                                | MATADOR RESOURCES CO COMPANY GUAR 144A 04/33 6.25             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4020600.00   | 0.43%             | 2033-04-15      | Fixed         | 6.25%                 | 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        |    200000 | PA      | $204747.60    | 0.02%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                             | AMS OSRAM AG SR UNSECURED 144A 03/29 12.25                    | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    900000 | PA      | $960455.70    | 0.10%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2005-A10                                     | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A10 A3               | CUSIP: 45660LXM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4131308 | PA      | $1736028.30   | 0.18%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                                       | SPRUCE BIDCO II INC TERM LOAN                                 | CUSIP: BA000FPP1<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |   2023228 | PA      | $2040607.47   | 0.22%             | 2032-01-30      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| ANGLIAN WATER SERVICES FINANCING PLC                                     | ANGLIAN WATER SERV FIN SR SECURED REGS 06/39 6                | CUSIP: ACI2GR269<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $3037138.89   | 0.32%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                      | FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125                  | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3230891.27   | 0.34%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                            | SUBCALIDORA 2 2024 EUR TERM LOAN                              | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   3338064 | PA      | $3942507.07   | 0.42%             | 2029-08-14      | Floating      | 7.77%                 | No            |                  3 | 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        |   2500000 | PA      | $3152644.18   | 0.34%             | 2028-05-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST  2018-B6                                        | BENCHMARK MORTGAGE TRUST BMARK 2018 B6 A2                     | CUSIP: 08162CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464217 | PA      | $463406.72    | 0.05%             | 2051-10-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                           | SMRT SMRT 2022 MINI A 144A                                    | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500125.65    | 0.05%             | 2039-01-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                         | ILLUMINATE BUYER LLC 2025 TERM LOAN B                         | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |   3267042 | PA      | $3273755.98   | 0.35%             | 2029-12-31      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL-2006-HE6                                      | MORGAN STANLEY CAPITAL INC MSAC 2006 HE6 A2FP                 | CUSIP: 61750FAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    768440 | PA      | $266553.76    | 0.03%             | 2036-09-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT 2017-2                                                | FREDDIE MAC   SCRT SCRT 2017 2 BIO 144A                       | CUSIP: 35563PBM0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  31748749 | PA      | $3830635.81   | 0.41%             | 2056-08-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2018-RP1                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP1 M2 144A          | CUSIP: 17326QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16643050 | PA      | $15066771.76  | 1.60%             | 2064-09-25      | Variable      | 3.00%                 | 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        |   3500000 | PA      | $3574527.81   | 0.38%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARGUS MEDIA (FLEET US BIDCO INC)                                         | FLEET MIDCO I LIMITED 2024 1ST LIEN TERM LOAN B               | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2409112 | PA      | $2424169.00   | 0.26%             | 2031-02-21      | Floating      | 6.62%                 | No            |                  3 | On Loan: No      |
| PRPM 2023-NQM3 TRUST                                                     | PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 NQM3 A1 144A         | CUSIP: 69380TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644621 | PA      | $651370.39    | 0.07%             | 2068-11-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC) | TOUCAN FINCO LTD/CAN/US SR SECURED 144A 05/30 9.5             | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    700000 | PA      | $699675.55    | 0.07%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORPORATION                                              | KIOXIA HOLDINGS CORP COMPANY GUAR 144A 07/30 6.25             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $926762.10    | 0.10%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                         | ITT HOLDINGS LLC 2025 REPRICED TERM LOAN B                    | CUSIP: 45070BAK1<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |    970100 | PA      | $977012.40    | 0.10%             | 2030-10-11      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO MORGAN STANLEY                                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -13082661 | PA      | $-13218894.74 | -1.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                       | BURFORD CAPITAL GLBL FIN COMPANY GUAR 144A 07/31 9.25         | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4226513.70   | 0.45%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                    | CZECHOSLOVAK GROUP SR SECURED 144A 01/31 6.5                  | CUSIP: ACI2Y9LD3<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    200000 | PA      | $205701.93    | 0.02%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE INVESTMENT TRUST 2004-1                                   | AAMES MORTGAGE INVESTMENT TRUS AMIT 2004 1 M7                 | CUSIP: 00252FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2836160.60   | 0.30%             | 2035-01-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-HE9                                    | MORGAN STANLEY CAPITAL INC MSAC 2004 HE9 M6                   | CUSIP: 61744CJY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1741138 | PA      | $1538924.79   | 0.16%             | 2034-11-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD BRL BOUGHT USD 20260303                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $336.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT TRY SOLD USD 20260218                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $3946.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-HE3                                      | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2B              | CUSIP: 17310VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2461748 | PA      | $1722153.02   | 0.18%             | 2036-12-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                     | INEOS US FINANCE LLC 2024 USD 1ST LIEN TERM LOAN B            | CUSIP: G4768PAS0<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    344431 | PA      | $277482.26    | 0.03%             | 2031-02-07      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE1                      | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE1 2M1             | CUSIP: 07389UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22785379 | PA      | $22035015.79  | 2.34%             | 2037-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)                                | VMED O2 UK FINANCING I SR SECURED 144A 04/32 7.75             | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   8700000 | PA      | $9077145.00   | 0.97%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT 2017-2                                                | FREDDIE MAC   SCRT SCRT 2017 2 XSIO 144A                      | CUSIP: 35563PBN8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        | 122836020 | PA      | $516316.64    | 0.05%             | 2056-08-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -2149650 | PA      | $-2204700.15  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A1                                      | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A1 1A3               | CUSIP: 45660L6K0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997589 | PA      | $424420.92    | 0.05%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CO-2006-BC3                                  | STRUCTURED ASSET SECURITIES CO SASC 2006 BC3 A3               | CUSIP: 86359PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3582665 | PA      | $3092470.09   | 0.33%             | 2036-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1002870 | PA      | $-1004067.52  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | CCA VINTAGE 2026  DEC26 IFED 20261224                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      1284 | NC      | $1521226.72   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                    | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878        | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |   5400000 | PA      | $5850247.45   | 0.62%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                             | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR B 144A             | CUSIP: 12564NAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3115000 | PA      | $3039398.33   | 0.32%             | 2038-11-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | PARIBAS REVERSE REPO EUR ZCP                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |   -542862 | PA      | $-637971.42   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                     | LIFEPOINT HEALTH INC 2024 1ST LIEN TERM LOAN B                | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |   6599876 | PA      | $6628915.95   | 0.71%             | 2031-05-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3                        | FREDDIE MAC   SCRT SCRT 2020 3 BXS 144A                       | CUSIP: 35563PUB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    589237 | PA      | $340071.25    | 0.04%             | 2060-05-25      | Variable      | 5.75%                 | 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        |   3579186 | PA      | $3700241.29   | 0.39%             | 2029-05-30      | Floating      | 9.84%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | PAA US TRS EQUITY SOFR+60 *BULLET* FAR                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $1047811.75   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACK SEC 2006-HE8                                      | BEAR STEARNS ASSET BACKED SECU BSABS 2006 HE8 2M2             | CUSIP: 07388JAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3264217 | PA      | $3190602.20   | 0.34%             | 2036-10-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD GBP BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-846906.22   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                          | VALARIS LTD SECURED 144A 04/30 8.375                          | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   7850000 | PA      | $8172470.15   | 0.87%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| APEX CREDIT CLO 2021-2A                                                  | APEX CREDIT CLO LLC APEXC 2021 2A SUB 144A                    | CUSIP: 58406DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $1871142.42   | 0.20%             | 2034-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QS12                                 | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS12 2A4             | CUSIP: 751151AH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2191693 | PA      | $1790273.38   | 0.19%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARM MUSTANG EXPRESS HOLDCO LLC                                           | MUSTANG EXPRESS SERIES A PFD                                  | CUSIP: 990ABAYE9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5700 | NS      | $6000000.00   | 0.64%             |  |  |  | No            |                  3 | On Loan: No      |
| ABSLT DE 2024 LLC                                                        | ABSLT DE 2024 LLC CLN 2024 1 05/33 1                          | CUSIP: 00401BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2922669.30   | 0.31%             | 2033-05-20      | Floating      | 12.23%                | No            |                  3 | On Loan: No      |
| HESS MIDSTREAM LP                                                        | HESS MIDSTREAM LP   CLASS A COMMON STOCK                      | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172570 | NS      | $5953665.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                                            | B+G FOODS INC SR SECURED 144A 09/28 8                         | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3152383.58   | 0.34%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                             | HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95              | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2958728.16   | 0.31%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2 TRUST                                                     | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 RPL2 A1A 144A          | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2394587 | PA      | $2050497.92   | 0.22%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SAU/ ENFRAGEN CHILE SPA/ ENFRAGEN SPAIN SAU         | ENFRAGEN ENERGIA SUR SAU SR SECURED 144A 06/32 8.499          | CUSIP: 29281MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2076592.88   | 0.22%             | 2032-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY ASSET TRUST 2006-4                                           | HOME EQUITY ASSET TRUST HEAT 2006 4 M1                        | CUSIP: 437084VR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3402408 | PA      | $3499999.43   | 0.37%             | 2036-08-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO/F. H. DEACON HOD 12/15 FIXED 2.079               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -16653397 | PA      | $-16659933.81 | -1.77%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                           | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000           | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |   8298000 | PA      | $6407674.11   | 0.68%             | 2032-04-05      | None          | 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        |    300000 | PA      | $271471.86    | 0.03%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PRO INC 2004-RS1                                  | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 RS1 MII2             | CUSIP: 760985N98<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3618416 | PA      | $3836868.04   | 0.41%             | 2034-01-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| ARM MUSTANG EXPRESS HOLDCO LLC                                           | MUSTANG EXPRESS SERIES A PFD U MUSTANG EXPRESS SERIES A PFD U | CUSIP: 958LNU906<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     24000 | NS      | $24000000.00  | 2.55%             |  |  |  | No            |                  3 | On Loan: No      |
| KRAKEN OIL & GAS PARTNERS LLC                                            | KRAKEN OIL + GAS PARTNER SR UNSECURED 144A 08/29 7.625        | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4559797.38   | 0.49%             | 2029-08-15      | Fixed         | 7.62%                 | 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        |   4444444 | PA      | $4455041.76   | 0.47%             | 2028-08-31      | Floating      | 8.87%                 | No            |                  3 | On Loan: No      |
| N/A                                                                      | SOLD CAD BOUGHT USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-408.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                               | GOEASY LTD SR UNSECURED 144A 07/29 7.625                      | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197932.95    | 0.02%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REPU BNYMELLON/RE RBC BARBADO                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -26996756 | PA      | $-27007521.14 | -2.87%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT 2017-2                                                | FREDDIE MAC   SCRT SCRT 2017 2 B 144A                         | CUSIP: 35563PBK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3181831 | PA      | $522598.59    | 0.06%             | 2056-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-15CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 15CB A7             | CUSIP: 02151CAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    967002 | PA      | $558822.58    | 0.06%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | 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        |    107196 | PA      | $107675.98    | 0.01%             | 2029-04-25      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| PATTERSON CO (PARADIGM PARENT LLC)                                       | PARADIGM PARENT LLC 1ST LIEN TERM LOAN                        | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |   1097250 | PA      | $969184.47    | 0.10%             | 2032-04-16      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-11                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 11 AF5A               | CUSIP: 126670CK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    507520 | PA      | $494505.01    | 0.05%             | 2036-02-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY 2004-D                                                | CENTEX HOME EQUITY CXHE 2004 D MV1                            | CUSIP: 152314LQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402003 | PA      | $398534.66    | 0.04%             | 2034-09-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2007-BR3                                        | SECURITIZED ASSET BACKED RECEI SABR 2007 BR3 A2B              | CUSIP: 81377NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1461372 | PA      | $997672.18    | 0.11%             | 2037-04-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                           | GRAY MEDIA INC SR SECURED 144A 07/29 10.5                     | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2617343.28   | 0.28%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CASSINI SAS                                                              | COMEXPOSIUM 2019 EUR REVOLVER                                 | CUSIP: 945BLZII6<br>LEI: 9695009FFM30CUZ8FO85 | Long             | LON              | CORP              | FR        |    564707 | PA      | $809645.71    | 0.09%             | 2031-10-16      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| GRAY MEDIA INC                                                           | GRAY MEDIA INC SECURED 144A 07/32 9.625                       | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623114.02    | 0.07%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT MXN SOLD USD 20260318                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $5.89         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                 | CHAMPION IRON CANADA INC COMPANY GUAR 144A 07/32 7.875        | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6500000 | PA      | $6927114.74   | 0.74%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3468000 | PA      | $-3475889.70  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                     | WEC ENERGY GROUP INC 92939UA 7 SERIES 2024A                   | CUSIP: 958XBKII6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8043189.12   | 0.86%             | 2055-06-15      | Floating      | 6.69%                 | Yes           |                  3 | On Loan: No      |
| CENTEX HOME EQUITY LOAN TRUST 2006-A                                     | CENTEX HOME EQUITY CXHE 2006 A M4                             | CUSIP: 15231AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17000000 | PA      | $15487530.40  | 1.65%             | 2036-06-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2006-KS1                                    | RESIDENTIAL ASSET SECURITIES C RASC 2006 KS1 M4               | CUSIP: 76113AAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $3464941.16   | 0.37%             | 2036-02-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | WES US TRS EQUITY SOFR+60 *BULLET* GST                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $-466883.11   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5                                  | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2             | CUSIP: 83613FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7147985 | PA      | $5647767.48   | 0.60%             | 2037-10-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT EUR SOLD USD 20260114                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $9563.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE SA                                                                | ALTICE HOLDINGS 1 12/99 0                                     | CUSIP: 000000000<br>LEI: 549300LA7PKCH18B3S39 | Long             | EC               | CORP              | LU        |      3764 | NS      | $62481.27     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                       | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE A TERM LOAN       | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |   1958214 | PA      | $1642452.03   | 0.17%             | 2029-04-30      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                     | COLLEGE AVE STUDENT LOANS CASL 2024 A D 144A                  | CUSIP: 19424RAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    902000 | PA      | $962697.74    | 0.10%             | 2054-06-25      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| AMEX GBT (GBT US III LLC)                                                | GBT US III LLC 2025 TERM LOAN B1                              | CUSIP: 36154HAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3960000 | PA      | $3978433.80   | 0.42%             | 2031-07-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2005-7XS                                       | STRUCTURED ASSET SECURITIES CO SASC 2005 7XS M1               | CUSIP: 86359B7L9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93578 | PA      | $95969.21     | 0.01%             | 2035-04-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SEVITA (NATIONAL MENTOR HOLDINGS INC)                                    | NATIONAL MENTOR HOLDINGS SR SECURED 144A 12/30 10.5           | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2767127.61   | 0.29%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PTHW 2025-RTL1 PT                                                        | PTHW 2025 RTL1 PT                                             | CUSIP: 990ABZHM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4898518 | PA      | $4940182.25   | 0.53%             | 2045-11-01      | Fixed         | 7.75%                 | Yes           |                  3 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-1                        | FREDDIE MAC   SCRT SCRT 2020 1 BXS                            | CUSIP: 35563PPP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12062695 | PA      | $6348955.60   | 0.68%             | 2059-08-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                            | SIXTH STREET LENDING PAR SR UNSECURED 07/30 6.125             | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3696533.53   | 0.39%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOODS LLC                                                   | GOLDEN STATE FOOD LLC TERM LOAN B                             | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3950100 | PA      | $3979725.25   | 0.42%             | 2031-12-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4                        | FREDDIE MAC   SCRT SCRT 2019 4 BXS 144A                       | CUSIP: 35563PNE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2495147 | PA      | $1041037.62   | 0.11%             | 2059-02-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO WELLS FARGO REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -16288488 | PA      | $-16368423.94 | -1.74%            |  |  |  | No            |                  2 | On Loan: No      |
| INGEVITY CORPORATION                                                     | INGEVITY CORP COMPANY GUAR 144A 11/28 3.875                   | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3813943.38   | 0.41%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-AHP                                    | BX TRUST BX 2022 AHP E 144A                                   | CUSIP: 05610FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2993643.60   | 0.32%             | 2039-01-17      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT MXN SOLD USD 20260129                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $274579.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KBR INC                                                                  | KBR INC COMPANY GUAR 144A 09/28 4.75                          | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1251362.75   | 0.13%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                             | COTIVITI CORPORATION 2024 TERM LOAN                           | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |   2947688 | PA      | $2839610.54   | 0.30%             | 2031-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                    | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2291377.00   | 0.24%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER (OSPREY) FINANCING PLC                                     | ANGLIAN WATER OSPREY FIN SR SECURED REGS 07/28 2              | CUSIP: ACI1YTKG5<br>LEI: 21380072JDZ74GW9ZY87 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $3087746.05   | 0.33%             | 2028-07-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TRUST 2006-11                                     | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 11 1A6                | CUSIP: 61749WAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2547809 | PA      | $418002.13    | 0.04%             | 2036-08-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC                     | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7              | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100291.15    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | BOUGHT BRL SOLD USD 20260203                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-46503.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3                                                      | LUXCO3 SHARES COMMON STOCK                                    | CUSIP: 929YHW907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     54066 | NS      | $953820.05    | 0.10%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NUMERICABLE US LLC                                                       | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                       | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    460884 | PA      | $461363.59    | 0.05%             | 2031-05-31      | Floating      | 10.86%                | 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        |   1120222 | PA      | $1079917.69   | 0.11%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MODULAIRE (BCP V MODULAR SERVICES FINANCE II PLC)                        | BCP MODULAR SERVICES SR SECURED 144A 07/31 6.5                | CUSIP: ACI2YGQW0<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |   1550000 | PA      | $1706492.59   | 0.18%             | 2031-07-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                              | YORKSHIRE WATER FINANCE SR SECURED REGS 04/30 5.25            | CUSIP: ACI2D68P0<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2712354.34   | 0.29%             | 2030-04-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BDO USA PC (AKA: BDO USA PA)                                             | BDO USA P C 2025 TERM LOAN                                    | CUSIP: BA000RR32<br>LEI: 549300HCLKYOUFB75R55 | Long             | LON              | CORP              | US        |    340602 | PA      | $337340.52    | 0.04%             | 2028-08-31      | Floating      | 8.34%                 | No            |                  3 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-7                                          | ANGEL OAK MORTGAGE TRUST AOMT 2023 7 A1 144A                  | CUSIP: 03466DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    817225 | PA      | $815613.19    | 0.09%             | 2067-11-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| YINSON PRODUCTION FINANCIAL SERVICES PTE LTD                             | YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6       | CUSIP: ACI2NT341<br>LEI: 254900TYMSC94RS33U73 | Long             | DBT              | CORP              | SG        |   3000000 | PA      | $3146414.28   | 0.33%             | 2029-05-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                       | NEWFOLD DIGITAL HLDGS GRP INC. 2025 SUPER PRTY NEW MONEY TL A | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |    328077 | PA      | $309417.49    | 0.03%             | 2029-04-30      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LIMITED                                                 | SEADRILL FINANCE LTD SECURED 144A 08/30 8.375                 | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |   4475000 | PA      | $4656926.65   | 0.50%             | 2030-08-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                     | COLLEGE AVE STUDENT LOANS CASL 2024 A R 144A                  | CUSIP: 19424R108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5009 | PA      | $2747951.93   | 0.29%             | 2054-06-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CHASEFLEX TRUST 2007-M1                                                  | CHASEFLEX TRUST CFLX 2007 M1 2AV2                             | CUSIP: 16165YAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997271 | PA      | $836851.48    | 0.09%             | 2037-08-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2005-2XS                                       | STRUCTURED ASSET SECURITIES CO SASC 2005 2XS M1               | CUSIP: 86359B2K6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100466 | PA      | $1056926.50   | 0.11%             | 2035-02-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                             | ROMANIA SR UNSECURED 144A 03/31 5.375                         | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2500000 | PA      | $3060397.05   | 0.33%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                           | DATABRICKS INC LAST OUT TERM LOAN                             | CUSIP: 23803RAB7<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |   4830786 | PA      | $4915324.79   | 0.52%             | 2031-01-03      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                    | ENVALIOR FINANCE GMBH USD TERM LOAN B1                        | CUSIP: D255LZAC9<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |   1970187 | PA      | $1840716.05   | 0.20%             | 2030-04-01      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD MXN BOUGHT USD 20260130                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-1036.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COASTAL WASTE & RECYCLING (TIDAL WASTE & RECYCLING HOLDINGS LLC)         | TIDL WSTE + RCYLNG HOLDIG LLC TERM LOAN B                     | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |   2878253 | PA      | $2903797.64   | 0.31%             | 2031-10-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                      | AXON ENTERPRISE INC SR UNSECURED 144A 03/33 6.25              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417796.86    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | 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        |    650000 | PA      | $696475.00    | 0.07%             | 2026-06-08      | Floating      | 20.81%                | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PROD 2006-RS2                                 | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS2 A3A              | CUSIP: 76112B2D1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234205 | PA      | $232848.37    | 0.02%             | 2036-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| BIOGROUP (CAB SELAS)                                                     | CAB SR SECURED REGS 02/28 3.375                               | CUSIP: ACI1VH241<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |   3200000 | PA      | $3665290.82   | 0.39%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-4                                         | TOWD POINT MORTGAGE TRUST TPMT 2018 4 A1 144A                 | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1489511 | PA      | $1422500.58   | 0.15%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2007-HE5               | ACE SECURITIES CORP. ACE 2007 HE5 A2B                         | CUSIP: 000797AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2081371 | PA      | $664029.25    | 0.07%             | 2037-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-85CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 85CB 2A5            | CUSIP: 12668BEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1432232 | PA      | $1107561.61   | 0.12%             | 2036-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT BASED ASSET SRVC & SEC 2006-CB1                                   | CREDIT BASED ASSET SERVICING A CBASS 2006 CB1 AF2             | CUSIP: 81375WHH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18027 | PA      | $15565.12     | 0.00%             | 2036-01-25      | Variable      | 5.74%                 | 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        |    650000 | PA      | $712075.00    | 0.08%             | 2026-06-08      | Floating      | 26.38%                | No            |                  2 | On Loan: No      |
| SEMPRA                                                                   | SEMPRA JR SUBORDINA 04/56 VAR                                 | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2658253.75   | 0.28%             | 2056-04-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED GAS & OIL CORPORATION                                        | DIVERSIFIED GAS + OIL CO SR SECURED 144A REGS 04/29 9.7       | CUSIP: ACI2W1Q54<br>LEI: 5493008O08WU7K5XC271 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2587810.79   | 0.28%             | 2029-04-09      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                            | ALTICE FRANCE SA 2025 EUR EXT TERM LOAN B14                   | CUSIP: BA000QF86<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     76814 | PA      | $90473.18     | 0.01%             | 2031-05-31      | Floating      | 8.89%                 | 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        |   5700000 | PA      | $5747516.40   | 0.61%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                      | INSULET CORPORATION SR UNSECURED 144A 04/33 6.5               | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5335706.70   | 0.57%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORTUNITIES PARTNERS JV LLC                                     | CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE B    | CUSIP: 955SEVII3<br>LEI: 5493003CSKFS2RY0JR63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305587.61    | 0.03%             | 2030-03-20      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | ENERGY TRANSFER LP MLP                                        | CUSIP: 29273V100<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EC               | CORP              | US        |   2154999 | NS      | $35535933.51  | 3.78%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                      | REVERSE REPO THE BANK OF NOVA REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -3045570 | PA      | $-3052587.50  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                                    | CLOVER HOLDINGS 2 LLC FIXED TERM LOAN B                       | CUSIP: 18914DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2885500 | PA      | $2878286.25   | 0.31%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-5                                        | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 5 M1                | CUSIP: 542514HD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1094272 | PA      | $1084667.27   | 0.12%             | 2034-09-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| SABESP LUX SARL                                                          | SABESP LUX SARL COMPANY GUAR 144A 08/30 5.625                 | CUSIP: 785170AB7<br>LEI: 984500C7VFFH4QD3B757 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $602788.87    | 0.06%             | 2030-08-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITY OF DETROIT                                                          | DETROIT MI DET 04/44 ADJUSTABLE VAR                           | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    497159 | PA      | $389813.47    | 0.04%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -24822740 | PA      | $-24855216.30 | -2.64%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO SOCIETE GENERALE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -4021936 | PA      | $-4049382.35  | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2018-RP1                                   | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP1 A1 144A          | CUSIP: 17326QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2087435 | PA      | $2062632.74   | 0.22%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TREASURY BILL 01/26 0.00000                                   | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    136000 | PA      | $135854.61    | 0.01%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ABS 2006-FF13                                    | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF13 A1               | CUSIP: 30247DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10883896 | PA      | $7051583.47   | 0.75%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RFR USD SOFR/3.75000 12/17/25-20Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $351853.25    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -299383 | PA      | $-299736.20   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORPORATION                                                 | CHORD ENERGY CORP COMPANY GUAR 144A 10/30 6                   | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508034.00    | 0.05%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQI CORP 2006-CW2                                    | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CW2 AF4             | CUSIP: 46629BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1138909 | PA      | $668294.23    | 0.07%             | 2036-08-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2006-2                                            | GSAA HOME EQUITY TRUST GSAA 2006 2 2A5                        | CUSIP: 362334AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    734190 | PA      | $658959.90    | 0.07%             | 2035-12-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2004-OPT1                                     | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 OPT1 M6              | CUSIP: 17307GJN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1894037 | PA      | $1538758.09   | 0.16%             | 2034-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                               | FISERV INC COMMON STOCK USD.01                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |    119900 | NS      | $8053683.00   | 0.86%             |  |  |  | No            |                  1 | 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        |   2500000 | PA      | $2215103.00   | 0.24%             | 2038-11-15      | Floating      | 6.87%                 | 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        |   2032463 | PA      | $1960595.10   | 0.21%             | 2030-07-31      | Fixed         | 9.09%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                                                     | INEOS US FINANCE LLC 2023 USD TERM LOAN B                     | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   2839448 | PA      | $2311495.28   | 0.25%             | 2030-02-18      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC)                            | CLYDESDALE ACQUISITION COMPANY GUAR 144A 04/30 8.75           | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5595722.00   | 0.60%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | REVERSE REPO DEUTSCHE REVERSE REPO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -447750 | PA      | $-448264.29   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| REALTRUCK GROUP INC                                                      | REALTRUCK GROUP INC 2023 INCREMENTAL TERM LOAN                | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |   3283291 | PA      | $2570816.96   | 0.27%             | 2028-01-31      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                             | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 5.75           | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3161880.00   | 0.34%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                  | QUIDELORTHO CORP TERM LOAN                                    | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |   3391500 | PA      | $3394145.37   | 0.36%             | 2032-08-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| TC ENERGY CORPORATION                                                    | TC ENERGY CORP COMMON STOCK                                   | CUSIP: 87807B909<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    337000 | NS      | $18557036.17  | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-2                                            | GSAA HOME EQUITY TRUST GSAA 2007 2 AV1                        | CUSIP: 3622EUAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8407278 | PA      | $1488878.43   | 0.16%             | 2037-03-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV INC 2004-WMC4                                 | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 WMC4 M2              | CUSIP: 59020UDG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1174151 | PA      | $1171898.51   | 0.12%             | 2035-04-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST 2018-B5                                         | BENCHMARK MORTGAGE TRUST BMARK 2018 B5 A2                     | CUSIP: 08160BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195725 | PA      | $194588.24    | 0.02%             | 2051-07-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                                            | GFL ENVIRONMENTAL INC 2025 TERM LOAN B                        | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | CA        |   2693250 | PA      | $2708062.88   | 0.29%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| MASTR ADJ RATE MTGE TRUST 2007-HF2                                       | MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF2 A2               | CUSIP: 57645TAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735565 | PA      | $284276.91    | 0.03%             | 2037-09-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SAXON ASSET SECURITIES TR 2004-3                                         | SAXON ASSET SECURITIES TRUST SAST 2004 3 M1                   | CUSIP: 805564QV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1122113 | PA      | $1097528.88   | 0.12%             | 2034-12-26      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORPORATION                                                    | NCR VOYIX CORP COMPANY GUAR 144A 10/30 5.25                   | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   3484000 | PA      | $3353350.00   | 0.36%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHASEFLEX TRUST 2007-M1                                                  | CHASEFLEX TRUST CFLX 2007 M1 2AV3                             | CUSIP: 16165YAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2280157 | PA      | $1933969.27   | 0.21%             | 2037-08-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                             | UNIVISION COMMUNICATIONS SR SECURED 144A 07/31 8.5            | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3136362.00   | 0.33%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                        | WBI OPERATING LLC COMPANY GUAR 144A 10/30 6.25                | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013420.00   | 0.21%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | PAA US TRS EQUITY SOFR+75 BOA                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         1 | NC      | $16651.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF7                              | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF7 2A4               | CUSIP: 320277AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1335046.50   | 0.14%             | 2036-05-25      | Floating      | 4.33%                 | 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        |   3300000 | PA      | $4026815.18   | 0.43%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                                    | HILTON DOMESTIC OPERATIN COMPANY GUAR 144A 09/33 5.75         | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $716744.00    | 0.08%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | SOLD HKD BOUGHT USD 20260121                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $1841.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A          | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939275 | PA      | $928354.66    | 0.10%             | 2037-04-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGES TRUST 2006-OA2                           | MASTR ADJUSTABLE RATE MORTGAGE MARM 2006 OA2 1A1              | CUSIP: 55275NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4597274 | PA      | $3550041.56   | 0.38%             | 2046-12-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                       | VIKING CRUISES LTD COMPANY GUAR 144A 07/31 9.125              | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2700000 | PA      | $2892766.50   | 0.31%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| THE ADT SECURITY CORPORATION                                             | ADT SEC CORP SR SECURED 144A 07/32 4.875                      | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5139314.23   | 0.55%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                              | TURKIYE GOVERNMENT BOND BONDS 05/26 VAR                       | CUSIP: ACI2Q1SN0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |  46200000 | PA      | $1082226.55   | 0.12%             | 2026-05-20      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM PARTNERS LP                                            | WESTERN MIDSTREAM PARTNERS L MLP                              | CUSIP: 958669103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233278 | NS      | $9214481.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer