# EDGAR Filing Document

**Accession Number:** 0001244183
**File Stem:** 0001099263-26-007297
**Filing Date:** 2026-5
**Character Count:** 445096
**Document Hash:** 40ec97c7dd6377f736343930e166ce31
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007297.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007297

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21374
- **FILM NUMBER:** 261043604

**BUSINESS ADDRESS:**
- **STREET 1:** 1633 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 212-739-4000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO FLOATING RATE INCOME FUND
- **DATE OF NAME CHANGE:** 20030619

## Nport-Ex

<br> Schedule of Investments PIMCO Income Strategy Fund March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 96.9% ¤** |  |  |
| **LOAN PARTICIPATIONS AND ASSIGNMENTS 31.2%**  |  |  |
| **Altice France SA**<br>10.547% (TSFR3M + 6.875%) due 05/31/2031 ~ | $1874 | $1882 |
| **AP Core Holdings II LLC**<br>9.428% (TSFR3M + 5.500%) due 09/01/2027 ~ | 6906 | 6748 |
| **Asurion LLC**<br>7.768% (TSFR1M + 4.000%) due 08/19/2028 ~ | 1674 | 1621 |
| **Auris Luxembourg III SARL**  |  |  |
| TBD% - 6.951% (TSFR1M + 3.250%) due 02/28/2029 «~ | 99 | 99 |
| **Bausch & Lomb Corp.**  |  |  |
| TBD% (TSFR1M + 3.750%) due 01/15/2031 ~ | 299 | 299 |
| **Bausch Health Cos., Inc.**<br>9.918% (TSFR1M + 6.250%) due 10/08/2030 ~ | 1985 | 1921 |
| **BDO USA PC**  |  |  |
| 8.166% (TSFR3M + 4.500%) due 08/31/2028 «~ | 102 | 101 |
| 8.640% (TSFR3M + 5.000%) due 08/31/2028 «~ | 1327 | 1325 |
| **Cengage Learning, Inc.**  |  |  |
| TBD% - 6.676% (TSFR3M + 3.000%) due 03/24/2031 ~ | 788 | 774 |
| **Central Parent, Inc.**<br>6.950% (TSFR3M + 3.250%) due 07/06/2029 ~ | 2864 | 2051 |
| **Charlotte Buyer, Inc.**<br>7.920% (TSFR1M + 4.250%) due 02/11/2028 ~ | 1687 | 1674 |
| **Columbus McKinnon Corp.**<br>7.200% (TSFR3M + 3.500%) due 02/03/2033 ~ | 442 | 441 |
| **Coreweave Compute Acquisition Co. IV LLC**<br>9.669% - 9.700% (TSFR3M + 6.000%) due 05/16/2029 «~ | 1863 | 1920 |
| **Databricks, Inc.**  |  |  |
| 1.000% due 01/05/2032 ~µ | 91 | 90 |
| 8.171% (TSFR1M + 4.500%) due 01/05/2032 ~ | 409 | 407 |
| **DTI Holdco, Inc.**<br>7.668% (TSFR1M + 4.000%) due 04/26/2029 ~ | 2264 | 1960 |
| **Encina Private Credit LLC**<br>TBD% due 11/30/2026 «~ | 55 | 45 |
| **Envision Healthcare Corp.**  |  |  |
| 11.641% (TSFR3M + 7.875%) due 07/20/2026 «~ | 560 | 560 |
| 11.641% (TSFR3M + 7.875%) due 11/03/2028 «~ | 7126 | 7340 |
| **Finastra USA, Inc.**<br>7.671% (TSFR3M + 4.000%) due 09/15/2032 ~ | 1275 | 1200 |
| **Forward Air Corp.**<br>8.167% (TSFR3M + 4.500%) due 12/19/2030 ~ | 219 | 214 |
| **Galaxy U.S. Opco, Inc.**<br>12.667% (TSFR3M + 5.250%) due 07/31/2030 ~ | 1809 | 1570 |
| **Gateway Casinos & Entertainment Ltd.**<br>9.936% (TSFR3M + 6.250%) due 12/18/2030 ~ | 3147 | 3155 |
| **Guardian**  |  |  |
| 1.000% due 08/29/2032 «~µ | 100 | 100 |
| 9.167% (TSFR3M + 5.500%) due 08/29/2032 «~ | 600 | 595 |
| **Houghton Mifflin Harcourt Publishing Co.**<br>9.018% (TSFR1M + 5.250%) due 04/09/2029 ~ | 1137 | 967 |
| **iHeartCommunications, Inc.**<br>9.557% (TSFR1M + 5.775%) due 05/01/2029 ~ | 300 | 264 |
| **Ineos U.S. Finance LLC**<br>6.918% (TSFR1M + 3.250%) due 02/18/2030 ~ | 2288 | 2007 |
| **Ivanti Software, Inc.**<br>8.411% (TSFR3M + 4.750%) due 06/01/2029 ~ | 2247 | 1525 |
| **J&J Ventures Gaming LLC**<br>8.782% (TSFR1M + 5.000%) due 04/26/2028 «~ | 778 | 778 |
| **LBM Acquisition LLC**<br>7.525% (TSFR1M + 3.750%) due 06/06/2031 ~ | 1995 | 1610 |
| **Lealand Finance Co. BV**<br>6.782% (TSFR1M + 3.000%) due 06/30/2027 ~ | 40 | 34 |
| **Lealand Finance Co. BV (7.782% Cash)**<br>7.782% (TSFR1M + 4.000%) due 12/31/2027 ~ | 218 | 182 |
| **Magenta Security Holdings LLC**  |  |  |
| 10.177% (TSFR3M + 6.250%) due 07/27/2028 ~ | 276 | 61 |
| 10.677% (TSFR3M + 6.750%) due 07/27/2028 ~ | 59 | 43 |
| 10.927% (TSFR3M + 7.000%) due 07/27/2028 ~ | 78 | 33 |
| **McAfee LLC**<br>6.668% (TSFR1M + 3.000%) due 03/01/2029 ~ | 496 | 445 |
| **Mercury Aggregator LP**<br>TBD% due 04/03/2027 «~ | 1178 | 0 |
| **MI Windows & Doors LLC**<br>6.418% (TSFR1M + 2.750%) due 03/28/2031 ~ | 98 | 91 |
| **MPH Acquisition Holdings LLC**  |  |  |
| 7.417% (TSFR3M + 3.750%) due 12/31/2030 ~ | 508 | 508 |

---

------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 8.528% (TSFR3M + 4.600%) due 12/31/2030 ~ | 4214 | 3752 |
| **Newfold Digital Holdings Group, Inc.**  |  |  |
| 7.269% - 9.442% (TSFR1M + 3.500%) due 04/30/2029 ~ | 1011 | 675 |
| 7.269% - 9.442% (TSFR3M + 5.750%) due 04/30/2029 «~ | 84 | 64 |
| **Nscale AS**<br>TBD% - 8.700% (TSFR3M + 5.000%) due 08/11/2032 «~µ | 3000 | 3000 |
| **Obol France 3 SAS**<br>7.103% (EUR006M + 5.000%) due 12/31/2028 ~ | 2492 | 2857 |
| **OCS Group Holdings Ltd.**<br>8.980% due 11/28/2031 ~ | 1000 | 1319 |
| **Ontario Gaming GTA LP**<br>7.950% (TSFR3M + 4.250%) due 08/01/2030 ~ | $1494 | 1404 |
| **Padagis LLC**<br>8.658% (TSFR3M + 4.750%) due 07/06/2028 «~ | 1631 | 1504 |
| **Paradigm Parent LLC**<br>8.200% (TSFR3M + 4.500%) due 04/16/2032 ~ | 2129 | 1767 |
| **Peraton Corp.**<br>7.517% (TSFR3M + 3.750%) due 02/01/2028 ~ | 4479 | 3833 |
| **Polaris Newco LLC**<br>7.928% (TSFR3M + 4.000%) due 06/02/2028 ~ | 1960 | 1730 |
| **Poseidon Bidco SASU**<br>7.504% (EUR006M + 5.000%) due 03/13/2030 ~ | 1600 | 555 |
| **Promotora de Informaciones SA**<br>7.499% (EUR003M + 5.470%) due 12/31/2029 «~ | 11414 | 12896 |
| **QuidelOrtho Corp.**<br>7.668% (TSFR1M + 4.000%) due 08/20/2032 ~ | $2488 | 2487 |
| **RealPage, Inc.**<br>6.961% (TSFR3M + 3.000%) due 04/24/2028 ~ | 1394 | 1339 |
| **SCUR-Alpha 1503 GmbH**<br>9.167% (TSFR3M + 5.500%) due 03/29/2030 ~ | 2143 | 1886 |
| **Spa Holdings 3 OYJ**<br>8.211% (TSFR3M + 4.512%) due 05/23/2030 ~ | 1985 | 1970 |
| **Steenbok Lux Finco 2 SARL**<br>10.000% due 12/31/2028 ~ | 7206 | 2506 |
| **Stepstone Group Midco 2 GmbH**<br>8.199% (TSFR6M + 4.500%) due 12/19/2031 ~ | $1985 | 1747 |
| **Stonepeak Bayou Holdings LP**<br>6.450% (TSFR3M + 2.750%) due 10/01/2032 ~ | 2000 | 1948 |
| **Subcalidora 2**<br>7.877% (EUR003M + 5.750%) due 08/14/2029 «~ | 1566 | 1769 |
| **Syniverse Holdings, Inc.**<br>10.700% (TSFR3M + 7.000%) due 05/13/2027 «~ | $4774 | 4422 |
| **Trident TPI Holdings, Inc.**<br>7.450% (TSFR3M + 3.750%) due 09/15/2028 ~ | 1687 | 1602 |
| **U.S. Renal Care, Inc.**  |  |  |
| 1.500% - 9.675% (TSFR1M + 6.000%) due 09/25/2030 «~ | 1969 | 2006 |
| 8.782% (TSFR1M + 5.000%) due 06/28/2028 ~ | 9399 | 8877 |
| **Unicorn Bay**<br>13.000% due 12/31/2026 «~ | 17046 | 2201 |
| **Virgin Media Investment Holdings Ltd.**<br>6.978% due 08/01/2030 «~ | 1000 | 1271 |
| **Vistra Zero Operating Co. LLC**<br>5.668% (TSFR1M + 2.000%) due 04/30/2031 ~ | $199 | 198 |
| **Westmoreland Coal Co.**<br>8.000% due 03/15/2029 «~ | 713 | 310 |
| Total Loan Participations and Assignments (Cost $127,733) |  | 118535 |
| **CORPORATE BONDS & NOTES 29.5%**  |  |  |
| **BANKING & FINANCE 7.0%**  |  |  |
| **Armor Holdco, Inc.** <br>8.500% due 11/15/2029 | 2000 | 1828 |
| **Barclays PLC**  |  |  |
| 6.490% due 09/13/2029 •(j)  | 200 | 208 |
| 6.692% due 09/13/2034 •(j)  | 300 | 325 |
| 7.437% due 11/02/2033 •(j)  | 970 | 1085 |
| **BOI Finance BV** <br>7.500% due 02/16/2027 | 1500 | 1769 |
| **CaixaBank SA** <br>6.840% due 09/13/2034 •(j) | $200 | 218 |
| **CBRE Services, Inc.** <br>5.950% due 08/15/2034 (j) | 400 | 417 |
| **Credicorp Capital Sociedad Titulizadora SA** <br>10.100% due 12/15/2043 | 500 | 156 |
| **Credit Suisse AG AT1 Claim**  | $3840 | 1344 |
| **FS KKR Capital Corp.** <br>7.875% due 01/15/2029 (j) | 2000 | 2023 |
| **GSPA Monetization Trust** <br>6.422% due 10/09/2029 | 751 | 757 |
| **Hestia Re Ltd.** <br>3.640% (BNMMDTSC + 0.100%) due 04/22/2029 ~ | 13 | 8 |
| **Integrity Re Ltd.** <br>26.306% (FHMMUSTF + 22.796%) due 06/08/2026 ~ | 1000 | 1038 |
| **ION Platform Finance U.S., Inc./ION Platform Finance SARL**  |  |  |
| 5.750% due 05/15/2028  | 100 | 95 |

---

------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 8.750% due 05/01/2029  | 1080 | 1006 |
| 9.500% due 05/30/2029 (j)  | 720 | 679 |
| **JAB Holdings BV**  |  |  |
| 3.750% due 05/28/2051  | 250 | 171 |
| 4.500% due 04/08/2052  | 100 | 76 |
| **Kona Spc Ltd.** <br>5.718% due 09/15/2026 «•  | 1000 | 1163 |
| **Nuveen Churchill Direct Lending Corp.** <br>6.650% due 03/15/2030 (j) | $2000 | 1987 |
| **Purple Re Ltd.** <br>6.060% (JMMMUSTF + 2.500%) due 06/07/2033 ~ | 250 | 250 |
| **Sammons Financial Group, Inc.** <br>6.875% due 04/15/2034 (j) | 100 | 106 |
| **Sanders Re III Ltd.** <br>15.880% (BRMMUSDF + 12.320%) due 04/09/2029 ~ | 372 | 242 |
| **Societe Generale SA** <br>6.691% due 01/10/2034 •(j) | 400 | 427 |
| **Titanium 2l Bondco SARL** <br>6.250% due 01/14/2031 | 3784 | 711 |
| **Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC** <br>6.000% due 01/15/2030 (j) | $4868 | 4584 |
| **Ursa Re II Ltd.** <br>11.411% (MSMMUSTF + 7.750%) due 06/07/2028 ~ | 250 | 252 |
| **Ursa Re Ltd.** <br>12.810% (JMMMUSTF + 9.250%) due 12/07/2028 ~ | 400 | 411 |
| **VICI Properties LP/VICI Note Co., Inc.**  |  |  |
| 3.875% due 02/15/2029 (j)  | 1800 | 1750 |
| 4.500% due 01/15/2028 (j)  | 1280 | 1273 |
| **Voyager Aviation Holdings LLC** <br>8.500% due 05/09/2026 ^«(c) | 1718 | 0 |
| **Winston RE Ltd.** <br>13.750% (BNMMDTSC + 10.210%) due 02/26/2031 ~ | 250 | 260 |
|  |  | 26619 |
| **INDUSTRIALS 17.4%**  |  |  |
| **ams-OSRAM AG** <br>12.250% due 03/30/2029 (j) | 1000 | 1064 |
| **Beignet Investor LLC** <br>6.581% due 05/30/2049 (j) | 4930 | 5073 |
| **Crescent Energy Finance LLC** <br>7.875% due 04/15/2032 (j) | 100 | 102 |
| **CVS Pass-Through Trust** <br>7.507% due 01/10/2032 (j) | 233 | 246 |
| **DISH DBS Corp.**  |  |  |
| 5.250% due 12/01/2026  | 3520 | 3492 |
| 5.750% due 12/01/2028  | 3560 | 3445 |
| **Ecopetrol SA** <br>8.375% due 01/19/2036 | 200 | 203 |
| **Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc.** <br>6.750% due 01/15/2030 (j) | 1600 | 1496 |
| **Flora Food Management BV** <br>6.875% due 07/02/2029 | 800 | 869 |
| **Ford Motor Co.** <br>7.700% due 05/15/2097 | $4805 | 4861 |
| **Great Canadian Gaming Corp./Raptor LLC** <br>8.750% due 11/15/2029 | 100 | 98 |
| **Grupo Nutresa SA** <br>8.000% due 05/12/2030 (j) | 700 | 742 |
| **HCA, Inc.** <br>7.500% due 11/15/2095 | 1050 | 1119 |
| **Incora Intermediate II LLC (0.500% PIK)** <br>0.500% due 01/31/2030 «(b) | 5087 | 5087 |
| **Incora Top Holdco LLC** <br>6.000% due 01/30/2033 «(i) | 3536 | 5356 |
| **JetBlue Airways Corp./JetBlue Loyalty LP** <br>9.875% due 09/20/2031 (j) | 1700 | 1609 |
| **LifePoint Health, Inc.**  |  |  |
| 9.875% due 08/15/2030 (j)  | 400 | 424 |
| 11.000% due 10/15/2030 (j)  | 1400 | 1507 |
| **Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC** <br>6.750% due 04/01/2032 | 100 | 96 |
| **National Mentor Holdings, Inc.** <br>10.500% due 12/15/2030 (j) | 1700 | 1756 |
| **New Albertsons LP** <br>6.570% due 02/23/2028 | 2800 | 2816 |
| **Newfold Digital Holdings Group, Inc.** <br>7.269% due 04/30/2029 | 673 | 374 |
| **Nissan Motor Co. Ltd.** <br>7.500% due 07/17/2030 | 400 | 403 |
| **Olympus Water U.S. Holding Corp.** <br>5.375% due 10/01/2029 (j) | 1400 | 1500 |
| **Petroleos Mexicanos**  |  |  |
| 6.700% due 02/16/2032  | $830 | 813 |
| 6.840% due 01/23/2030  | 400 | 401 |
| 8.750% due 06/02/2029 (j)  | 765 | 805 |

---

------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Topaz Solar Farms LLC**  |  |  |
| 4.875% due 09/30/2039  | 725 | 656 |
| 5.750% due 09/30/2039 (j)  | 3548 | 3532 |
| **Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC** <br>9.500% due 05/15/2030 (j) | 1900 | 1680 |
| **Transocean International Ltd.** <br>8.250% due 05/15/2029 (j) | 1500 | 1551 |
| **U.S. Renal Care, Inc.** <br>10.625% due 06/28/2028 | 843 | 704 |
| **Ubisoft Entertainment SA** <br>0.878% due 11/24/2027 (j) | 1500 | 1401 |
| **Valaris Ltd.** <br>8.375% due 04/30/2030 | $156 | 162 |
| **Vale SA** <br>0.000% due 12/29/2049 ~(g) | 60000 | 5076 |
| **Venture Global LNG, Inc.**  |  |  |
| 9.500% due 02/01/2029 (j)  | $800 | 865 |
| 9.875% due 02/01/2032 (j)  | 1200 | 1289 |
| **Viridien** <br>10.000% due 10/15/2030 (j) | 1983 | 2112 |
| **Vmed O2 U.K. Financing I PLC** <br>7.750% due 04/15/2032 (j) | 700 | 672 |
| **Yinson Boronia Production BV** <br>8.947% due 07/31/2042 (j) | 777 | 848 |
|  |  | 66305 |
| **UTILITIES 5.1%**  |  |  |
| **FORESEA Holding SA** <br>7.500% due 06/15/2030 | 467 | 458 |
| **NGD Holdings BV** <br>6.750% due 12/31/2026 | 121 | 113 |
| **Nova Securitisation SARL** <br>5.750% due 02/03/2031 (j) | 900 | 872 |
| **OI SA (10.000% Cash or 6.000% PIK and 7.500% Cash or 13.500% PIK)** <br>10.000% due 06/30/2027 ^(b)(c) | 7304 | 3542 |
| **OI SA (8.500% PIK)** <br>8.500% due 12/31/2028 ^(b)(c) | 15147 | 161 |
| **Pacific Gas & Electric Co.**  |  |  |
| 4.200% due 03/01/2029 (j)  | 900 | 890 |
| 4.450% due 04/15/2042 (j)  | 322 | 266 |
| 4.750% due 02/15/2044 (j)  | 996 | 833 |
| **Peru LNG SRL** <br>5.375% due 03/22/2030 | 3201 | 3109 |
| **Qwest Corp.** <br>7.750% due 05/01/2030 | 7000 | 6954 |
| **Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC** <br>6.500% due 02/15/2029 | 1400 | 1361 |
| **Vistra Operations Co. LLC** <br>6.950% due 10/15/2033 (j) | 800 | 871 |
|  |  | 19430 |
| Total Corporate Bonds & Notes (Cost $128,459) |  | 112354 |
| **CONVERTIBLE BONDS & NOTES 0.7%**  |  |  |
| **INDUSTRIALS 0.7%**  |  |  |
| **DISH Network Corp.** <br>3.375% due 08/15/2026 | 1600 | 1554 |
| **Ubisoft Entertainment SA** <br>2.375% due 11/15/2028 | 900 | 994 |
| Total Convertible Bonds & Notes (Cost $2,610) |  | 2548 |
| **MUNICIPAL BONDS & NOTES 0.8%**  |  |  |
| **MICHIGAN 0.3%**  |  |  |
| **Detroit, Michigan General Obligation Bonds, Series 2014** <br>4.000% due 04/01/2044 | $1293 | 997 |
| **WEST VIRGINIA 0.5%**  |  |  |
| **Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007** <br>0.000% due 06/01/2047 (e) | 21900 | 2035 |
| Total Municipal Bonds & Notes (Cost $4,127) |  | 3032 |
| **U.S. GOVERNMENT AGENCIES 1.8%**  |  |  |
| **Federal Home Loan Mortgage Corp. Military Housing Bonds Resecuritization Trust Certificates**  |  |  |
| 0.700% due 11/25/2055 ~(a) | 15340 | 916 |
| 6.153% due 11/25/2055 «~ | 3640 | 2371 |
| **Federal Home Loan Mortgage Corp. REMICS**  |  |  |
| 2.434% due 11/15/2040 •  | 95 | 82 |
| 3.000% due 11/15/2033 (a) | 331 | 11 |

---

------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust**  |  |  |
| 1.612% due 11/25/2057 ~ | 94 | 36 |
| 2.205% due 08/25/2057 ~ | 467 | 136 |
| 2.263% due 08/25/2058 ~ | 469 | 174 |
| 2.694% due 05/25/2064 ~ | 297 | 148 |
| 3.429% due 05/25/2057 ~ | 277 | 119 |
| 3.551% due 10/25/2058 ~ | 481 | 219 |
| 4.654% due 02/25/2059 ~ | 564 | 237 |
| 5.118% due 05/25/2060 ~ | 294 | 171 |
| 6.934% due 03/25/2061 ~ | 97 | 60 |
| **Federal Home Loan Mortgage Corp. STACR REMICS Trust**<br>11.462% due 11/25/2041 •  | 1900 | 1965 |
| **Federal National Mortgage Association REMICS**  |  |  |
| 2.274% due 02/25/2049 •(a) | 158 | 15 |
| 3.500% due 12/25/2032 - 12/25/2049 (a) | 857 | 80 |
| 3.651% due 12/25/2040 •  | 108 | 108 |
| 4.000% due 11/25/2042 (a) | 429 | 40 |
| Total U.S. Government Agencies (Cost $7,234) |  | 6888 |
| **U.S. TREASURY OBLIGATIONS 0.1%**  |  |  |
| **U.S. Treasury Bonds**  |  |  |
| 4.875% due 08/15/2045 (m) | 175 | 175 |
| **U.S. Treasury Notes**  |  |  |
| 4.250% due 08/15/2035 (m) | 257 | 256 |
| Total U.S. Treasury Obligations (Cost $443) |  | 431 |
| **NON-AGENCY MORTGAGE-BACKED SECURITIES 9.8%**  |  |  |
| **Banc of America Funding Trust** <br>6.000% due 08/25/2036 | 287 | 268 |
| **BBCCRE Trust** <br>4.216% due 08/10/2033 | 600 | 539 |
| **BCAP LLC Trust**  |  |  |
| 3.606% due 03/27/2036 ~  | 505 | 343 |
| 4.447% due 03/26/2037 þ  | 277 | 474 |
| **Bear Stearns ALT-A Trust**  |  |  |
| 4.113% due 06/25/2046 •  | 639 | 591 |
| 4.433% due 11/25/2036 ~  | 121 | 61 |
| 4.625% due 09/25/2035 ~  | 91 | 39 |
| **Bear Stearns ALT-A Trust II** <br>4.164% due 09/25/2047 ~ | 1603 | 749 |
| **CD Mortgage Trust** <br>5.688% due 10/15/2048 | 113 | 106 |
| **Chase Mortgage Finance Trust**  |  |  |
| 4.658% due 12/25/2035 ~  | 1 | 1 |
| 6.000% due 02/25/2037  | 297 | 113 |
| 6.000% due 07/25/2037  | 204 | 85 |
| 6.250% due 10/25/2036  | 512 | 183 |
| **CHL Mortgage Pass-Through Trust**  |  |  |
| 5.500% due 10/25/2035  | 141 | 74 |
| 6.250% due 09/25/2036  | 157 | 52 |
| **CLNY Trust**  |  |  |
| 6.059% due 11/15/2038 •  | 1100 | 1055 |
| 6.755% due 11/15/2038 •  | 1100 | 1037 |
| **Countrywide Alternative Loan Trust**  |  |  |
| 4.143% due 05/25/2037 •  | 131 | 41 |
| 5.500% due 03/25/2035  | 97 | 39 |
| 5.500% due 12/25/2035  | 830 | 401 |
| 5.750% due 01/25/2035  | 39 | 38 |
| 5.935% due 04/25/2036 ~  | 53 | 50 |
| 6.000% due 02/25/2035  | 101 | 82 |
| 6.000% due 08/25/2036 •  | 113 | 61 |
| 6.000% due 12/25/2036  | 1318 | 358 |
| 6.000% due 04/25/2037  | 349 | 149 |
| 6.250% due 11/25/2036  | 178 | 129 |
| 6.250% due 12/25/2036 •  | 615 | 244 |
| 6.500% due 08/25/2036  | 183 | 52 |
| **Countrywide Alternative Loan Trust Resecuritization**  |  |  |
| 6.000% due 05/25/2036  | 638 | 335 |
| 6.000% due 08/25/2037 ~  | 330 | 161 |
| **CSMC Trust**  |  |  |
| 3.613% due 11/10/2032 ~  | 1000 | 161 |
| 8.044% due 07/15/2032 •  | 3147 | 3141 |
| **Deutsche Alt-A Securities, Inc. Mortgage Loan Trust** <br>4.193% due 06/25/2037 •  | 1856 | 1673 |
| **Deutsche Mortgage Securities, Inc. Mortgage Loan Trust** <br>5.743% due 06/25/2034 •  | 1772 | 1795 |
| **Eurosail-U.K. PLC** <br>7.865% due 06/13/2045 •  | 239 | 262 |
| **GS Mortgage-Backed Securities Trust**  |  |  |
| 0.000% due 11/25/2061 ~(a)  | $7334 | 345 |
| 7.596% due 11/25/2061 ~  | 100 | 88 |
| **GSR Mortgage Loan Trust** <br>6.000% due 02/25/2036 | 977 | 340 |

---

------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **HarborView Mortgage Loan Trust**  |  |  |
| 4.511% due 01/19/2035 •  | 13 | 12 |
| 4.685% due 07/19/2035 ~  | 10 | 7 |
| **Hilton USA Trust** <br>2.828% due 11/05/2035 | 1400 | 1200 |
| **IndyMac IMSC Mortgage Loan Trust** <br>6.500% due 07/25/2037 | 1642 | 476 |
| **JP Morgan Alternative Loan Trust**  |  |  |
| 4.108% due 03/25/2037 ~  | 297 | 263 |
| 4.341% due 03/25/2036 ~  | 282 | 206 |
| **JP Morgan Chase Commercial Mortgage Securities Trust**  |  |  |
| 5.160% due 07/05/2033 •  | 1182 | 1036 |
| 5.320% due 11/15/2035 •  | 1300 | 986 |
| 5.670% due 11/15/2035 •  | 600 | 342 |
| 6.020% due 02/15/2035 •  | 823 | 795 |
| 7.970% due 02/15/2035 •  | 1892 | 1645 |
| **JP Morgan Mortgage Trust**  |  |  |
| 5.265% due 01/25/2037 ~  | 62 | 52 |
| 5.299% due 02/25/2036 ~  | 62 | 40 |
| **Lehman XS Trust** <br>4.233% due 06/25/2047 •  | 288 | 276 |
| **Merrill Lynch Mortgage Investors Trust** <br>4.342% due 03/25/2036 ~ | 402 | 184 |
| **Morgan Stanley Mortgage Loan Trust** <br>5.962% due 06/25/2036 ~ | 1897 | 497 |
| **Morgan Stanley Residential Mortgage Loan Trust**  |  |  |
| 0.325% due 01/25/2070 ~(a)  | 3387 | 15 |
| 1.358% due 01/25/2070 ~(a)  | 3387 | 107 |
| 7.112% due 01/25/2070 ~  | 200 | 193 |
| **New Residential Mortgage Loan Trust**  |  |  |
| 0.000% due 11/25/2065 ~(a)  | 18195 | 552 |
| 0.250% due 11/25/2065 ~(a)  | 18195 | 75 |
| 0.250% due 12/25/2065 ~(a)  | 10543 | 56 |
| 1.664% due 12/25/2065 ~(a)  | 10543 | 396 |
| 6.566% due 12/25/2065 ~  | 160 | 144 |
| 6.600% due 11/25/2065 ~  | 250 | 222 |
| **RALI Trust** <br>4.353% due 12/25/2045 •  | 1901 | 1043 |
| **Residential Asset Securitization Trust**  |  |  |
| 5.750% due 02/25/2036  | 372 | 133 |
| 6.000% due 07/25/2037  | 1771 | 631 |
| 6.250% due 09/25/2037  | 1165 | 413 |
| **RFMSI Trust**  |  |  |
| 6.000% due 09/25/2036  | 37 | 30 |
| 6.000% due 06/25/2037  | 511 | 408 |
| **Soho Trust** <br>2.697% due 08/10/2038 ~ | 2940 | 2438 |
| **STARM Mortgage Loan Trust**  |  |  |
| 5.604% due 04/25/2037 ~  | 130 | 66 |
| 5.644% due 02/25/2037 ~  | 25 | 22 |
| **Structured Adjustable Rate Mortgage Loan Trust**  |  |  |
| 4.219% due 01/25/2036 ~  | 356 | 188 |
| 4.960% due 11/25/2036 ~  | 276 | 214 |
| **Verus Securitization Trust** <br>7.799% due 06/25/2069 ~ | 500 | 505 |
| **WaMu Mortgage Pass-Through Certificates Trust**  |  |  |
| 3.707% due 10/25/2036 ~  | 108 | 96 |
| 3.871% due 12/25/2046 •  | 113 | 105 |
| 3.996% due 02/25/2037 ~  | 99 | 86 |
| 4.693% due 10/25/2045 •  | 1465 | 1298 |
| **Wells Fargo Mortgage-Backed Securities Trust** <br>6.000% due 06/25/2037 | 10 | 10 |
| **Worldwide Plaza Trust** <br>3.526% due 11/10/2036 | 2350 | 1879 |
| **WSTN Trust**  |  |  |
| 7.690% due 07/05/2037 ~  | 800 | 807 |
| 8.455% due 07/05/2037 ~  | 800 | 801 |
| 9.835% due 07/05/2037 ~  | 600 | 603 |
| Total Non-Agency Mortgage-Backed Securities (Cost $41,530) |  | 37268 |
| **ASSET-BACKED SECURITIES 8.2%**  |  |  |
| **AUTOMOBILE SEQUENTIAL 1.3%**  |  |  |
| **CPS Auto Securitization Trust** <br>11.000% due 06/16/2032 « | 4832 | 4901 |
| **HOME EQUITY OTHER 1.9%**  |  |  |
| **Argent Securities Trust** <br>4.173% due 03/25/2036 •  | 5467 | 3092 |
| **Citigroup Mortgage Loan Trust, Inc.** <br>4.093% due 12/25/2036 •  | 2413 | 898 |
| **Merrill Lynch Mortgage Investors Trust** <br>4.113% due 04/25/2037 •  | 151 | 68 |

---

------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Morgan Stanley Mortgage Loan Trust** <br>6.250% due 02/25/2037 ~ | 173 | 97 |
| **Ownit Mortgage Loan Trust** <br>4.288% due 03/25/2037 •  | 2312 | 2484 |
| **People's Choice Home Loan Securities Trust** <br>4.678% due 06/25/2034 •  | 323 | 306 |
| **Renaissance Home Equity Loan Trust** <br>7.238% due 09/25/2037 þ | 1010 | 384 |
|  |  | 7329 |
| **HOME EQUITY SEQUENTIAL 0.2%**  |  |  |
| **Morgan Stanley Mortgage Loan Trust** <br>4.033% due 04/25/2037 •  | 2310 | 605 |
| **WHOLE LOAN COLLATERAL 0.9%**  |  |  |
| **Bear Stearns Asset-Backed Securities Trust** <br>6.500% due 10/25/2036 | 214 | 68 |
| **First Franklin Mortgage Loan Trust** <br>4.663% due 06/25/2036 •  | 1475 | 1453 |
| **Residential Asset Mortgage Products Trust** <br>4.353% due 09/25/2036 •  | 72 | 68 |
| **Securitized Asset-Backed Receivables LLC Trust** <br>4.073% due 05/25/2036 •  | 3425 | 1839 |
|  |  | 3428 |
| **OTHER ABS 3.9%**  |  |  |
| **ABSLT DE LLC** <br>12.175% due 05/20/2033 « | 5300 | 5212 |
| **Adagio VI CLO DAC** <br>0.000% due 04/30/2031 ~ | 1306 | 327 |
| **Apidos CLO XXVIII** <br>0.000% due 10/20/2038 ~ | $2534 | 726 |
| **Avoca CLO XX DAC** <br>0.000% due 07/15/2032 ~ | 1070 | 691 |
| **Belle Haven ABS CDO Ltd.** <br>7.000% due 07/05/2046 •  | $85896 | 188 |
| **CIFC Funding Ltd.**  |  |  |
| 0.000% due 04/24/2030 ~  | 1200 | 131 |
| 0.000% due 03/31/2038 ~  | 814 | 417 |
| **College Avenue Student Loans Trust**  |  |  |
| 0.000% due 06/25/2054 «(e)  | 5 | 2740 |
| 6.610% due 06/25/2054  | 626 | 649 |
| 8.660% due 06/25/2054  | 902 | 953 |
| **Deutsche Bank AG** <br>10.918% due 01/21/2035 «•  | 500 | 502 |
| **Dryden 58 CLO Ltd.** <br>0.000% due 07/17/2031 ~ | 5689 | 34 |
| **Marlette Funding Trust**  |  |  |
| 0.000% due 07/16/2029 (e)  | 6 | 0 |
| 0.000% due 03/15/2030 «(e)  | 3 | 1 |
| **SLM Student Loan EDC Repackaging Trust** <br>0.000% due 10/28/2029 «(e) | 1 | 418 |
| **SLM Student Loan Trust** <br>0.000% due 01/25/2042 «(e) | 2 | 371 |
| **Taberna Preferred Funding V Ltd.** <br>4.305% due 08/05/2036 •  | 1471 | 1382 |
|  |  | 14742 |
| Total Asset-Backed Securities (Cost $50,695) |  | 31005 |
| **SOVEREIGN ISSUES 2.4%**  |  |  |
| **Argentina Bonar Bonds** <br>0.750% due 07/09/2030 þ | 1249 | 1015 |
| **Argentina Republic Government International Bonds**  |  |  |
| 1.000% due 07/09/2029  | 256 | 226 |
| 4.125% due 07/09/2046 þ  | 107 | 74 |
| 5.000% due 01/09/2038 þ  | 6188 | 4678 |
| **Development Bank of Kazakhstan JSC** <br>18.400% due 10/16/2028 | 100000 | 215 |
| **Dominican Republic International Bonds** <br>10.750% due 06/01/2036 | 21000 | 365 |
| **Ghana Government International Bonds**  |  |  |
| 0.000% due 07/03/2026 (e)  | $7 | 7 |
| 0.000% due 01/03/2030 (e)  | 39 | 33 |
| 5.000% due 07/03/2029 þ  | 191 | 182 |
| 5.000% due 07/03/2035 þ  | 313 | 268 |
| **Peru Government International Bonds**  |  |  |
| 6.900% due 08/12/2037  | 900 | 257 |
| 6.950% due 08/12/2031  | 161 | 50 |
| **Romania Government International Bonds**  |  |  |
| 5.375% due 03/22/2031  | 190 | 222 |
| 5.500% due 09/18/2028  | 500 | 597 |
| 6.375% due 09/18/2033  | 500 | 595 |

---

------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Turkiye Government Bonds** <br>39.740% (BISTREFI) due 05/17/2028 ~ | 13466 | 302 |
| **Venezuela Government International Bonds**  |  |  |
| 6.000% due 12/09/2049 ^(c)  | $120 | 46 |
| 9.250% due 09/15/2027 ^(c)  | 151 | 73 |
| Total Sovereign Issues (Cost $8,037) |  | 9205 |
|  | SHARES |  |
| **COMMON STOCKS 7.9%**  |  |  |
| **COMMUNICATION SERVICES 0.9%**  |  |  |
| **Clear Channel Outdoor Holdings, Inc. (d)** | 261329 | 619 |
| **iHeartMedia, Inc. Class A (d)** | 62317 | 182 |
| **iHeartMedia, Inc. Class B «(d)** | 48387 | 124 |
| **Promotora de Informaciones SA Class A (d)** | 130203 | 45 |
| **SES SA «(d)** | 113713 | 1706 |
| **Uniti Group, Inc. (d)** | 59579 | 559 |
|  |  | 3235 |
| **CONSUMER DISCRETIONARY 0.0%**  |  |  |
| **Steinhoff International Holdings NV «(d)(i)** | 12793342 | 0 |
| **West Marine «(d)(i)** | 1500 | 10 |
|  |  | 10 |
| **FINANCIALS 2.0%**  |  |  |
| **Banca Monte dei Paschi di Siena SpA** | 523500 | 4568 |
| **Windstream Services LLC (d)** | 326125 | 3059 |
| **XBP Global Holdings, Inc. (d)** | 325 | 1 |
|  |  | 7628 |
| **HEALTH CARE 3.2%**  |  |  |
| **AmSurg Corp. «(d)(i)** | 275005 | 12093 |
| **INDUSTRIALS 1.8%**  |  |  |
| **Drillco Holdings Luxembourg SA «(i)** | 26444 | 609 |
| **Foresea Holdings SA «** | 10980 | 252 |
| **Incora New Equity «(d)(i)** | 155272 | 5881 |
| **Westmoreland Mining Holdings «(d)(i)** | 25226 | 15 |
| **Westmoreland Mining LLC «(d)(i)** | 46156 | 196 |
|  |  | 6953 |
| **REAL ESTATE 0.0%**  |  |  |
| **MNSN Holdings, Inc. «(d)(i)** | 1675 | 104 |
| Total Common Stocks (Cost $27,896) |  | 30023 |
| **WARRANTS 0.2%**  |  |  |
| **COMMUNICATION SERVICES 0.2%**  |  |  |
| **Windstream Holdings II LLC - Exp. 08/01/2035** | 63531 | 595 |
| **CONSUMER DISCRETIONARY 0.0%**  |  |  |
| **West Marine - Exp. 09/08/2028**  | 195 | 0 |
| Total Warrants (Cost $387) |  | 595 |
| **PREFERRED SECURITIES 2.5%**  |  |  |
| **BANKING & FINANCE 1.6%**  |  |  |
| **ADLER Group SA** « | 675204 | 0 |
| **Brighthouse Holdings LLC**<br>6.500% due 07/27/2037 þ(g) | 35000 | 30 |
| **Cooperatieve Rabobank UA**<br>6.500% due 12/31/2099 þ(g) | 1246400 | 1596 |
| **WAFC Voussoir** « | 2334984 | 2335 |
| **Windstream Holdings II LLC**<br>11.000% « | 2081 | 2214 |
|  |  | 6175 |
| **INDUSTRIALS 0.9%**  |  |  |
| **Clover Holdings, Inc.**<br>0.000% «(i) | 7609 | 144 |
| **SVB Financial Trust**  |  |  |
| 0.000% due 11/07/2032 (e) | 13600 | 1 |

---

------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| 11.000% due 11/07/2032 |  | 1910 | 903 |
| **Syniverse Holdings, Inc.**<br>12.500% «(i) |  | 1567967 | 1319 |
| **Venture Global LNG, Inc.**<br>9.000% due 09/30/2029 •(g) |  | 1070000 | 1066 |
|  |  |  | 3433 |
| Total Preferred Securities (Cost $9,701) |  |  | 9608 |
| **REAL ESTATE INVESTMENT TRUSTS 0.3%**  |  |  |  |
| **REAL ESTATE 0.3%**  |  |  |  |
| **VICI Properties, Inc.** |  | 45844 | 1252 |
| Total Real Estate Investment Trusts (Cost $308) |  |  | 1252 |
| **SHORT-TERM INSTRUMENTS 1.5%**  |  |  |  |
| **MUTUAL FUNDS 0.8%**  |  |  |  |
| **State Street Institutional U.S. Government Money Market Fund, Premier Class** <br> 3.720% (h) |  | 3126604 | 3127 |
|  |  | PRINCIPAL<br>AMOUNT<br>(000s) |  |
| **NIGERIA TREASURY BILLS 0.7%**  |  |  |  |
| 20.110% due 05/26/2026 (e)(f) | NGN | 4050000 | 2838 |
| Total Short-Term Instruments (Cost $6,062) |  |  | 5965 |
| Total Investments in Securities (Cost $415,272) |  |  | 368709 |
|  |  | SHARES |  |
| **INVESTMENTS IN AFFILIATES 12.3%**  |  |  |  |
| **SHORT-TERM INSTRUMENTS 12.3%**  |  |  |  |
| **CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES 12.3%**  |  |  |  |
| **PIMCO Short-Term Floating NAV Portfolio III** |  | 4796690 | 46715 |
| Total Short-Term Instruments (Cost $46,695) |  |  | 46715 |
| Total Investments in Affiliates (Cost $46,695) |  |  | 46715 |
| Total Investments 109.2% (Cost $461,917) |  |  | $415424 |
| **Financial Derivative Instruments (k)(l) 0.2**%(Cost or Premiums, net $(1127)) |  |  | 998 |
| Other Assets and Liabilities, net (9.4)% |  |  | (35882) |
| Net Assets Applicable to Common Shareholders 100.0% |  |  | $380540 |

---

------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **^** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** |
| **«** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** |
| **µ** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **•** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** |
| **þ** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** |
| **(a)** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** |
| **(b)** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** |
| **(c)** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** |
| **(d)** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** |
| **(e)** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** |
| **(f)** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** | **Coupon represents a yield to maturity.** |
| **(g)** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** |
| **(h)** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** | **Coupon represents a 7-Day Yield.** |
| **(i)** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** | **RESTRICTED SECURITIES:** |
| Issuer Description | Issuer Description | Issuer Description | Acquisition<br>Date | Acquisition<br>Date | Cost | Cost | Market<br>Value | Market<br>Value | Market Value<br>as Percentage<br>of Net Assets Applicable to Common Shareholders |
| AmSurg Corp. | AmSurg Corp. | AmSurg Corp. | 11/02/2023 - 11/06/2023 | 11/02/2023 - 11/06/2023 | $11491 | 11491 | $12093 | 12093 | 3.18% |
| Clover Holdings, Inc. | Clover Holdings, Inc. | Clover Holdings, Inc. | 12/09/2024 | 12/09/2024 | 114 | 114 | 144 | 144 | 0.04 |
| Drillco Holdings Luxembourg SA | Drillco Holdings Luxembourg SA | Drillco Holdings Luxembourg SA | 06/08/2023 | 06/08/2023 | 529 | 529 | 609 | 609 | 0.16 |
| Incora New Equity | Incora New Equity | Incora New Equity | 01/31/2025 | 01/31/2025 | 7542 | 7542 | 5881 | 5881 | 1.55 |
| Incora Top Holdco LLC 6.000% due 01/30/2033 | Incora Top Holdco LLC 6.000% due 01/30/2033 | Incora Top Holdco LLC 6.000% due 01/30/2033 | 01/31/2025 - 01/31/2026 | 01/31/2025 - 01/31/2026 | 3536 | 3536 | 5356 | 5356 | 1.41 |
| MNSN Holdings, Inc. | MNSN Holdings, Inc. | MNSN Holdings, Inc. | 03/16/2023 - 03/29/2023 | 03/16/2023 - 03/29/2023 | 19 | 19 | 104 | 104 | 0.03 |
| Steinhoff International Holdings NV | Steinhoff International Holdings NV | Steinhoff International Holdings NV | 06/30/2023 - 10/30/2023 | 06/30/2023 - 10/30/2023 | 0 | 0 | 0 | 0 | 0.00 |
| Syniverse Holdings, Inc. | Syniverse Holdings, Inc. | Syniverse Holdings, Inc. | 05/12/2022 - 11/30/2025 | 05/12/2022 - 11/30/2025 | 1547 | 1547 | 1319 | 1319 | 0.35 |
| West Marine | West Marine | West Marine | 09/12/2023 | 09/12/2023 | 21 | 21 | 10 | 10 | 0.00 |
| Westmoreland Mining Holdings | Westmoreland Mining Holdings | Westmoreland Mining Holdings | 12/08/2014 - 10/19/2016 | 12/08/2014 - 10/19/2016 | 727 | 727 | 15 | 15 | 0.00 |
| Westmoreland Mining LLC | Westmoreland Mining LLC | Westmoreland Mining LLC | 06/30/2023 - 02/03/2025 | 06/30/2023 - 02/03/2025 | 231 | 231 | 196 | 196 | 0.04 |
|  |  |  |  |  | $25757 | 25757 | $25727 | 25727 | 6.76% |
| **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** | **BORROWINGS AND OTHER FINANCING TRANSACTIONS** |
| **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** | **REVERSE REPURCHASE AGREEMENTS:** |
| Counterparty | Counterparty | Borrowing Rate<sup>(1)</sup> | Settlement Date | Maturity Date | Maturity Date | Amount<br>Borrowed<sup>(1)</sup> | Amount<br>Borrowed<sup>(1)</sup> | Payable for<br>Reverse<br>Repurchase<br>Agreements | Payable for<br>Reverse<br>Repurchase<br>Agreements |
| BPS | BPS | (0.500)%  | 01/26/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (171) | (171) | $(198) | (198) |
| BRC | BRC | (0.100)  | 11/10/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (1308) | (1308) | (1513) | (1513) |
|  |  | 3.580  | 12/12/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | $(1474) | (1474) | (1490) | (1490) |
| CDC | CDC | 4.030  | 03/10/2026 | 07/08/2026 | 07/08/2026 | (11347) | (11347) | (11374) | (11374) |
|  |  | 4.130  | 03/10/2026 | 07/08/2026 | 07/08/2026 | (4450) | (4450) | (4461) | (4461) |
|  |  | 4.130  | 03/20/2026 | 04/02/2026 | 04/02/2026 | (1557) | (1557) | (1559) | (1559) |
|  |  | 4.140  | 03/02/2026 | 06/01/2026 | 06/01/2026 | (1564) | (1564) | (1570) | (1570) |
|  |  | 4.170  | 02/27/2026 | 04/02/2026 | 04/02/2026 | (2513) | (2513) | (2522) | (2522) |
| CEW | CEW | 4.120  | 02/26/2026 | 05/27/2026 | 05/27/2026 | (4985) | (4985) | (5005) | (5005) |
| MSC | MSC | 3.250  | 03/20/2026 | 05/01/2026 | 05/01/2026 | (78) | (78) | (78) | (78) |
| RDR | RDR | 4.000  | 12/18/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (257) | (257) | (259) | (259) |
| RTA | RTA | 4.155  | 03/26/2026 | 08/20/2026 | 08/20/2026 | (1868) | (1868) | (1869) | (1869) |
| SOG | SOG | 4.190  | 02/25/2026 | 04/07/2026 | 04/07/2026 | (1203) | (1203) | (1208) | (1208) |
|  |  | 4.210  | 02/05/2026 | 05/06/2026 | 05/06/2026 | (1250) | (1250) | (1258) | (1258) |
|  |  | 4.220  | 02/26/2026 | 04/16/2026 | 04/16/2026 | (3732) | (3732) | (3747) | (3747) |
| **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** |  |  |  |  |  |  | $**(38111)** | **(38111)** |

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<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

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

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|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **(j)** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $41,919 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** |
| <sup>(1)</sup> | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(34008) at a weighted average interest rate of 4.155%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. |
| <sup>(2)</sup> | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. |
| **(k)** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** |
| **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** |
| **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** | **SHORT FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Description | Description | Description | Description |  |  | Expiration<br>Month | Expiration<br>Month | Expiration<br>Month | # of<br>Contracts | Notional<br>Amount | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Liability |
| U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | U.S. Treasury 10-Year Ultra Long-Term Bond June Futures  | 06/2026 | 06/2026 | 06/2026 | 32 | (3633) | (3633) | $83 | 83 | 83 | 0 | 0 | (10) |
| U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | U.S. Treasury Long-Term Bond June Futures  | 06/2026 | 06/2026 | 06/2026 | 20 | (2278) | (2278) | 67 | 67 | 67 | 0 | 0 | (7) |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **150** | **150** | **$** | **0** | **$** | **(17)** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Reference Entity | Reference Entity | Fixed <br>Receive Rate | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Maturity<br>Date | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> |  | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/<br>(Received) |  | Unrealized<br>Appreciation/<br>(Depreciation) |  | Market<br>Value<sup>(4)</sup> | Market<br>Value<sup>(4)</sup> | Asset | Liability |
| Jaguar Land Rover Automotive  | Jaguar Land Rover Automotive  | 5.000% | Quarterly | 06/20/2026 | 06/20/2026 | 06/20/2026 | 0.772 | 0.772 | % | EUR | 200 | 14 | $ | (11) | $ | 3 | 3 | 0 | 0 |
| Jaguar Land Rover Automotive  | Jaguar Land Rover Automotive  | 5.000 | Quarterly | 12/20/2026 | 12/20/2026 | 12/20/2026 | 0.828 | 0.828 |  |  | 1986 | 76 |  | (4) |  | 72 | 72 | 1 | 0 |
|  |  |  |  |  |  |  |  |  |  |  |  | 90 | $ | (15) | $ | 75 | 75 | 1 | 0 |
| **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Index/Tranches | Index/Tranches | Index/Tranches | Fixed <br>Receive Rate | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Maturity<br>Date |  |  | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/<br>(Received) |  | Unrealized<br>Appreciation/<br>(Depreciation) |  | Market<br>Value<sup>(4)</sup> | Market<br>Value<sup>(4)</sup> | Asset | Liability |
| CDX.HY-45 5-Year Index  | CDX.HY-45 5-Year Index  | CDX.HY-45 5-Year Index  | 5.000% | Quarterly | Quarterly | 12/20/2030 | 12/20/2030 | 12/20/2030 | $ | $ | 8019 | 625 | $ | (189) | $ | 436 | 436 | 72 | 0 |
| CDX.HY-46 5-Year Index  | CDX.HY-46 5-Year Index  | CDX.HY-46 5-Year Index  | 5.000 | Quarterly | Quarterly | 06/20/2031 | 06/20/2031 | 06/20/2031 |  |  | 2300 | 90 |  | 24 |  | 114 | 114 | 21 | 0 |
|  |  |  |  |  |  |  |  |  |  |  |  | 715 | $ | (165) | $ | 550 | 550 | 93 | 0 |
| **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Pay/<br>Receive<br>Floating Rate | Pay/<br>Receive<br>Floating Rate | Floating Rate Index | Floating Rate Index | Fixed Rate | Payment<br>Frequency | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date |  | Notional<br>Amount | Premiums<br>Paid/<br>(Received) | Premiums<br>Paid/<br>(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Market<br>Value | Market<br>Value | Asset | Liability |
| Pay | Pay | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 3.500% | Annual | Annual | Annual | 03/18/2031 | 03/18/2031 | GBP | 15360 | $(67) | (67) | (588) | (588) | (655) | (655) | 49 | $0 |
| Receive | Receive | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 0.750 | Annual | Annual | Annual | 09/21/2032 | 09/21/2032 |  | 7300 | 709 | 709 | 1346 | 1346 | 2055 | 2055 | 0 | (21) |
| Receive | Receive | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 2.000 | Annual | Annual | Annual | 03/15/2033 | 03/15/2033 |  | 3700 | 412 | 412 | 258 | 258 | 670 | 670 | 0 | (12) |
| Receive | Receive | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 0.750 | Annual | Annual | Annual | 09/21/2052 | 09/21/2052 |  | 300 | (1) | (1) | 250 | 250 | 249 | 249 | 0 | (1) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.250 | Semi-Annual | Semi-Annual | Semi-Annual | 06/15/2026 | 06/15/2026 | $ | 15300 | 249 | 249 | (231) | (231) | 18 | 18 | 0 | (1) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.350 | Semi-Annual | Semi-Annual | Semi-Annual | 01/20/2027 | 01/20/2027 |  | 4900 | (1) | (1) | 129 | 129 | 128 | 128 | 0 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.550 | Semi-Annual | Semi-Annual | Semi-Annual | 01/20/2027 | 01/20/2027 |  | 21600 | (51) | (51) | (469) | (469) | (520) | (520) | 1 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.360 | Semi-Annual | Semi-Annual | Semi-Annual | 02/15/2027 | 02/15/2027 |  | 2730 | (1) | (1) | 71 | 71 | 70 | 70 | 0 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.600 | Semi-Annual | Semi-Annual | Semi-Annual | 02/15/2027 | 02/15/2027 |  | 10900 | (27) | (27) | (228) | (228) | (255) | (255) | 1 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.450 | Semi-Annual | Semi-Annual | Semi-Annual | 02/17/2027 | 02/17/2027 |  | 4500 | (1) | (1) | 113 | 113 | 112 | 112 | 0 | (1) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.700 | Semi-Annual | Semi-Annual | Semi-Annual | 02/17/2027 | 02/17/2027 |  | 18000 | (48) | (48) | (357) | (357) | (405) | (405) | 2 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.500 | Semi-Annual | Semi-Annual | Semi-Annual | 12/20/2027 | 12/20/2027 |  | 28100 | 106 | 106 | (620) | (620) | (514) | (514) | 10 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.420 | Semi-Annual | Semi-Annual | Semi-Annual | 08/17/2028 | 08/17/2028 |  | 15100 | (4) | (4) | 890 | 890 | 886 | 886 | 0 | (7) |

---

------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.380 | Semi-Annual | Semi-Annual | 08/24/2028 |  | 16100 |  | (4) |  | 962 |  | 958 |  | 0 | 0 |  | (8) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.000 | Semi-Annual | Semi-Annual | 06/19/2029 |  | 49900 |  | 1404 |  | (2354) |  | (950) |  | 35 | 35 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 06/20/2029 |  | 14500 |  | (274) |  | 236 |  | (38) |  | 0 | 0 |  | (12) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.000 | Annual | Annual | 12/21/2029 |  | 61800 |  | (6367) |  | 2681 |  | (3686) |  | 53 | 53 |  | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.250 | Annual | Annual | 06/18/2030 |  | 53900 |  | (504) |  | (570) |  | (1074) |  | 52 | 52 |  | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 09/17/2030 |  | 39700 |  | 956 |  | (746) |  | 210 |  | 40 | 40 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.160 | Semi-Annual | Semi-Annual | 04/12/2031 |  | 1400 |  | 0 |  | 180 |  | 180 |  | 0 | 0 |  | (1) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.380 | Semi-Annual | Semi-Annual | 04/12/2031 |  | 7000 |  | (14) |  | (811) |  | (825) |  | 7 | 7 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 0.750 | Semi-Annual | Semi-Annual | 06/16/2031 |  | 36300 |  | 2460 |  | 2935 |  | 5395 |  | 0 | 0 |  | (31) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Semi-Annual | Semi-Annual | 12/15/2031 |  | 20100 |  | (281) |  | 2464 |  | 2183 |  | 0 | 0 |  | (19) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.000 | Annual | Annual | 12/21/2032 |  | 12500 |  | (1710) |  | 377 |  | (1333) |  | 14 | 14 |  | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.500 | Annual | Annual | 12/20/2033 |  | 19000 |  | 172 |  | (516) |  | (344) |  | 21 | 21 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.250 | Annual | Annual | 03/19/2035 |  | 9300 |  | 782 |  | (373) |  | 409 |  | 0 | 0 |  | (9) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 4.500 | Annual | Annual | 06/19/2044 |  | 75300 |  | (212) |  | 3779 |  | 3567 |  | 138 | 138 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.000 | Semi-Annual | Semi-Annual | 01/15/2050 |  | 3200 |  | (22) |  | 1230 |  | 1208 |  | 8 | 8 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Semi-Annual | Semi-Annual | 01/22/2050 |  | 8400 |  | (21) |  | 3511 |  | 3490 |  | 20 | 20 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.875 | Semi-Annual | Semi-Annual | 02/07/2050 |  | 8800 |  | (34) |  | 3516 |  | 3482 |  | 21 | 21 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.250 | Semi-Annual | Semi-Annual | 03/12/2050 |  | 1700 |  | (5) |  | 579 |  | 574 |  | 4 | 4 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.150 | Semi-Annual | Semi-Annual | 12/11/2050 |  | 91100 |  | 18 |  | 46510 |  | 46528 |  | 0 | 0 |  | (21) |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.150 | Annual | Annual | 03/18/2030 | EUR | 3400 |  | 62 |  | 380 |  | 442 |  | 0 | 0 |  | (12) |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.250 | Annual | Annual | 09/21/2032 |  | 3600 |  | 326 |  | 326 |  | 652 |  | 0 | 0 |  | (20) |
| Receive<sup>(5)</sup> | Receive<sup>(5)</sup> | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.830 | Annual | Annual | 12/09/2052 |  | 9900 |  | 139 |  | 1083 |  | 1222 |  | 12 | 12 |  | 0 |
|  |  |  |  |  |  |  |  |  | $ | $(1854) | (1854) | $65943 | 65943 | $64089 | 64089 | $488 | 488 | 488 | $(176) | (176) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **$** | $**(1049)** | **(1049)** | $**65763** | **65763** | $**64714** | **64714** | $**582** | **582** | **582** | $**(176)** | **(176)** |
| **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $8,193 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** |
| <sup>(1)</sup> | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(2)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(3)</sup> | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(4)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(5)</sup> | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. |
| **(l)** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** | **FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER** |
| **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** | **FORWARD FOREIGN CURRENCY CONTRACTS:** |
|  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> | <u>Unrealized Appreciation/(Depreciation)</u> |
| &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | &nbsp;&nbsp;&nbsp;&nbsp; Counterparty | Settlement<br>Month | Settlement<br>Month | Settlement<br>Month |  | Currency to<br>be Delivered | Currency to<br>be Delivered | Currency to<br>be Delivered |  | Currency to<br>be Received | Currency to<br>be Received | Currency to<br>be Received | Asset | Asset | Asset | Asset | Liability | Liability | Liability |
| &nbsp;&nbsp;&nbsp;&nbsp; AZD | &nbsp;&nbsp;&nbsp;&nbsp; AZD | &nbsp;&nbsp;&nbsp;&nbsp; AZD | 04/2026  | 04/2026  | 04/2026  | $ | $526 | 526 | 526 | CAD | 720 | 720 | 720 | 0 | 0 | 0 | 0 | $(8) | (8) | (8) |
| &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | 04/2026  | 04/2026  | 04/2026  | BRL | 2659 | 2659 | 2659 | $ | $509 | 509 | 509 | 0 | 0 | 0 | 0 | (4) | (4) | (4) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | DOP | 7845 | 7845 | 7845 |  | 125 | 125 | 125 | 0 | 0 | 0 | 0 | (4) | (4) | (4) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $510 | 510 | 510 | BRL | 2659 | 2659 | 2659 | 3 | 3 | 3 | 3 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  |  | 1200 | 1200 | 1200 | DOP | 72975 | 72975 | 72975 | 0 | 0 | 0 | 0 | (7) | (7) | (7) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | DOP | 130 | 130 | 130 | $ | $2 | 2 | 2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | 04/2026  | 04/2026  | 04/2026  | HKD | 1133 | 1133 | 1133 |  | 145 | 145 | 145 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | TRY | 36709 | 36709 | 36709 |  | 802 | 802 | 802 | 0 | 0 | 0 | 0 | (11) | (11) | (11) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $932 | 932 | 932 | TRY | 42589 | 42589 | 42589 | 10 | 10 | 10 | 10 | 0 | 0 | 0 |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | TRY | 8440 | 8440 | 8440 | $ | $181 | 181 | 181 | 0 | 0 | 0 | 0 | (1) | (1) | (1) |
|  |  |  | 05/2026  | 05/2026  | 05/2026  | $ | $673 | 673 | 673 | TRY | 31204 | 31204 | 31204 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BSH | &nbsp;&nbsp;&nbsp;&nbsp; BSH | &nbsp;&nbsp;&nbsp;&nbsp; BSH | 04/2026  | 04/2026  | 04/2026  |  | 1729 | 1729 | 1729 | GBP | 1299 | 1299 | 1299 | 0 | 0 | 0 | 0 | (10) | (10) | (10) |

---

------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | 05/2026  | 05/2026  | GBP | 1299 | 1299 | $1729 | 1729 |  | 10 | 10 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; CBK | &nbsp;&nbsp;&nbsp;&nbsp; CBK | 04/2026  | 04/2026  | $ | $2176 | 2176 | 1852 | 1852 |  | 0 | 0 |  | (36) | (36) |
|  |  | 04/2026  | 04/2026  |  | 2240 | 2240 | 1690 | 1690 |  | 0 | 0 |  | (3) | (3) |
| &nbsp;&nbsp;&nbsp;&nbsp; DUB | &nbsp;&nbsp;&nbsp;&nbsp; DUB | 04/2026  | 04/2026  | HKD | 5497 | 5497 | $703 | 703 |  | 1 | 1 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; FAR | &nbsp;&nbsp;&nbsp;&nbsp; FAR | 04/2026  | 04/2026  | GBP | 1974 | 1974 | 2668 | 2668 |  | 55 | 55 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLM | &nbsp;&nbsp;&nbsp;&nbsp; GLM | 04/2026  | 04/2026  | BRL | 2671 | 2671 | 503 | 503 |  | 0 | 0 |  | (13) | (13) |
|  |  | 04/2026  | 04/2026  | $ | $1023 | 1023 | 5341 | 5341 |  | 8 | 8 |  | 0 | 0 |
|  |  | 05/2026  | 05/2026  | DOP | 40394 | 40394 | $622 | 622 |  | 0 | 0 |  | (42) | (42) |
|  |  | 06/2026  | 06/2026  |  | 736 | 736 | 12 | 12 |  | 0 | 0 |  | 0 | 0 |
|  |  | 06/2026  | 06/2026  | $ | $503 | 503 | 2706 | 2706 |  | 13 | 13 |  | 0 | 0 |
|  |  | 06/2026  | 06/2026  |  | 183 | 183 | 3185 | 3185 |  | 0 | 0 |  | (6) | (6) |
|  |  | 07/2026  | 07/2026  | DOP | 4482 | 4482 | $73 | 73 |  | 0 | 0 |  | 0 | 0 |
|  |  | 09/2026  | 09/2026  |  | 15832 | 15832 | 264 | 264 |  | 8 | 8 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; IND | &nbsp;&nbsp;&nbsp;&nbsp; IND | 04/2026  | 04/2026  | EUR | 22888 | 22888 | 27026 | 27026 |  | 571 | 571 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp; JPM | 04/2026  | 04/2026  | HKD | 6415 | 6415 | 821 | 821 |  | 2 | 2 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; MBC | &nbsp;&nbsp;&nbsp;&nbsp; MBC | 04/2026  | 04/2026  | GBP | 1015 | 1015 | 1355 | 1355 |  | 12 | 12 |  | 0 | 0 |
|  |  | 05/2026  | 05/2026  | $ | $198 | 198 | 172 | 172 |  | 1 | 1 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | 04/2026  | 04/2026  | CAD | 721 | 721 | $521 | 521 |  | 2 | 2 |  | 0 | 0 |
|  |  | 05/2026  | 05/2026  | $ | $521 | 521 | 720 | 720 |  | 0 | 0 |  | (2) | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | 04/2026  | 04/2026  |  | 24276 | 24276 | 21036 | 21036 |  | 39 | 39 |  | 0 | 0 |
|  |  | 05/2026  | 05/2026  | EUR | 21036 | 21036 | $24314 | 24314 |  | 0 | 0 |  | (38) | (38) |
|  |  | 06/2026  | 06/2026  | PEN | 1114 | 1114 | 331 | 331 |  | 12 | 12 |  | 0 | 0 |
| **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | $**747** | **747** | **747** | $**(185)** | **(185)** | **(185)** |
| **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> |
| Counterparty | Reference Entity | Reference Entity | Fixed <br>Receive Rate | Fixed <br>Receive Rate | Payment<br>Frequency | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Liability |
| DUB | Eskom « | Eskom « | 4.650% | 4.650% | Quarterly | —◆ | —◆ | $1500 | 0 | $64 | 64 | 64 | 64 | $0 |
| MYC | Petroleos Mexicanos  | Petroleos Mexicanos  | 1.000 | 1.000 | Quarterly | 2.711 | 2.711 | 400 | (78) | 61 | 61 | 0 | 0 | (17) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **(78)** | $**125** | **125** | **64** | **64** | $**(17)** |
| <sup>◆</sup> | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. |
| <sup>(1)</sup> | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(2)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(3)</sup> | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| <sup>(4)</sup> | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** |
| **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: |  |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Level 1 | Level 1 | Level 2 | Level 3 | Level 3 | Fair Value<br>at 03/31/2026 | Fair Value<br>at 03/31/2026 | Fair Value<br>at 03/31/2026 |  |

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------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | $0 | $76229 | $42306 | $118535 |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Banking & Finance | 0 | 25456 | 1163 | 26619 |
| Industrials | 0 | 55862 | 10443 | 66305 |
| Utilities | 0 | 19430 | 0 | 19430 |
| Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes |
| Industrials | 0 | 2548 | 0 | 2548 |
| Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes |
| Michigan | 0 | 997 | 0 | 997 |
| West Virginia | 0 | 2035 | 0 | 2035 |
| U.S. Government Agencies | 0 | 4517 | 2371 | 6888 |
| U.S. Treasury Obligations | 0 | 431 | 0 | 431 |
| Non-Agency Mortgage-Backed Securities | 0 | 37268 | 0 | 37268 |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |
| Automobile Sequential | 0 | 0 | 4901 | 4901 |
| Home Equity Other | 0 | 7329 | 0 | 7329 |
| Home Equity Sequential | 0 | 605 | 0 | 605 |
| Whole Loan Collateral | 0 | 3428 | 0 | 3428 |
| Other ABS | 0 | 5498 | 9244 | 14742 |
| Sovereign Issues | 0 | 9205 | 0 | 9205 |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |
| Communication Services | 1360 | 45 | 1830 | 3235 |
| Consumer Discretionary | 0 | 0 | 10 | 10 |
| Financials | 1 | 7627 | 0 | 7628 |
| Health Care | 0 | 0 | 12093 | 12093 |
| Industrials | 0 | 0 | 6953 | 6953 |
| Real Estate | 0 | 0 | 104 | 104 |
| Warrants | Warrants | Warrants | Warrants | Warrants |
| Communication Services | 0 | 595 | 0 | 595 |
| Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities |
| Banking & Finance | 0 | 1626 | 4549 | 6175 |
| Industrials | 0 | 1970 | 1463 | 3433 |
| Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts |
| Real Estate | 1252 | 0 | 0 | 1252 |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |
| Mutual Funds | 0 | 3127 | 0 | 3127 |
| Nigeria Treasury Bills | 0 | 2838 | 0 | 2838 |
|  | $2613 | $268666 | $97430 | $368709 |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |
| Central Funds Used for Cash Management Purposes | $46715 | $0 | $0 | $46715 |
| Total Investments | $49328 | $268666 | $97430 | $415424 |
| **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  | **Financial Derivative Instruments - Assets**  |
| Exchange-traded or centrally cleared | 0 | 582 | 0 | 582 |
| Over the counter | 0 | 747 | 64 | 811 |
|  | $0 | $1329 | $64 | $1393 |
| **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  |
| Exchange-traded or centrally cleared | 0 | (193) | 0 | (193) |
| Over the counter | 0 | (202) | 0 | (202) |
|  | $0 | $(395) | $0 | $(395) |
| Total Financial Derivative Instruments | $0 | $934 | $64 | $998 |
| Totals | $49328 | $269600 | $97494 | $416422 |

---

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** |
| Category and Subcategory | Beginning<br>Balance<br>at 06/30/2025 | Beginning<br>Balance<br>at 06/30/2025 | Net<br>Purchases<sup>(1)</sup> | Net<br>Sales/Settlements<sup>(1)</sup> | Accrued<br>Discounts/<br>(Premiums) | Realized<br>Gain/(Loss) | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(2)</sup> | Transfers into<br>Level 3 | Transfers out<br>of Level 3 | Ending<br>Balance<br>at 03/31/2026 | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(2)</sup> |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | $22933 | 22933 | $8748 | $(7468) | $63 | $(1) | $(792) | $18823 | $0 | $42306 | $(840) |
| Corporate Bonds & Notes |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance |  | 0 | 1170 | (19) | 0 | 1 | 11 | 0 | 0 | 1163 | (6) |
| Industrials |  | 9761 | 669 | (721) | 9 | 0 | 725 | 0 | 0 | 10443 | 532 |
| U.S. Government Agencies | 2393 | 2393 | 0 | (47) | 8 | 15 | 2 | 0 | 0 | 2371 | 1 |
| Asset-Backed Securities |  |  |  |  |  |  |  |  |  |  |  |

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------

<br> Schedule of Investments PIMCO Income Strategy Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Communication Services | Communication Services |  | 5082 | 0 |  |  | (168) | 0 | 0 | (13) | 0 | 0 |  | 4901 |  | (9) |
| Consumer Discretionary | Consumer Discretionary |  | 9416 | 0 |  |  | 0 | 2 | (584) | 410 | 0 | 0 |  | 9244 |  | (105) |
| Common Stocks | Common Stocks |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Communication Services | Communication Services |  | 5407 | 0 |  |  | (4806) | 0 | 2554 | (1325) | 0 | 0 |  | 1830 |  | 1755 |
| Consumer Discretionary | Consumer Discretionary |  | 9 | 0 |  |  | 0 | 0 | 0 | 1 | 0 | 0 |  | 10 |  | 0 |
| Financials | Financials |  | 3923 | 0 |  |  | (4020) | 0 | (3923) | 4020 | 0 | 0 |  | 0 |  | 0 |
| Health Care | Health Care |  | 12416 | 0 |  |  | 0 | 0 | 0 | (323) | 0 | 0 |  | 12093 |  | (322) |
| Industrials | Industrials |  | 6137 | 0 |  |  | 0 | 0 | 0 | 816 | 0 | 0 |  | 6953 |  | 816 |
| Real Estate<sup>(4)</sup> | Real Estate<sup>(4)</sup> |  | 7 | 0 |  |  | 0 | 0 | 0 | 97 | 0 | 0 |  | 104 |  | 97 |
| Warrants | Warrants |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Communication Services | Communication Services |  | 1060 | 0 |  |  | (956) | 0 | 252 | (356) | 0 | 0 |  | 0 |  | 0 |
| Financials | Financials |  | 1 | 0 |  |  | (3) | 0 | (2265) | 2267 | 0 | 0 |  | 0 |  | 0 |
| Preferred Securities | Preferred Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance | Banking & Finance |  | 0 | 4416 |  |  | 0 | 0 | 0 | 133 | 0 | 0 |  | 4549 |  | 133 |
| Industrials | Industrials |  | 1532 | 92 |  |  | 0 | 0 | 0 | (161) | 0 | 0 |  | 1463 |  | (160) |
|  |  | $80077 | 80077 | 15095 | $ | $ | $(18208) | $82 | $(3951) | $5512 | $0 | 0 | $| 97430 | $ | 1892 |
| **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** |
| Over the counter | Over the counter | $89 | 89 | 0 | $ | $ | $0 | $0 | $0 | $(25) | $0 | 0 | $| 64 | $ | (25) |
| Totals | Totals | $80166 | 80166 | 15095 | $ | $ | $(18208) | $82 | $(3951) | $5487 | $0 | 0 | $| 97494 | $ | 1867 |
| <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** |
|  |  |  |  |  |  |  |  |  |  |  |  | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Ending<br>Balance<br>at 03/31/2026 | Ending<br>Balance<br>at 03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | Input Value(s) | Input Value(s) | Input Value(s) | Weighted Average | Weighted Average |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | $7900 | 7900 | 7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.360 | 16.360 | 16.360 |  |  |
|  |  |  |  | 8639 | 8639 | 8639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 6.062 – 9.745 | 6.062 – 9.745 | 6.062 – 9.745 | 8.600 | 8.600 |
|  |  |  |  | 2201 | 2201 | 2201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 101.25 | 101.25 | 101.25 |  |  |
|  |  |  |  | 4271 | 4271 | 4271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 96.000 – 100.000  | 96.000 – 100.000  | 96.000 – 100.000  | 98.810 | 98.810 |
|  |  |  |  | 19295 | 19295 | 19295 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 43.500 – 100.125  | 43.500 – 100.125  | 43.500 – 100.125  | 95.215 | 95.215 |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | 1163 | 1163 | 1163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 6.918 | 6.918 | 6.918 |  |  |
| Industrials | Industrials | Industrials | Industrials | 10443 | 10443 | 10443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | 12.500/10.000 | 12.500/10.000 | 12.500/10.000 |  |  |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | 2371 | 2371 | 2371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 11.670 | 11.670 | 11.670 |  |  |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Automobile Sequential | &nbsp;&nbsp;&nbsp;&nbsp;Automobile Sequential | &nbsp;&nbsp;&nbsp;&nbsp;Automobile Sequential | &nbsp;&nbsp;&nbsp;&nbsp;Automobile Sequential | 4901 | 4901 | 4901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 10.420 | 10.420 | 10.420 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Other ABS | &nbsp;&nbsp;&nbsp;&nbsp;Other ABS | &nbsp;&nbsp;&nbsp;&nbsp;Other ABS | &nbsp;&nbsp;&nbsp;&nbsp;Other ABS | 9244 | 9244 | 9244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 9.150 – 20.000 | 9.150 – 20.000 | 9.150 – 20.000 | 11.729 | 11.729 |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |
| Communication Services | Communication Services | Communication Services | Communication Services | 1706 | 1706 | 1706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | $15.000 | 15.000 | 15.000 |  |  |
|  |  |  |  | 124 | 124 | 124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Discount | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Discount | 12.000 | 12.000 | 12.000 |  |  |
| Consumer Discretionary | Consumer Discretionary | Consumer Discretionary | Consumer Discretionary | 10 | 10 | 10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple / Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple / Discount Rate | 0.500/20.750 | 0.500/20.750 | 0.500/20.750 |  |  |
| Health Care | Health Care | Health Care | Health Care | 12093 | 12093 | 12093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.360 | 16.360 | 16.360 |  |  |
| Industrials | Industrials | Industrials | Industrials | 5882 | 5882 | 5882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | 12.500/10.000 | 12.500/10.000 | 12.500/10.000 |  |  |
|  |  |  |  | 1071 | 1071 | 1071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | $0.594 – 23.000 | 0.594 – 23.000 | 0.594 – 23.000 | 19.256 | 19.256 |
| Real Estate | Real Estate | Real Estate | Real Estate | 104 | 104 | 104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |  |  |  |  |  |
| Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities |
| Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | 2214 | 2214 | 2214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 11.900 | 11.900 | 11.900 |  |  |
|  |  |  |  | 2335 | 2335 | 2335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase price | $0.000 | 0.000 | 0.000 |  |  |
| Industrials | Industrials | Industrials | Industrials | 144 | 144 | 144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; Revenue/ EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; Revenue/ EBITDA Multiple | 4.625/18.000 | 4.625/18.000 | 4.625/18.000 |  |  |
|  |  |  |  | 1319 | 1319 | 1319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 19.155 | 19.155 | 19.155 |  |  |
| **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** |
| Over the counter | Over the counter | Over the counter | Over the counter | 64 | 64 | 64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 4.267 | 4.267 | 4.267 |  |  |
| Total | Total | Total | Total | $97494 | 97494 | 97494 |  |  |  |  |  |  |  |  |  |  |
| <sup>(1)</sup> | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. |
| <sup>(2)</sup> | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. |
| <sup>(3)</sup> | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. |
| <sup>(4)</sup> | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. | Sector type updated from Financials to Real Estate Industrials since prior fiscal year end. |

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------

Notes to Financial Statements

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

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

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

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

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

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

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

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

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

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

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

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

------

Notes to Financial Statements(Cont.)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

------

Notes to Financial Statements(Cont.)

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

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

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

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

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

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

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

**2. FEDERAL INCOME TAX MATTERS**

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

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

In accordance with U.S. GAAP, the Manager has reviewed the Fund's tax positions for all open tax years. As of March 31, 2026, the Fund has recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions it has taken or expects to take in future tax returns.

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

**3. INVESTMENTS IN AFFILIATES**

The Fund may invest in the PIMCO Short Asset Portfolio and the PIMCO Short-Term Floating NAV Portfolio III ("Central Funds") to the extent permitted by the Act, rules thereunder or exemptive relief therefrom. The Central Funds are registered investment companies created for use solely by the series of the Trust and other series of registered investment companies advised by the Adviser, in connection with their cash management activities. The main investments of the Central Funds are money market and short maturity fixed income instruments. The Central Funds may incur expenses related to their investment activities, but do not pay Investment Advisory Fees or Supervisory and Administrative Fees to the Adviser. The Central Funds are considered to be affiliated with the Fund. A complete schedule of portfolio holdings for each affiliate fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available at the SEC's website at www.sec.gov. A copy of each affiliate fund's shareholder report is also available at the SEC's website at www.sec.gov, on the Fund's website at www.pimco.com, or upon request, as applicable. The table below shows the Fund's transactions in and earnings from investments in the affiliated funds for the period ended March 31, 2026 (amounts in thousands<sup>†</sup>):

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Market Value<br>06/30/2025** | **Purchases at<br>Cost** | **Proceeds from<br>Sales** | **Net<br>Realized<br>Gain (Loss)** | **Change in<br>Unrealized<br>Appreciation<br>(Depreciation)** | **Market Value<br>03/31/2026** | **Dividend<br>Income**<sup>(1)</sup> | **Realized Net<br>Capital<br>Gain<br>Distributions**<sup>(1)</sup> |
| $42187 | $141222 | $(136700) | $15 | $(9) | $46715 | $1221 | $0 |

---

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

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

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** | **Glossary: (abbreviations that may be used in the preceding statements)** |  | (Unaudited) |
| **Counterparty Abbreviations:** | **Counterparty Abbreviations:** |  |  |  |  |
| **AZD** | Australia and New Zealand Banking Group | **CEW** | Canadian Imperial Bank of Commerce World <br> Markets | **MSC** | Morgan Stanley & Co. LLC. |
| **BOA** | Bank of America N.A. | **DUB** | Deutsche Bank AG | **MYC** | Morgan Stanley Bank, N.A. |
| **BPS** | BNP Paribas S.A. | **FAR** | Wells Fargo Bank National Association | **RDR** | RBC Capital Markets LLC |
| **BRC** | Barclays Bank PLC | **GLM** | Goldman Sachs Bank USA | **RTA** | RBC (Barbados) Trading Bank Corp. |
| **BSH** | Banco Santander S.A. - New York Branch | **IND** | Crédit Agricole Corporate and Investment Bank <br> S.A. | **SCX** | Standard Chartered Bank, London |
| **CBK** | Citibank N.A. | **JPM** | JP Morgan Chase Bank N.A. | **SOG** | Societe Generale Paris |
| **CDC** | Natixis Securities Americas LLC | **MBC** | HSBC Bank Plc |  |  |
| **Currency Abbreviations:** | **Currency Abbreviations:** |  |  |  |  |
| **BRL** | Brazilian Real | **GBP** | British Pound | **NGN** | Nigerian Naira |
| **CAD** | Canadian Dollar | **HKD** | Hong Kong Dollar | **PEN** | Peruvian New Sol |
| **DOP** | Dominican Peso | **KZT** | Kazakhstani Tenge | **TRY** | Turkish New Lira |
| **EUR** | Euro | **MXN** | Mexican Peso | **USD (or $)** | United States Dollar |
| **Index/Spread Abbreviations:** | **Index/Spread Abbreviations:** |  |  |  |  |
| **BISTREFI** | Turkish Lira Overnight Reference Rate | **EUR006M** | 6 Month EUR Swap Rate | **SONIO** | Sterling Overnight Interbank Average Rate |
| **BNMMDTSC** | Dreyfus Treasury Securites Cash Management Fund Yield | **FHMMUSTF** | Federated Hermes US Treasury Cash Reserves <br> Fund Yield | **TSFR1M** | Term SOFR 1-Month |
| **BRMMUSDF** | BlackRock Money Market US Treasury Fund Index | **JMMMUSTF** | JP Morgan Money Market US Treasury Fund Index | **TSFR3M** | Term SOFR 3-Month |
| **CDX.HY** | Credit Derivatives Index - High Yield | **MSMMUSTF** | MSILF Money Market US Treasury Fund Index | **TSFR6M** | Term SOFR 6-Month |
| **EUR003M** | 3 Month EUR Swap Rate | **SOFR** | Secured Overnight Financing Rate |  |  |
| **Other Abbreviations:** | **Other Abbreviations:** |  |  |  |  |
| **ABS** | Asset-Backed Security | **EBITDA** | Earnings before Interest, Taxes, Depreciation and Amoritization | **REMIC** | Real Estate Mortgage Investment Conduit |
| **ALT** | Alternate Loan Trust | **EURIBOR** | Euro Interbank Offered Rate | **TBA** | To-Be-Announced |
| **CDO** | Collateralized Debt Obligation | **JSC** | Joint Stock Company | **TBD** | To-Be-Determined |
| **CLO** | Collateralized Loan Obligation | **OIS** | Overnight Index Swap | **TBD%** | Interest rate to be determined when loan <br> settles or at the time of funding |
| **DAC** | Designated Activity Company | **PIK** | Payment-in-Kind |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** PIMCO Income Strategy Fund

- **b. Investment Company Act file number:** 811-21374

- **c. CIK number of Registrant:** 0001244183

- **d. LEI of Registrant:** UROCOLESWDN8T1Q8M112

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**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:** $494448452.58

**Total Liabilities:** $114254576.88

**Net Assets:** $380193875.70

**Delayed Delivery Securities:** $933527.16

**Cash Not Reported:** $6743074.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1601.825600 | **1-Year:** 568.274200 | **5-Year:** 6974.016000 | **10-Year:** 14245.553400 | **30-Year:** 1231.831700

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

- **3-Month:** 31951.009200 | **1-Year:** 13208.585700 | **5-Year:** 22101.545700 | **10-Year:** 6053.033000 | **30-Year:** 420.654000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.78%                | 1.26%                | -4.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-76470.93               | $497254.15                                 |
| Month 2  | $511920.41               | $-3803366.43                               |
| Month 3  | $681277.76               | $-6229680.08                               |

### 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                                                                       | RFRF USD SF+26.161/2.50 12/20/17-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-12793.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A7                                          | JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A3M                | CUSIP: 46629DBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61682 | PA      | $52010.48     | 0.01%             | 2037-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ENCINA SPV                                                                | ENCINA PRIVATE CREDIT LLC NOTE                             | CUSIP: 938DREII2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      54708 | PA      | $45235.21     | 0.01%             | 2026-11-30      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO SAS)                                   | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                   | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |    1600000 | PA      | $554808.11    | 0.15%             | 2030-11-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-21                                            | COUNTRYWIDE HOME LOANS CWHL 2005 21 A17                    | CUSIP: 126694CV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     141310 | PA      | $73531.14     | 0.02%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA INC COMPANY GUAR 11/95 7.5                             | CUSIP: 197677AH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1118881.33   | 0.29%             | 2095-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | JAGUAR LAND ROVER AUTOMOTIVE  SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |          1 | NC      | $2568.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT TRY SOLD USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $3209.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | PARIBAS REVERSE REPO EUR ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | LU        |    -170866 | PA      | $-197314.80   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                         | U S RENAL CARE INC 2025 TERM LOAN                          | CUSIP: BA000SL02<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    1750000 | PA      | $1782868.68   | 0.47%             | 2030-09-25      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | SOLD DOP BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-151.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BARCLAYS REV REPO EUR                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -1308202 | PA      | $-1511490.70  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 26-NQM2                               | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM2 XS 144A       | CUSIP: 64832MAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10543264 | PA      | $395699.24    | 0.10%             | 2065-12-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                              | ROMANIA SR UNSECURED 144A 09/28 5.5                        | CUSIP: ACI2JSF11<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $597042.87    | 0.16%             | 2028-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-HYB9                                          | COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1                  | CUSIP: 12669GHG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        419 | PA      | $418.95       | 0.00%             | 2035-02-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | US LONG BOND(CBT) JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -20 | NC      | $72941.14     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1                             | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C           | CUSIP: 59021AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     151165 | PA      | $68301.75     | 0.02%             | 2037-04-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| ENVALIOR FINANCE GMBH                                                     | ENVALIOR FINANCE GMBH USD TERM LOAN B1                     | CUSIP: D255LZAC9<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |    2143477 | PA      | $1886270.13   | 0.50%             | 2030-04-01      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| US LBM (LBM ACQUISITION LLC)                                              | LBM ACQUISITION LLC 2024 INCREMENTAL TERM LOAN B           | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    1994924 | PA      | $1609913.53   | 0.42%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2006-7                                          | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A2              | CUSIP: 61749JAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1896594 | PA      | $497043.36    | 0.13%             | 2036-06-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA INVESTMENT HOLDINGS LIMITED                                  | VIRGIN MEDIA INV HLDGS LTD 2025 GBP TERM LOAN              | CUSIP: BA000VZK6<br>LEI: 549300ZM1VNUHR0FX008 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1270656.44   | 0.33%             | 2030-08-01      | Floating      | 6.98%                 | No            |                  3 | On Loan: No      |
| CPS AUTO SECURITIZATION TRUST 2025-1                                      | CPS AUTO TRUST CPS 2025 1 A 144A                           | CUSIP: 22411GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4831511 | PA      | $4901392.08   | 1.29%             | 2032-06-16      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| GUARDIAN BIDCO INC                                                        | GUARDIAN 1ST LIEN DELAYED DRAW TL                          | CUSIP: BA000P6S4<br>LEI: 254900FNRUS0FT2AXJ89 | Long             | LON              | CORP              | US        |     600000 | PA      | $594591.89    | 0.16%             | 2032-08-29      | Fixed         | 9.17%                 | No            |                  3 | On Loan: No      |
| URSA RE LTD                                                               | URSA RE LTD UNSECURED 144A 12/28 VAR                       | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $411340.00    | 0.11%             | 2028-12-07      | Floating      | 12.80%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.1* 7/12/23-8Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $180501.15    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                | ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL  | CUSIP: 949ABEII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     559777 | PA      | $559776.89    | 0.15%             | 2026-11-03      | Floating      | 11.64%                | No            |                  3 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                   | ION PLAT FIN US/SARL SR SECURED 144A 05/29 9.5             | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     720000 | PA      | $678548.59    | 0.18%             | 2029-05-30      | Fixed         | 9.50%                 | 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        |     175000 | PA      | $174466.80    | 0.05%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                         | MNSN HOLDINGS INC COMMON STOCK                             | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1675 | NS      | $103850.00    | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CIFC FUNDING LTD 2014-3A                                                  | CIFC FUNDING LTD CIFC 2014 3A INC 144A                     | CUSIP: 12549TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     814000 | PA      | $417173.59    | 0.11%             | 2026-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                            | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR               | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    6187789 | PA      | $4677968.48   | 1.23%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $3449.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                             | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM1 B3 144A       | CUSIP: 64832LAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $222459.98    | 0.06%             | 2065-11-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.3* 08/24/23-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $958291.10    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3                                  | CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ                | CUSIP: 14986DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112511 | PA      | $106334.06    | 0.03%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                    | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875         | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1289373.60   | 0.34%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9          | CUSIP: 02149VAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     349188 | PA      | $148600.07    | 0.04%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                                    | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF3             | CUSIP: 75971FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1010005 | PA      | $384289.07    | 0.10%             | 2037-09-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8            | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 F 144A      | CUSIP: 46649JAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1892405 | PA      | $1645209.65   | 0.43%             | 2035-02-15      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | REPU BNYMELLON/RE RBC BARBADO                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1867589 | PA      | $-1868882.31  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR GBP SONIO/2.00000 03/15/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $669880.70    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.70 8/17/23-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-405255.41   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT DOP SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-6509.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NGD HOLDINGS BV                                                           | NGD HOLDINGS BV SR SECURED 12/26 6.75                      | CUSIP: ACI1XVPP6<br>LEI: 984500ED2ABF0UF46690 | Long             | DBT              | CORP              | NL        |     121360 | PA      | $113168.20    | 0.03%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDX HY46 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $114028.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | WEST MARINE NEW WARRANT WARRWM911                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        195 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-22R                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 22R 1A1          | CUSIP: 02147LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     637858 | PA      | $335373.83    | 0.09%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                      | WSTN TRUST WSTN 2023 MAUI C 144A                           | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $807019.20    | 0.21%             | 2037-07-05      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT TRY SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $333.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                 | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95              | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     161000 | PA      | $50178.39     | 0.01%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2006-RS5                          | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS5 A4            | CUSIP: 75156YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71561 | PA      | $68240.29     | 0.02%             | 2036-09-25      | Floating      | 4.35%                 | 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        |    2863659 | PA      | $2051353.60   | 0.54%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-41                                                 | FANNIE MAE FNR 2013 41 WI                                  | CUSIP: 3136ADS67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     428618 | PA      | $39845.33     | 0.01%             | 2042-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                              | ECOPETROL SA SR UNSECURED 01/36 8.375                      | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $202946.33    | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST II 2007-1                                        | BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1               | CUSIP: 07389KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1603274 | PA      | $749456.55    | 0.20%             | 2047-09-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                   | ION PLAT FIN US/SARL SR SECURED 144A 05/28 5.75            | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $95121.97     | 0.03%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                      | DISH DBS CORP SR SECURED 144A 12/26 5.25                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3520000 | PA      | $3491834.23   | 0.92%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                                  | FLORA FOOD MANAGEMENT BV SR SECURED 144A 07/29 6.875       | CUSIP: ACI2PNX49<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |     800000 | PA      | $869052.53    | 0.23%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                   | FREDDIE MAC   STACR STACR 2021 DNA7 B2 144A                | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1900000 | PA      | $1965004.89   | 0.52%             | 2041-11-25      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                                   | XBP GLOBAL HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 98400V200<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |        325 | NS      | $1430.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALPAGE INC                                                              | REALPAGE, INC. 1ST LIEN TERM LOAN                          | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    1394447 | PA      | $1339059.82   | 0.35%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                    | CS AT1 CLAIMS XS0989394589 CREDIT SUISSE GROUP AG          | CUSIP: 952NPHII6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     640000 | PA      | $224000.00    | 0.06%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-115                                                | FANNIE MAE FNR 2012 115 MI                                 | CUSIP: 3136A9CH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     566487 | PA      | $33844.69     | 0.01%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.8* 8/07/23-27Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3481564.32   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP                     | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP F 144A         | CUSIP: 12651QAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3147000 | PA      | $3140899.86   | 0.83%             | 2032-07-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                         | US RENAL CARE INC SR SECURED 144A 06/28 10.625             | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |     842800 | PA      | $703738.00    | 0.19%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                        | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      23800 | NS      | $547400.00    | 0.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VICI PROPERTIES INC                                                       | VICI PROPERTIES INC REIT USD.01                            | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      45844 | NS      | $1252458.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INTELSAT SA                                                               | SES S A COMMON STOCK                                       | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |     113713 | NS      | $1705695.00   | 0.45%             |  |  |  | No            |                  3 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR13                                               | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR13 B1           | CUSIP: 92922F4Y1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1464600 | PA      | $1297527.41   | 0.34%             | 2045-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST 2016-SFP                                                 | HILTON USA TRUST HILT 2016 SFP A 144A                      | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1200353.70   | 0.32%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                        | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       9882 | NS      | $227286.00    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| GHANA GOVT                                                                | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000           | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      39134 | PA      | $33078.72     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT TRY SOLD USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1392.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS (1261229 BC LTD)                                        | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B               | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    1985000 | PA      | $1921033.38   | 0.51%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1                    | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 XA1 144A      | CUSIP: 35563CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15340288 | PA      | $915870.44    | 0.24%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                          | WESTMORELAND COAL CO PIK TERM LOAN                         | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     712747 | PA      | $310045.13    | 0.08%             | 2029-03-15      | Fixed         | 7.92%                 | No            |                  3 | On Loan: No      |
| DISH DBS CORPORATION                                                      | DISH DBS CORP SR SECURED 144A 12/28 5.75                   | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3445359.24   | 0.91%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2011-RR5                                                   | BCAP LLC TRUST BCAP 2011 RR5 12A2 144A                     | CUSIP: 05534AAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     276966 | PA      | $474328.30    | 0.12%             | 2037-03-26      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-40T1                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 40T1 2A4         | CUSIP: 02148KAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1318406 | PA      | $357676.33    | 0.09%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                        | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5               | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     272081 | PA      | $267370.49    | 0.07%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD HKD BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $1584.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $2446.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FINANCE AUTHORITY                                      | TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0   | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   21900000 | PA      | $2034820.98   | 0.54%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                   | VALE SA SUBORDINATED 12/49 VAR                             | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |   60000000 | PA      | $5076401.83   | 1.34%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                                  | TITANIUM 2L BONDCO SARL SR SECURED 01/31 6.25              | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |    3783900 | PA      | $710712.81    | 0.19%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-2                         | FREDDIE MAC   SCRT SCRT 2018 2 BX                          | CUSIP: 35563PFX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      94034 | PA      | $35657.56     | 0.01%             | 2057-11-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | REVERSE REPO CIBC                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -4985277 | PA      | $-5004674.91  | -1.32%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC               | UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6          | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4868000 | PA      | $4583911.36   | 1.21%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                                | OCS GROUP HOLDINGS LTD 2026 GBP TERM LOAN B5               | CUSIP: BA000XG23<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1318967.86   | 0.35%             | 2031-11-28      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1564480 | PA      | $-1569877.71  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.4* 08/17/23-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $885837.15    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                    | CBRE SERVICES INC COMPANY GUAR 08/34 5.95                  | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     400000 | PA      | $416582.10    | 0.11%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR USD SOFR/3.75000 06/20/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-37653.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1                    | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A       | CUSIP: 35563CAH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3640068 | PA      | $2371113.12   | 0.62%             | 2055-11-25      | Floating      | 6.15%                 | No            |                  3 | On Loan: No      |
| APIDOS CLO 2017-28A                                                       | APIDOS CLO APID 2017 28A SUB 144A                          | CUSIP: 03766YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2533859 | PA      | $725808.61    | 0.19%             | 2038-10-20      | Variable      | 0.00%                 | No            |                  2 | 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        |     838237 | PA      | $617897.81    | 0.16%             | 2029-04-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                               | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $401133.20    | 0.11%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                    | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                     | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |    4773752 | PA      | $4421687.96   | 1.16%             | 2027-05-13      | Floating      | 10.70%                | No            |                  3 | On Loan: No      |
| FANNIE MAE REMICS 2019-1                                                  | FANNIE MAE FNR 2019 1 HS                                   | CUSIP: 3136B3ZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158456 | PA      | $14696.01     | 0.00%             | 2049-02-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD DOP BOUGHT USD 20260521                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-8969.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAIXABANK SA (AKA: LA CAIXA)                                              | CAIXABANK SA 144A 09/34 VAR                                | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $217900.69    | 0.06%             | 2034-09-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $127621.16    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LIMITED                                          | TRANSOCEAN INTERNTNL LTD COMPANY GUAR 144A 05/29 8.25      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    1500000 | PA      | $1550818.50   | 0.41%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS EUR 0.25000 09/21/22-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $651861.71    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-F2                                        | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1            | CUSIP: 45670JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1642238 | PA      | $476218.26    | 0.13%             | 2037-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                  | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM2 XS 144A      | CUSIP: 617941AL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3387173 | PA      | $106728.46    | 0.03%             | 2070-01-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| MEDIAPRO (SUBCALIDORA 2 SARL)                                             | SUBCALIDORA 2 2024 EUR TERM LOAN                           | CUSIP: BA0007DG2<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |    1566037 | PA      | $1769250.88   | 0.47%             | 2029-08-14      | Floating      | 7.88%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-507.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT TRY SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $339.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARINE ONE HOLDCO LLC                                                     | WEST MARINE NEW COMMON STOCK EQTYWM9A9                     | CUSIP: 902LVFII8<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1500 | NS      | $9476.65      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FANNIE MAE REMICS 2019-70                                                 | FANNIE MAE FNR 2019 70 IO                                  | CUSIP: 3136B7KN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     201883 | PA      | $40579.85     | 0.01%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                        | DRILLCO HLDG LUX SA COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       2644 | NS      | $60812.00     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| EQUINITI (ARMOR HOLDCO INC)                                               | ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5               | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1828334.40   | 0.48%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                               | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2              | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     900000 | PA      | $889592.23    | 0.23%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI DI SIENA SPA                                       | BANCA MONTE DEI PASCHI SIENA COMMON STOCK                  | CUSIP: ACI28SXK1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |     523500 | NS      | $4567812.28   | 1.20%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                          | SOCIETE GENERALE 144A 01/34 VAR                            | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $427464.56    | 0.11%             | 2034-01-10      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                              | CLOVER 2024 HOLDINGS INC VERITAS G PREFERRED               | CUSIP: 955EHZ901<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |       4500 | NS      | $85109.90     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-341.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT TRY SOLD USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1348.68      | 0.00%             |  |  |  | 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        |    1700000 | PA      | $1608911.18   | 0.42%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                        | FORD MOTOR COMPANY SR UNSECURED 05/97 7.7                  | CUSIP: 345370BS8<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4861068.01   | 1.28%             | 2097-05-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL                   | ION PLAT FIN US/SARL SR SECURED 144A 05/29 8.75            | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1005507.29   | 0.26%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                   | DOMINICAN REPUBLIC SR UNSECURED REGS 06/36 10.75           | CUSIP: P3579ECV7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   21000000 | PA      | $365257.33    | 0.10%             | 2036-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-5                                         | VERUS SECURITIZATION TRUST VERUS 2024 5 B2 144A            | CUSIP: 92540HAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $505148.30    | 0.13%             | 2069-06-25      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7         | CUSIP: 02146XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     614887 | PA      | $243834.04    | 0.06%             | 2036-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| WINSTON RE LTD                                                            | WINSTON RE LTD UNSECURED 144A 02/31 VAR                    | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |     250000 | PA      | $259925.00    | 0.07%             | 2031-02-26      | Floating      | 13.73%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                              | ROMANIA SR UNSECURED 144A 09/33 6.375                      | CUSIP: ACI2JSF94<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $594927.67    | 0.16%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-3414.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                     | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                    | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3536227 | PA      | $5355689.63   | 1.41%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-6                                           | BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1                 | CUSIP: 073868BE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     121321 | PA      | $60485.71     | 0.02%             | 2036-11-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                           | UNITI GROUP INC COMMON STOCK USD.0001                      | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      59579 | NS      | $558851.02    | 0.15%             |  |  |  | No            |                  1 | 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      | $952940.09    | 0.25%             | 2054-06-25      | Fixed         | 8.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                  | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM2 AIOS 144A    | CUSIP: 617941AK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3387173 | PA      | $14712.69     | 0.00%             | 2070-01-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                           | NEW UNITY COMMON STOCKK                                    | CUSIP: 958WDX907<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     326125 | NS      | $3059052.50   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| AHLSTROM OYJ                                                              | SPA HOLDINGS 3 OY 2025 USD TERM LOAN B                     | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | FI        |    1985037 | PA      | $1969732.82   | 0.52%             | 2030-05-23      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| CHASE MORGAGE FINANCE CORP 2005-A1                                        | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2           | CUSIP: 16162WPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1233 | PA      | $1181.24      | 0.00%             | 2035-12-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| ABSLT DE 2024 LLC                                                         | ABSLT DE 2024 LLC CLN 2024 1 05/33 1                       | CUSIP: 00401BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5211808.58   | 1.37%             | 2033-05-20      | Floating      | 12.18%                | No            |                  3 | On Loan: No      |
| US RENAL CARE INC                                                         | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN            | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    9398978 | PA      | $8877146.34   | 2.33%             | 2028-06-28      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-501.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEKNI-PLEX (TRIDENT TPI HOLDINGS INC)                                     | TRIDENT TPI HOLDINGS INC 2024 TERM LOAN B7                 | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    1687186 | PA      | $1602033.65   | 0.42%             | 2028-09-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | PETROLEOS MEXICANOS (PEMEX) LA SP MYC                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-17017.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                 | STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN PIK TERM LOAN A2    | CUSIP: 948FWKII5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    6095092 | PA      | $2159296.54   | 0.57%             | 2028-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8            | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 D 144A      | CUSIP: 46649JAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     822785 | PA      | $794758.70    | 0.21%             | 2035-02-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-6                                       | BANC OF AMERICA FUNDING CORPOR BAFC 2006 6 3A4             | CUSIP: 05950RBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     286701 | PA      | $268115.78    | 0.07%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE MORTGAGE SEC INC. 2004-4                                         | DEUTSCHE MORTGAGE SECURITIES, DMSI 2004 4 2MR2             | CUSIP: 251563EX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1772166 | PA      | $1795312.14   | 0.47%             | 2034-06-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE HOLDINGS LLC                                                  | BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR                | CUSIP: 10924BAA5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      35000 | NS      | $29794.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                              | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR E 144A          | CUSIP: 12564NAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1037059.43   | 0.27%             | 2038-11-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-1F                                           | GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1                    | CUSIP: 3623417Z6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     976656 | PA      | $340097.44    | 0.09%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260422                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-539.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                    | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |    1070000 | NS      | $1066137.30   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                               | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     765000 | PA      | $804667.38    | 0.21%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR USD SOFR/3.50000 12/20/23-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-189448.26   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-666.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                     | SYNIVERSE PFD PIK PFDJJZ917                                | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1567967 | NS      | $1319226.27   | 0.35%             |  |  |  | Yes           |                  3 | On Loan: No      |
| IPL SCHOELLER (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        |    1900000 | PA      | $1680215.98   | 0.44%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY3                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY3 3A1          | CUSIP: 12668BNK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52708 | PA      | $49703.47     | 0.01%             | 2036-04-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2007-S6                                      | RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A11           | CUSIP: 762009AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     510844 | PA      | $408329.18    | 0.11%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                           | BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1                 | CUSIP: 07386HVV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      91058 | PA      | $39061.99     | 0.01%             | 2035-09-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| PEOPLE'S CHOICE HOME LOAN SECURITIES TRUST SERIES 2004-1                  | PEOPLE S CHOICE HOME LOAN SECU PCHLT 2004 1 M1             | CUSIP: 71085PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     323201 | PA      | $305445.55    | 0.08%             | 2034-06-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2013-18                                                 | FANNIE MAE FNR 2013 18 DI                                  | CUSIP: 3136ACXD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88802 | PA      | $4938.68      | 0.00%             | 2032-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-NQM2                             | GS MORTGAGE BACKED SECURITIES GSMBS 2026 NQM2 B3 144A      | CUSIP: 362972AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $87483.47     | 0.02%             | 2061-11-25      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT TRY SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $483.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBOL FRANCE 25                                                            | OBOL FRANCE 3 SAS 2024 EUR TERM LOAN B                     | CUSIP: BA0006XM9<br>LEI: 969500K3AWY66FOPOS97 | Long             | LON              | CORP              | FR        |    2491873 | PA      | $2856829.75   | 0.75%             | 2028-12-31      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR                              | COLONY MORTGAGE CAPITAL LTD CLNY 2019 IKPR D 144A          | CUSIP: 12564NAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1054487.50   | 0.28%             | 2038-11-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-28CB                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 28CB 5A1         | CUSIP: 12667FYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38553 | PA      | $38388.30     | 0.01%             | 2035-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                  | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM2 B2 144A      | CUSIP: 617941AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98481.49     | 0.03%             | 2070-01-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AMC1                                      | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B          | CUSIP: 17311BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2413315 | PA      | $898093.52    | 0.24%             | 2036-12-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/2.50 9/20/23-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-500914.11   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                         | MAGENTA SECURITY HOLDINGS LLC 2024 FIRST OUT TERM LOAN     | CUSIP: 55909UAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      59389 | PA      | $42653.11     | 0.01%             | 2028-07-27      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS EUR 0.83000 12/09/42-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $1222497.19   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4342                                                   | FREDDIE MAC FHR 4342 CI                                    | CUSIP: 3137BAYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     331477 | PA      | $10613.28     | 0.00%             | 2033-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3731902 | PA      | $-3746775.97  | -0.99%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $11136.42     | 0.00%             |  |  |  | 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        |      98258 | PA      | $90846.92     | 0.02%             | 2031-03-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                        | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR       | CUSIP: BJBQCWII7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | EP               | CORP              | NL        |    1246400 | NS      | $1596342.95   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-7N                                                   | LEHMAN XS TRUST LXS 2007 7N 1A1A                           | CUSIP: 52524GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     287622 | PA      | $275699.17    | 0.07%             | 2047-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                 | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9               | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     900000 | PA      | $257177.22    | 0.07%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR GBP SONIO/0.75000 09/21/22-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $248687.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-1                                           | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1            | CUSIP: 78473NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25106 | PA      | $21628.89     | 0.01%             | 2037-02-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                  | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM2 B3 144A      | CUSIP: 617941AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $93792.25     | 0.02%             | 2070-01-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                              | STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN                | CUSIP: BA000BVC2<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |    1985000 | PA      | $1746800.00   | 0.46%             | 2031-12-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-512.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD EUR BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-37996.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERATON CORP                                                              | PERATON CORP TERM LOAN B                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    4479243 | PA      | $3833493.35   | 1.01%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                      | WSTN TRUST WSTN 2023 MAUI E 144A                           | CUSIP: 92943AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $602994.42    | 0.16%             | 2037-07-05      | Variable      | 9.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1473900 | PA      | $-1490022.83  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/3.00 9/19/23-6Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-949750.72   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S5                                       | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A10          | CUSIP: 161631AK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     204335 | PA      | $84654.39     | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                      | EUROSAIL PLC ESAIL 2007 3X E1C REGS                        | CUSIP: G3299SAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     239052 | PA      | $261713.00    | 0.07%             | 2045-06-13      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $13046.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR USD SOFR/4.50000 03/20/24-20Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3567407.47   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| PADAGIS LLC                                                               | PADAGIS LLC TERM LOAN B                                    | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1630984 | PA      | $1504582.51   | 0.40%             | 2028-07-06      | Floating      | 8.66%                 | No            |                  3 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-S1                                       | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A5            | CUSIP: 16163FAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     297422 | PA      | $113235.53    | 0.03%             | 2037-02-25      | Fixed         | 6.00%                 | 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        |    4930000 | PA      | $5072627.12   | 1.33%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                     | PROMOTORA DE INFORMACIONES A COMMON STOCK EUR.1            | CUSIP: BXC8GV902<br>LEI: 959800U3NGPXSCQHQW54 | Long             | EC               | CORP              | ES        |     130203 | NS      | $45214.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                                          | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR               | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1000000 | PA      | $1038500.00   | 0.27%             | 2026-06-08      | Floating      | 26.31%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                        | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                  | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |     261329 | NS      | $619349.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/2.2* 9/15/23-3Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $18139.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                               | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45             | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     322000 | PA      | $265891.03    | 0.07%             | 2042-04-15      | Fixed         | 4.45%                 | 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        |    1000000 | PA      | $1064466.00   | 0.28%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | JAGUAR LAND ROVER AUTOMOTIVE  SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |          1 | NC      | $72927.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                  | DISH NETWORK CORP SR UNSECURED 08/26 3.375                 | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1554400.00   | 0.41%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2006-S8                                     | RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S8 A15            | CUSIP: 74957XAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36788 | PA      | $29616.43     | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 26-NQM2                               | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM2 AIOS 144A     | CUSIP: 64832MAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10543264 | PA      | $56170.82     | 0.01%             | 2065-12-25      | Variable      | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -11346536 | PA      | $-11374618.65 | -2.99%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD DOP BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-3825.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC (AKA: ASURION CORP)                                           | ASURION LLC 2022 TERM LOAN B10                             | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    1674253 | PA      | $1620894.44   | 0.43%             | 2028-08-19      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-5A                                     | TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A        | CUSIP: 87331BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      74457 | PA      | $69989.42     | 0.02%             | 2036-08-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                        | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5               | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     194602 | PA      | $191232.88    | 0.05%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADAGIO VI CLO DAC VI-A                                                    | ADAGIO CLO ADAGI VI A SUB 144A                             | CUSIP: ACI0YQYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1306077 | PA      | $326532.84    | 0.09%             | 2031-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OWNIT MORTGAGE LN ASSET-BCK CERT 2006-3                                   | OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 3 M1             | CUSIP: 69121PDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2311755 | PA      | $2484120.80   | 0.65%             | 2037-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD DOP BOUGHT USD 20260618                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-63.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                          | WESTMORELAND MINING HOLDINGS L COMMON                      | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      25226 | NS      | $14977.81     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-7AX                                        | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A1            | CUSIP: 61754HAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2310111 | PA      | $605317.10    | 0.16%             | 2037-04-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | CDX HY45 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $435658.06    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                      | LIFEPOINT HEALTH INC SR SECURED 144A 08/30 9.875           | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     400000 | PA      | $423504.80    | 0.11%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12         | CUSIP: 02150GAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131147 | PA      | $40466.94     | 0.01%             | 2037-05-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2004-35T2                                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 35T2 A5          | CUSIP: 12667FQ99<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100971 | PA      | $82326.38     | 0.02%             | 2035-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                             | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM1 AIOS 144A     | CUSIP: 64832LAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18194974 | PA      | $74534.80     | 0.02%             | 2065-11-25      | Variable      | 0.25%                 | 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        |   17046140 | PA      | $2201093.82   | 0.58%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                     | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875       | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1749812.06   | 0.46%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC        | FERTITTA ENTERTAINMENT COMPANY GUAR 144A 01/30 6.75        | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1495707.84   | 0.39%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-13016.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.60 8/15/23-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-255360.96   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1334.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT MXN SOLD USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-5950.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                       | NISSAN MOTOR CO SR UNSECURED 144A 07/30 7.5                | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $403418.54    | 0.11%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | NEW WINDSTREAM WARRANTS                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      63531 | NC      | $595285.47    | 0.16%             |  |  |  | No            |                  3 | On Loan: No      |
| CITY OF DETROIT                                                           | DETROIT MI DET 04/44 ADJUSTABLE VAR                        | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    1292613 | PA      | $996637.97    | 0.26%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-4                                        | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1            | CUSIP: 41161PMX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9828 | PA      | $7388.17      | 0.00%             | 2035-07-19      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT CAD SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-2433.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                | EQTYWM927 WESTMORELAND MINING                              | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      46156 | NS      | $196162.79    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| CSMC TRUST 2017                                                           | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI E 144A         | CUSIP: 12652FAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $160734.00    | 0.04%             | 2032-11-10      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT TRY SOLD USD 20260506                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $107.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GUARDIAN BIDCO INC                                                        | GUARDIAN DELAYED DRAW TERM LOAN A                          | CUSIP: BA000P6T2<br>LEI: 254900FNRUS0FT2AXJ89 | Long             | LON              | CORP              | US        |     100000 | PA      | $100000.00    | 0.03%             | 2032-08-29      | Fixed         | 1.00%                 | No            |                  3 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-2                                             | MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A               | CUSIP: 57109H102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6330 | PA      | $0.00         | 0.00%             | 2029-07-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                                             | COLUMBUS MCKINNON CORPORATION 2026 TERM LOAN B             | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |     442097 | PA      | $440991.81    | 0.12%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                        | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                    | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    1874254 | PA      | $1881675.55   | 0.49%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| FORWARD AIR CORPORATION (CLUE OPCO LLC)                                   | FORWARD AIR CORPORATION TERM LOAN B                        | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     219361 | PA      | $214096.34    | 0.06%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | BARCLAYS PLC SR UNSECURED 09/29 VAR                        | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $208291.69    | 0.05%             | 2029-09-13      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| BOI FINANCE BV                                                            | BOI FINANCE BV 02/27 7.5                                   | CUSIP: ACI23L5Y2<br>LEI: 724500ZH3H2YACBUNF38 | Long             | DBT              | MUN               | NL        |    1500000 | PA      | $1768797.51   | 0.47%             | 2027-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                         | MAGENTA SECURITY HOLDINGS LLC 2024 SECOND OUT TERM LOAN    | CUSIP: 55909UAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      77611 | PA      | $32596.57     | 0.01%             | 2028-07-27      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                    | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507       | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     233361 | PA      | $246475.48    | 0.06%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR USD SOFR/3.50000 12/20/23-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-154683.30   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                               | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     830000 | PA      | $812993.53    | 0.21%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                 | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL B2 RESTRUCTURE   | CUSIP: 948FWLII3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    1111291 | PA      | $346811.31    | 0.09%             | 2028-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC           | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 02/29 6.5        | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1360944.96   | 0.36%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | 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      | $1163450.63   | 0.31%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | On Loan: No      |
| BELLE HAVEN ABS CDO LTD 2006-1A                                           | BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A               | CUSIP: 078452AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   85896252 | PA      | $187683.31    | 0.05%             | 2046-07-05      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-562.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSPA MONETIZATION TRUST                                                   | GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422      | CUSIP: 36298GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     751458 | PA      | $756539.73    | 0.20%             | 2029-10-09      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-7041.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PATTERSON CO (PARADIGM PARENT LLC)                                        | PARADIGM PARENT LLC 1ST LIEN TERM LOAN                     | CUSIP: 69902BAB5<br>LEI: 254900EDT9YE5UFH3458 | Long             | LON              | CORP              | US        |    2129300 | PA      | $1767319.00   | 0.46%             | 2032-04-16      | Floating      | 8.20%                 | 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        |     247333 | PA      | $199830.22    | 0.05%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2007-A1                                    | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 3A1           | CUSIP: 466287AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     297203 | PA      | $263052.71    | 0.07%             | 2037-03-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                            | ADLER GROUP SA   VTG SHS COMMON STOCK                      | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |     675204 | NS      | $0.79         | 0.00%             |  |  |  | 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        |     297143 | PA      | $148440.24    | 0.04%             | 2064-05-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                               | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75             | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     996000 | PA      | $833121.04    | 0.22%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP/RAPTOR LLC                                     | GREAT CAN GAMING/RAPTOR SR SECURED 144A 11/29 8.75         | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     100000 | PA      | $97622.65     | 0.03%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                     | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                 | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     765275 | PA      | $0.01         | 0.00%             | 2027-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-J4                                            | COUNTRYWIDE HOME LOANS CWHL 2006 J4 A3                     | CUSIP: 12669YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     156642 | PA      | $51661.54     | 0.01%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SABESP (NOVA SECURITISATION SARL)                                         | NOVA SECURITISATION SARL SR SECURED 144A 02/31 5.75        | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |     900000 | PA      | $871857.54    | 0.23%             | 2031-02-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260414                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-533.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2006-FR3                                         | SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A2            | CUSIP: 813765AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3425276 | PA      | $1838370.95   | 0.48%             | 2036-05-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2020-1A                                            | MARLETTE FUNDING TRUST MFT 2020 1A CERT 144A               | CUSIP: 57109J108<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2769 | PA      | $906.20       | 0.00%             | 2030-03-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-3                         | FREDDIE MAC   SCRT SCRT 2018 3 BX 144A                     | CUSIP: 35563PGW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     466609 | PA      | $136501.14    | 0.04%             | 2057-08-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                      | WSTN TRUST WSTN 2023 MAUI D 144A                           | CUSIP: 92943AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $800881.92    | 0.21%             | 2037-07-05      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A9                                       | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5             | CUSIP: 761143AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1164800 | PA      | $413404.91    | 0.11%             | 2037-09-25      | Fixed         | 6.25%                 | 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        |    3147361 | PA      | $3155228.92   | 0.83%             | 2030-12-18      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| PURPLE RE LTD                                                             | PURPLE RE LTD UNSECURED 144A 06/33 VAR                     | CUSIP: 74639NAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $250000.00    | 0.07%             | 2033-06-07      | Floating      | 6.05%                 | 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        |     481460 | PA      | $219315.11    | 0.06%             | 2058-10-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                    | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     800000 | PA      | $865439.52    | 0.23%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR12                                               | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3          | CUSIP: 93363NAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     108039 | PA      | $96207.99     | 0.03%             | 2036-10-25      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                  | VIRIDIEN SR SECURED 144A 10/30 10                          | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |    1983000 | PA      | $2111845.43   | 0.56%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                                             | HESTIA RE LTD UNSECURED 144A 04/29 VAR                     | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      13400 | PA      | $7504.00      | 0.00%             | 2029-04-22      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| KINDRED AT HOME HOSPICE (CHARLOTTE BUYER INC)                             | CHARLOTTE BUYER INC 2025 REPRICED TERM LOAN B              | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1687186 | PA      | $1673688.43   | 0.44%             | 2028-02-11      | Floating      | 7.92%                 | 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        |     101925 | PA      | $100685.77    | 0.03%             | 2028-08-31      | Floating      | 8.17%                 | No            |                  3 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-8                                           | BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1                  | CUSIP: 07387QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     638645 | PA      | $591381.48    | 0.16%             | 2046-06-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                               | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875      | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $106033.50    | 0.03%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000           | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |       7200 | PA      | $7078.18      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-231.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVOCA CLO XX DAC 20A                                                      | AVOCA CLO AVOCA 20A SUB 144A                               | CUSIP: ACI19ZJ22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1070000 | PA      | $690743.42    | 0.18%             | 2032-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                                      | AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B1          | CUSIP: 00187GAC3<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    1806368 | PA      | $1764107.55   | 0.46%             | 2027-09-01      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2006-10                                  | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1            | CUSIP: 86361QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     276327 | PA      | $214210.65    | 0.06%             | 2036-11-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | BARCLAYS PLC SR UNSECURED 09/34 VAR                        | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $324739.77    | 0.09%             | 2034-09-13      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2007-AR3                                   | DEUTSCHE ALT A SECURITIES INC DBALT 2007 AR3 2A5           | CUSIP: 25150VAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1856052 | PA      | $1673173.65   | 0.44%             | 2037-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2                         | FREDDIE MAC   SCRT SCRT 2019 2 BXS 144A                    | CUSIP: 35563PKX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     469369 | PA      | $174405.08    | 0.05%             | 2058-08-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| EPIQ (DTI HOLDCO INC)                                                     | DTI HOLDCO INC 2025 TERM LOAN B                            | CUSIP: 23358EAK5<br>LEI: 549300QQVMUL3P8XVJ27 | Long             | LON              | CORP              | US        |    2263516 | PA      | $1959830.95   | 0.52%             | 2029-04-26      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                                                        | SANDERS RE III LTD UNSECURED 144A 04/29 VAR                | CUSIP: 80000XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     714000 | PA      | $464100.00    | 0.12%             | 2029-04-09      | Floating      | 15.86%                | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                             | AMSURG EQUITY EQTYAS910                                    | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     275005 | NS      | $12093324.80  | 3.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/0.75 06/16/21-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $5394740.31   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-707.03      | -0.00%            |  |  |  | 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        |    1275000 | PA      | $1200361.50   | 0.32%             | 2032-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| SOHO TRUST 2021-SOHO                                                      | SOHO TRUST 2021 SOHO SOHO 2021 SOHO A 144A                 | CUSIP: 83410JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2940000 | PA      | $2438266.66   | 0.64%             | 2038-08-10      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.3* 8/15/23-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $70339.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                            | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     256451 | PA      | $225645.09    | 0.06%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2024-A                                      | COLLEGE AVE STUDENT LOANS CASL 2024 A C 144A               | CUSIP: 19424RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     626000 | PA      | $648779.39    | 0.17%             | 2054-06-25      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2006-A1                                      | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1            | CUSIP: 59020U5W1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     401967 | PA      | $184241.03    | 0.05%             | 2036-03-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN     | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    7125811 | PA      | $7339585.11   | 1.93%             | 2028-09-15      | Fixed         | 11.64%                | No            |                  3 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TRUST 2005-A15                                    | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2           | CUSIP: 45660L4H9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     372165 | PA      | $132536.78    | 0.03%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)                            | OLYMPUS WTR US HLDG CORP SR UNSECURED REGS 10/29 5.375     | CUSIP: ACI20N2N8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1500249.39   | 0.39%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR USD SOFR/2.00000 12/21/22-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1333183.06  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| WS AUDIOLOGY A/S                                                          | AURIS LUXEMBOURG III SARL 2026 USD TERM LOAN B             | CUSIP: L0421UAG6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      98754 | PA      | $98877.80     | 0.03%             | 2029-02-28      | Floating      | 6.95%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-658.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-921.58      | -0.00%            |  |  |  | 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        |     564342 | PA      | $236707.66    | 0.06%             | 2059-02-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN                        | DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4      | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |  100000000 | PA      | $215003.57    | 0.06%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTION BV                                              | YINSON BORONIA PRODUCTIO SR SECURED 144A 07/42 8.947       | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     777168 | PA      | $848309.96    | 0.22%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| NSCALE SERVICES UK LIMITED                                                | NSCALE DELAYED DRAW TERM LOAN                              | CUSIP: BA000WQD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3000000 | PA      | $3000000.00   | 0.79%             | 2032-08-11      | Floating      | 0.36%                 | No            |                  3 | On Loan: No      |
| URSA RE II LTD                                                            | URSA RE II LTD UNSECURED 144A 06/28 VAR                    | CUSIP: 91734PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $252412.50    | 0.07%             | 2028-06-07      | Floating      | 11.41%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 MINN C 144A      | CUSIP: 46650GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $341916.24    | 0.09%             | 2035-11-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                           | IHEARTMEDIA INC   CLASS A COMMON STOCK                     | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      62317 | NS      | $181965.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2006-S2                                       | CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S2 1A9           | CUSIP: 16163BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     512394 | PA      | $183192.74    | 0.05%             | 2036-10-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4          | CUSIP: 02147QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112712 | PA      | $61460.20     | 0.02%             | 2036-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | US 10YR ULTRA FUT JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -32 | NC      | $85734.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $573993.18    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                            | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR               | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     107153 | PA      | $73774.54     | 0.02%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| VALARIS LIMITED                                                           | VALARIS LTD SECURED 144A 04/30 8.375                       | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |     156000 | PA      | $161726.14    | 0.04%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-517.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC                   | MITER BRAND / MIWD BORR SR SECURED 144A 04/32 6.75         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $95837.82     | 0.03%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-M1                                            | SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A               | CUSIP: 78447T103<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1360 | PA      | $418139.90    | 0.11%             | 2029-10-28      | Fixed         | 0.00%                 | No            |                  3 | 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        |     293738 | PA      | $170912.32    | 0.04%             | 2060-05-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                       | SVB FINL TR COMMON STOCK UNIT                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1910 | NS      | $902475.00    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                     | PROMOTORA DE INFORMACIONES SA 2025 EUR 1ST LIEN TERM LOAN  | CUSIP: BA000KZZ7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |   11414351 | PA      | $12896431.13  | 3.39%             | 2029-12-31      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| BCAP LLC TRUST 2010-RR11                                                  | BCAP LLC TRUST BCAP 2010 RR11 6A2 144A                     | CUSIP: 05533JBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     505269 | PA      | $342972.73    | 0.09%             | 2036-03-27      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORPORATION                                                   | QUIDELORTHO CORP TERM LOAN                                 | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |    2487500 | PA      | $2487500.00   | 0.65%             | 2032-08-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                              | ROMANIA SR UNSECURED 144A 03/31 5.375                      | CUSIP: ACI2MY762<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     190000 | PA      | $221447.49    | 0.06%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                                                   | J + J VENTURES GAMING LLC 2024 TERM LOAN                   | CUSIP: 46604BAG3<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |     778150 | PA      | $778150.00    | 0.20%             | 2028-04-26      | Floating      | 8.78%                 | No            |                  3 | 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        |    2288384 | PA      | $2006626.58   | 0.53%             | 2030-02-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT TRY SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $82.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                     | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3625102 | PA      | $3608952.17   | 0.95%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QWEST CORPORATION                                                         | QWEST CORP SR UNSECURED 05/30 7.75                         | CUSIP: 668027AT2<br>LEI: 549300R2L4N683OO1509 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6953765.00   | 1.83%             | 2030-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                              | NIGERIA OMO BILL BILLS 05/26 0.00000                       | CUSIP: ACI35B9G5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 4050000000 | PA      | $2838162.64   | 0.75%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                               | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                   | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    4780500 | PA      | $46557291.64  | 12.25%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A1                                          | JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2                 | CUSIP: 466247F57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      61791 | PA      | $40217.83     | 0.01%             | 2036-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR USD SOFR/3.25000 06/18/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1073829.29  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                               | MCAFEE LLC 2024 USD 1ST LIEN TERM LOAN B                   | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     496231 | PA      | $444747.18    | 0.12%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                                     | BBCCRE TRUST BBCCR 2015 GTP B 144A                         | CUSIP: 05490TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $539120.34    | 0.14%             | 2033-08-10      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                                | INCORA INTERMEDIATE II SR SECURED 144A 01/30 VAR           | CUSIP: 45338XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5087349 | PA      | $5087349.00   | 1.34%             | 2030-01-31      | Fixed         | 11.68%                | No            |                  3 | On Loan: No      |
| BARCLAYS PLC                                                              | BARCLAYS PLC SR UNSECURED 11/33 VAR                        | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     970000 | PA      | $1085051.30   | 0.29%             | 2033-11-02      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                     | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/28 2.375     | CUSIP: ACI2B1W92<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     900000 | PA      | $993453.81    | 0.26%             | 2028-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3762                                                   | FREDDIE MAC FHR 3762 SH                                    | CUSIP: 3137A3QY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94644 | PA      | $82318.42     | 0.02%             | 2040-11-15      | Floating      | 2.43%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                           | OI S.A. SR SECURED 144A 12/28 8.5                          | CUSIP: 67117EAG3<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |   15146504 | PA      | $160931.61    | 0.04%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TR 2007-A7                                        | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A1             | CUSIP: 76114QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1771112 | PA      | $631190.79    | 0.17%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| YAHOO (AKA: AP CORE HOLDINGS II LLC)                                      | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2            | CUSIP: 00187GAD1<br>LEI: 549300PND8ZZ4RWYRZ56 | Long             | LON              | CORP              | US        |    5100000 | PA      | $4984459.50   | 1.31%             | 2027-09-01      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST-2007-4                                             | SLM STUDENT LOAN TRUST SLMA 2007 4 R                       | CUSIP: 78444A107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2000 | PA      | $370791.61    | 0.10%             | 2042-01-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.1* 9/11/23-27Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $46527779.51  | 12.24%            |  |  |  | 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        |     257000 | PA      | $256076.41    | 0.07%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                              | MPH ACQUISITION HOLDINGS LLC 2025 EXCHNG 1ST OUT TERM LOAN | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     508333 | PA      | $508206.24    | 0.13%             | 2030-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-520261.70   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3490078.70   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                            | DATABRICKS INC 2025 1ST AMENDMENT TERM LOAN                | CUSIP: 23803RAE1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     409389 | PA      | $407341.71    | 0.11%             | 2032-01-05      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                               | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                    | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   13466000 | PA      | $301963.47    | 0.08%             | 2028-05-17      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                                     | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878     | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1400590.00   | 0.37%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-571.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR USD SOFR/2.00000 12/21/22-7Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-3685396.31  | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-60T1                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A8          | CUSIP: 12668AUX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     829611 | PA      | $401196.03    | 0.11%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                           | JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5                | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $76325.17     | 0.02%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOUSSOIR RE LTD                                                           | WAFC VOUSSOIR WAFC VOUSSOIR                                | CUSIP: 957IQY903<br>LEI: 549300XW5WDY1508DB60 | Long             | EP               | CORP              | US        |    2334984 | NS      | $2334984.00   | 0.61%             |  |  |  | No            |                  3 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-A1                                    | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A1 4A1           | CUSIP: 46627MDA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     281938 | PA      | $205955.72    | 0.05%             | 2036-03-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                                             | VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5            | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |    1717937 | PA      | $0.02         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| US RENAL CARE INC                                                         | U S RENAL CARE INC 2025 DELAYED DRAW TERM LOAN             | CUSIP: BA000SL28<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     218750 | PA      | $222858.58    | 0.06%             | 2030-09-25      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| HARBORVIEW MTGE LOAN TRUST 2004-10                                        | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 10 1A1           | CUSIP: 41161PJH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13183 | PA      | $12302.71     | 0.00%             | 2035-01-19      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| ONE TORONTO GAMING (ONTARIO GAMING GTA LP)                                | ONTARIO GAMING GTA LP TERM LOAN B                          | CUSIP: C6907UAB7<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    1494179 | PA      | $1403862.95   | 0.37%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -78010 | PA      | $-78094.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-23                                  | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1            | CUSIP: 863579L48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     355526 | PA      | $187855.57    | 0.05%             | 2036-01-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                                  | PRIMO BRANDS CORPORATION 2025 TERM LOAN B                  | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     294030 | PA      | $294666.57    | 0.08%             | 2028-03-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2512995 | PA      | $-2521727.66  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                      | LIFEPOINT HEALTH INC SR SECURED 144A 10/30 11              | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1507408.00   | 0.40%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                       | REVERSE REPO ROYAL BANK OF CAN                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -256574 | PA      | $-259538.48   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FFH1                       | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH1 M3            | CUSIP: 32027NTC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1474986 | PA      | $1453141.23   | 0.38%             | 2036-06-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| DRYDEN 57 CLO LTD 2018-58A                                                | DRYDEN SENIOR LOAN FUND DRSLF 2018 58A SUB 144A            | CUSIP: 26245TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5689000 | PA      | $34134.00     | 0.01%             | 2031-07-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-706.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2010-137                                                | FANNIE MAE FNR 2010 137 VS                                 | CUSIP: 31398SQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108230 | PA      | $107777.48    | 0.03%             | 2040-12-25      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1202752 | PA      | $-1207651.93  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT TRY SOLD USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $2292.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD DOP BOUGHT USD 20260723                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-114.03      | -0.00%            |  |  |  | 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        |     426114 | PA      | $173748.18    | 0.05%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT BFL 144A     | CUSIP: 46645WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1182000 | PA      | $1035989.31   | 0.27%             | 2033-07-05      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| TABERNA PREFERRED FUNDING LTD 2006-5A                                     | TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A       | CUSIP: 87331BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1396065 | PA      | $1312301.27   | 0.35%             | 2036-08-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1                       | BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 1A3A         | CUSIP: 07389QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     214243 | PA      | $68187.98     | 0.02%             | 2036-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD HKD BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $928.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                           | NEW WINDSTREAM PREFERRED STOCK                             | CUSIP: 990AAJEB9<br>LEI: 549300V3NU625PJUVA84 | Long             | EP               | CORP              | US        |       2080 | NS      | $2213979.78   | 0.58%             |  |  |  | No            |                  3 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                     | MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN                 | CUSIP: BA000FDW9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     412236 | PA      | $0.00         | 0.00%             | 2027-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| IVANTI SOFTWARE INC                                                       | IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN                | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    2246684 | PA      | $1524768.05   | 0.40%             | 2029-06-01      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| VISTRA ZERO OPERATING COMPANY LLC                                         | VISTRA ZERO OPRTNG COMPANY LLC TERM LOAN B                 | CUSIP: 92841DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     199000 | PA      | $198332.36    | 0.05%             | 2031-04-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $570713.05    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR USD SOFR/3.25000 03/19/25-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $408674.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-208.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR USD SOFR/3.75000 09/17/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $209574.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $38921.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-455.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $112301.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                        | NEWFOLD DIGITAL HLDGS GRP INC. 2025 NEW MONEY TRANCHE A TL | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      84366 | PA      | $64117.82     | 0.02%             | 2029-04-30      | Floating      | 9.42%                 | No            |                  3 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                     | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875          | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725175 | PA      | $656283.38    | 0.17%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                           | IHEARTMEDIA INC   CLASS B COMMON STOCK                     | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      48387 | NS      | $124335.24    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | SOLD DOP BOUGHT USD 20260911                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-273.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG 25-2A                                                    | CRAFT LTD CRFT 2025 2A CLN 144A                            | CUSIP: ACI2Y11S9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | DE        |     500000 | PA      | $502512.00    | 0.13%             | 2035-01-21      | Floating      | 10.92%                | No            |                  3 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-357.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2014-2RA                                                 | CIFC FUNDING LTD CIFC 2014 2RA INC 144A                    | CUSIP: 125475AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $131199.46    | 0.03%             | 2030-04-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD DOP BOUGHT USD 20260917                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $7642.53      | 0.00%             |  |  |  | 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      | $2740153.41   | 0.72%             | 2054-06-25      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-10XS                                       | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A2            | CUSIP: 61751MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172746 | PA      | $96664.93     | 0.03%             | 2037-02-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NUVEEN CHURCHILL DIRECT LENDING CORP                                      | NUVEEN CHURCHILL DIRECT SR UNSECURED 03/30 6.65            | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1987261.84   | 0.52%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT CAD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-8024.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260506                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-113.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -4449860 | PA      | $-4461145.33  | -1.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-112.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD GBP BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $9874.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A2         | CUSIP: 02146VAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     178371 | PA      | $128888.98    | 0.03%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2005-QO4                                   | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO4 2A1           | CUSIP: 761118NN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1901168 | PA      | $1043396.35   | 0.27%             | 2045-12-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-514.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-2                                           | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3            | CUSIP: 78473TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129643 | PA      | $66303.75     | 0.02%             | 2037-04-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| SOLERA LLC (POLARIS NEWCO LLC)                                            | POLARIS NEWCO, LLC USD TERM LOAN B                         | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    1959740 | PA      | $1730087.50   | 0.46%             | 2028-06-02      | Floating      | 7.93%                 | 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        |    1326531 | PA      | $1324860.84   | 0.35%             | 2028-08-31      | Floating      | 8.64%                 | No            |                  3 | On Loan: No      |
| ARGENT SECURITIES INC. 2006-W2                                            | ARGENT SECURITIES INC. ARSI 2006 W2 A2B                    | CUSIP: 040104RV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5466718 | PA      | $3092272.06   | 0.81%             | 2036-03-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                                                      | CENGAGE LEARNING INC 2026 TERM LOAN B                      | CUSIP: 15131YAR6<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     788040 | PA      | $773591.29    | 0.20%             | 2031-03-24      | Floating      | 6.67%                 | 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        |     277252 | PA      | $119360.28    | 0.03%             | 2057-05-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $54846.69     | 0.01%             |  |  |  | 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        |    1700000 | PA      | $1756009.90   | 0.46%             | 2030-12-15      | Fixed         | 10.50%                | 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        |     700000 | PA      | $671857.14    | 0.18%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-654823.29   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 MINN B 144A      | CUSIP: 46650GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $986447.67    | 0.26%             | 2035-11-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LN TRUST 2005-1CB                                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2          | CUSIP: 12667F2R5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96753 | PA      | $38655.44     | 0.01%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                            | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                      | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1249059 | PA      | $1017448.15   | 0.27%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  3 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.3* 7/12/23-8Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-825090.99   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/2.00 7/15/23-27Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1207814.34   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD DOP BOUGHT USD 20260521                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-21092.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT TRY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $540.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | IRS EUR -0.15000 03/18/20-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $441911.55    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                               | CRESCENT ENERGY FINANCE COMPANY GUAR 144A 04/32 7.875      | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102239.70    | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | ESKOM GG LOAN SNR EM SP DUB                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $64389.98     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                       | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-35735.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                        | FORESEA HLDG S A COMMON STOCK                              | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       1098 | NS      | $25254.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                                | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL            | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      40268 | PA      | $33724.32     | 0.01%             | 2027-06-30      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                    | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG          | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $1120000.00   | 0.29%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC)                         | MAGENTA SECURITY HOLDINGS LLC 2024 THIRD OUT TERM LOAN     | CUSIP: 55909UAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     276031 | PA      | $61416.87     | 0.02%             | 2028-07-27      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                           | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25              | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     151000 | PA      | $72480.00     | 0.02%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                       | FS KKR CAPITAL CORP SR UNSECURED 01/29 7.875               | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2023325.42   | 0.53%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260506                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-66.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1    | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     500000 | PA      | $155895.28    | 0.04%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                | REPUBLIC OF GHANA SR UNSECURED 144A 07/29 VAR              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     190575 | PA      | $182180.33    | 0.05%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                                | LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL             | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     217752 | PA      | $182095.21    | 0.05%             | 2027-12-31      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 26-NQM2                               | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM2 B3 144A       | CUSIP: 64832MAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     159688 | PA      | $144456.00    | 0.04%             | 2065-12-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3         | CUSIP: 02147RAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     183334 | PA      | $52150.57     | 0.01%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $830.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                       | SVB FINL TR                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      13600 | NS      | $884.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                          | GRUPO NUTRESA SA COMPANY GUAR 144A 05/30 8                 | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     700000 | PA      | $742175.00    | 0.20%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-136.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOUGHTON MIFFLIN HARCOURT COMPANY                                         | HOUGHTON MIFFLIN HARCOURT COMP TERM LOAN B                 | CUSIP: 44157YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1136682 | PA      | $966958.52    | 0.25%             | 2029-04-09      | Floating      | 9.02%                 | 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        |    3200640 | PA      | $3109045.04   | 0.82%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COHESITY INC                                                              | CLOVER 2024 HOLDINGS INC VERITAS G 1 PREFERRED             | CUSIP: 955EKAII3<br>LEI: 254900JU2GC36CXYYG09 | Long             | EP               | CORP              | US        |       3109 | NS      | $58801.49     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM1                             | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM1 XS 144A       | CUSIP: 64832LAM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18194974 | PA      | $552046.44    | 0.15%             | 2065-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORPORATION                                                 | BAUSCH + LOMB CORPORATION 2025 REPRICED TERM LOAN          | CUSIP: C0787FAL6<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     298500 | PA      | $299526.84    | 0.08%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| NEW ALBERTSONS LP                                                         | NEW ALBERTSONS LP SR UNSECURED 02/28 6.57                  | CUSIP: 01310QCW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2816170.00   | 0.74%             | 2028-02-23      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                             | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95        | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     800000 | PA      | $871070.40    | 0.23%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STONEPEAK BAYOU HOLDINGS LP                                               | STONEPEAK BAYOU HOLDINGS LP TERM LOAN B                    | CUSIP: 86185AAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2000000 | PA      | $1948330.00   | 0.51%             | 2032-10-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD HKD BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $164.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                     | INCORA NEW EQUITY                                          | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     155272 | NS      | $5880768.62   | 1.55%             |  |  |  | Yes           |                  3 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                           | OI S.A. SR SECURED 144A 06/27 10                           | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    7304089 | PA      | $3542483.17   | 0.93%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2008-2R                                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1           | CUSIP: 021482AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330155 | PA      | $160865.30    | 0.04%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                | REPUBLIC OF GHANA SR UNSECURED 144A 07/35 VAR              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     313200 | PA      | $267919.73    | 0.07%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1250339 | PA      | $-1258380.91  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFRF USD SF+26.161/1.75 12/15/21-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2183365.67   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT TRY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $3.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $11739.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIALTO PARTNERS (GALAXY US OPCO INC)                                      | GALAXY US OPCO INC. TERM LOAN                              | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1814047 | PA      | $1574338.46   | 0.41%             | 2030-07-31      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-9871.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | BOUGHT TRY SOLD USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $238.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                                   | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1863202 | PA      | $1920103.15   | 0.51%             | 2029-05-30      | Floating      | 9.70%                 | No            |                  3 | On Loan: No      |
| WELLS FARGO MTGE BACKED SEC 2007-7                                        | WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A1             | CUSIP: 94985JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10183 | PA      | $9527.48      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                             | STEINHOFF CVR                                              | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |   12793342 | NS      | $14.78        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                               | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2           | CUSIP: 92925VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      98538 | PA      | $85842.31     | 0.02%             | 2037-02-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                              | MPH ACQUISITION HOLDINGS LLC 2025 SECOND OUT TERM LOAN     | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |    4213767 | PA      | $3752022.13   | 0.99%             | 2030-12-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1557376 | PA      | $-1559514.80  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-NQM2                             | GS MORTGAGE BACKED SECURITIES GSMBS 2026 NQM2 X 144A       | CUSIP: 362972AM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7334031 | PA      | $345352.17    | 0.09%             | 2061-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2021-3                         | FREDDIE MAC   SCRT SCRT 2021 3 BXS 144A                    | CUSIP: 35563P6W4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96569 | PA      | $59849.82     | 0.02%             | 2061-03-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | RFR GBP SONIO/0.75000 09/21/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $2056571.54   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                  | IHEARTCOMMUNICATIONS INC 2024 TERM LOAN                    | CUSIP: 45174UAJ7<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     300200 | PA      | $264034.91    | 0.07%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                                               | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A           | CUSIP: 92925DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112635 | PA      | $104699.87    | 0.03%             | 2046-12-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-4190.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                       | SOLD TRY BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-513.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                     | VICI PROPERTIES / NOTE COMPANY GUAR 144A 01/28 4.5         | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1272968.35   | 0.33%             | 2028-01-15      | Fixed         | 4.50%                 | 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        |     172346 | PA      | $56874.12     | 0.01%             | 2029-04-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                           | JAB HOLDINGS BV COMPANY GUAR 144A 05/51 3.75               | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $170580.23    | 0.04%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                                            | DATABRICKS INC 2025 DELAYED DRAW TERM LOAN                 | CUSIP: 23803RAF8<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      90611 | PA      | $90158.30     | 0.02%             | 2032-01-05      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer