# EDGAR Filing Document

**Accession Number:** 0000916183
**File Stem:** 0001099263-25-004506
**Filing Date:** 2025-11
**Character Count:** 591293
**Document Hash:** 2f18a8d7d90fa0b287ee4550af2aad52
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004506.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004506

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO STRATEGIC INCOME FUND, INC.
- **CENTRAL INDEX KEY:** 0000916183

**ORGANIZATION NAME:**
- **EIN:** 943194834
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08216
- **FILM NUMBER:** 251528387

**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 STRATEGIC INCOME FUND, INC
- **DATE OF NAME CHANGE:** 20231205

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO LOW DURATION OPPORTUNITIES FUND
- **DATE OF NAME CHANGE:** 20231103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO STRATEGIC INCOME FUND, INC.
- **DATE OF NAME CHANGE:** 20230918

## Nport-Ex

<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 267.8% ¤** |  |  |
| **LOAN PARTICIPATIONS AND ASSIGNMENTS 18.1%**  |  |  |
| **Altar Bidco, Inc.**<br>9.578% due 02/01/2030 ~ | $700 | $672 |
| **Altice France SA**<br>9.818% (TSFR3M + 5.500%) due 08/15/2028 «~ | 792 | 768 |
| **Central Parent, Inc.**<br>7.252% (TSFR3M + 3.250%) due 07/06/2029 ~ | 1091 | 947 |
| **Envision Healthcare Corp.**<br>12.230% (TSFR3M + 7.875%) due 11/03/2028 «~ | 3738 | 3851 |
| **Forward Air Corp.**<br>8.810% (TSFR3M + 4.500%) due 12/19/2030 ~ | 1300 | 1299 |
| **Gateway Casinos & Entertainment Ltd.**<br>10.276% (TSFR3M + 6.250%) due 12/18/2030 ~ | 1972 | 1974 |
| **Ivanti Software, Inc.**  |  |  |
| TBD% - 10.051% (TSFR3M + 5.750%) due 06/01/2029 ~µ | 165 | 170 |
| TBD% - 10.051% (TSFR3M + 4.750%) due 06/01/2029 ~ | 1234 | 1031 |
| **Lealand Finance Co. BV**<br>7.278% (TSFR1M + 3.000%) due 06/30/2027 ~ | 28 | 22 |
| **Lealand Finance Co. BV (5.278% Cash)**<br>5.278% due 12/31/2027 ~ | 216 | 155 |
| **Mercury Aggregator LP (19.000% PIK)**<br>19.000% due 04/03/2026 «(c) | 926 | 272 |
| **OCS Group Holdings Ltd.**<br>9.961% due 11/28/2031 | 1650 | 2220 |
| **Peraton Corp.**<br>8.013% (TSFR1M + 3.750%) due 02/01/2028 ~ | $2361 | 1997 |
| **Poseidon Bidco SASU**<br>7.000% (EUR003M + 5.000%) due 03/13/2030 ~ | 1000 | 552 |
| **Promotora de Informaciones SA**<br>7.494% (EUR003M + 5.470%) due 12/31/2029 «~ | 5052 | 5842 |
| **Steenbok Lux Finco 2 SARL**<br>10.000% due 06/30/2026 | 12150 | 3392 |
| **Stepstone Group MidCo 2 GmbH**  |  |  |
| 6.673% (EUR006M + 4.500%) due 04/26/2032 ~ | 2000 | 2316 |
| 8.608% (TSFR3M + 4.500%) due 12/19/2031 ~ | $299 | 285 |
| **Syniverse Holdings, Inc.**<br>11.002% (TSFR3M + 7.000%) due 05/13/2027 ~ | 4744 | 4642 |
| **U.S. Renal Care, Inc.**<br>9.278% (TSFR1M + 5.000%) due 06/28/2028 ~ | 3980 | 3810 |
| **Westmoreland Coal Co.**<br>8.000% due 03/15/2029 « | 2 | 1 |
| **X Corp.**  |  |  |
| 9.500% due 10/26/2029 | 500 | 502 |
| 10.958% (TSFR3M + 6.500%) due 10/26/2029 ~ | 2681 | 2633 |
| Total Loan Participations and Assignments (Cost $46,902) |  | 39353 |
| **CORPORATE BONDS & NOTES 44.7%**  |  |  |
| **BANKING & FINANCE 12.1%**  |  |  |
| **Antares Holdings LP** <br>6.350% due 10/23/2029 (j) | 1500 | 1535 |
| **Armor Holdco, Inc.** <br>8.500% due 11/15/2029 (j) | 1300 | 1298 |
| **BGC Group, Inc.** <br>6.600% due 06/10/2029 (j) | 1000 | 1040 |
| **CI Financial Corp.** <br>7.500% due 05/30/2029 (j) | 1300 | 1386 |
| **Corestate Capital Holding SA (8.000% Cash or 9.000% PIK)** <br>8.000% due 12/31/2026 (c) | 150 | 71 |
| **Country Garden Holdings Co. Ltd.**  |  |  |
| 5.400% due 05/27/2049 ^(d)  | $1000 | 110 |
| 6.150% due 09/17/2049 ^(d)  | 200 | 22 |
| **Credit Suisse AG AT1 Claim**  | 600 | 78 |
| **Diversified Healthcare Trust** <br>7.250% due 10/15/2030 | 800 | 814 |
| **EPR Properties** <br>3.750% due 08/15/2029 | 100 | 96 |
| **F&G Annuities & Life, Inc.**  |  |  |
| 6.250% due 10/04/2034 (j)  | 400 | 408 |
| 6.500% due 06/04/2029 (j)  | 700 | 730 |
| **Fairfax India Holdings Corp.** <br>5.000% due 02/26/2028 (j) | 2400 | 2267 |

---

------

<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Ford** **Motor Credit Co. LLC**  |  |  |
| 5.918% due 03/20/2028 (j)  | 700 | 712 |
| 6.183% (SOFRRATE + 2.030%) due 03/20/2028 ~(j)  | 1900 | 1901 |
| **HA Sustainable Infrastructure Capital, Inc.**  |  |  |
| 6.150% due 01/15/2031 (j)  | 2300 | 2364 |
| 6.375% due 07/01/2034 (j)  | 1000 | 1018 |
| **Hudson Pacific Properties LP**  |  |  |
| 3.250% due 01/15/2030 (j)  | 300 | 258 |
| 4.650% due 04/01/2029 (j)  | 300 | 279 |
| 5.950% due 02/15/2028 (j)  | 900 | 888 |
| **Marex Group PLC**  |  |  |
| 5.829% due 05/08/2028 (j)  | 200 | 203 |
| 6.404% due 11/04/2029 (j)  | 1000 | 1032 |
| **Nissan Motor Acceptance Co. LLC** <br>6.226% (SOFRINDX + 2.050%) due 09/13/2027 ~(j) | 665 | 664 |
| **Sammons Financial Group, Inc.** <br>6.875% due 04/15/2034 (j) | 1000 | 1102 |
| **Titanium 2l Bondco SARL** <br>6.250% due 01/14/2031 | 5074 | 1566 |
| **Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC** <br>6.000% due 01/15/2030 (j) | $2738 | 2482 |
| **Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC**  |  |  |
| 6.500% due 02/15/2029 (j)  | 1700 | 1598 |
| 8.625% due 06/15/2032  | 100 | 96 |
| 10.500% due 02/15/2028 (j)  | 213 | 225 |
|  |  | 26243 |
| **INDUSTRIALS 27.6%**  |  |  |
| **Altice France Holding SA**  |  |  |
| 8.000% due 05/15/2027  | 1100 | 469 |
| 10.500% due 05/15/2027  | $3000 | 1088 |
| **Altice France SA**  |  |  |
| 3.375% due 01/15/2028  | 1100 | 1114 |
| 4.000% due 07/15/2029  | 400 | 406 |
| 4.250% due 10/15/2029  | 500 | 510 |
| 5.125% due 07/15/2029  | $400 | 344 |
| 5.500% due 01/15/2028  | 200 | 177 |
| 5.500% due 10/15/2029  | 391 | 340 |
| 5.875% due 02/01/2027  | 300 | 319 |
| 8.125% due 02/01/2027  | $1400 | 1339 |
| **Beignet** <br>6.850% due 06/01/2049 «(b) | 4310 | 4310 |
| **Block, Inc.** <br>6.000% due 08/15/2033 | 900 | 922 |
| **Burberry Group PLC** <br>5.750% due 06/20/2030 (j) | 2627 | 3551 |
| **Centene Corp.**  |  |  |
| 2.450% due 07/15/2028  | $900 | 837 |
| 3.000% due 10/15/2030  | 900 | 805 |
| 3.375% due 02/15/2030  | 100 | 92 |
| 4.250% due 12/15/2027  | 500 | 491 |
| 4.625% due 12/15/2029  | 250 | 243 |
| **Central Parent LLC/CDK Global II LLC/CDK Financing Co., Inc.** <br>8.000% due 06/15/2029 | 50 | 44 |
| **Central Parent, Inc./CDK Global, Inc.** <br>7.250% due 06/15/2029 | 50 | 43 |
| **Cleveland-Cliffs, Inc.** <br>7.625% due 01/15/2034 | 910 | 938 |
| **CVS Pass-Through Trust** <br>7.507% due 01/10/2032 (j) | 450 | 480 |
| **DISH DBS Corp.**  |  |  |
| 5.250% due 12/01/2026  | 3558 | 3499 |
| 5.750% due 12/01/2028  | 3000 | 2878 |
| **Ecopetrol SA**  |  |  |
| 6.875% due 04/29/2030 (j)  | 2860 | 2933 |
| 7.750% due 02/01/2032  | 1300 | 1346 |
| 8.375% due 01/19/2036  | 80 | 83 |
| **EW Scripps Co.** <br>9.875% due 08/15/2030 | 300 | 282 |
| **Gazprom PJSC Via Gaz Capital SA** <br>8.625% due 04/28/2034 | 1710 | 1496 |
| **HF Sinclair Corp.** <br>6.250% due 01/15/2035 (j) | 1000 | 1046 |
| **Incora Intermediate II LLC** <br>0.000% (SOFRRATE + 8.000%) due 01/31/2030 «~ | 3748 | 3748 |
| **Incora Top Holdco LLC** <br>6.000% due 01/30/2033 «~(i) | 2694 | 4358 |
| **JetBlue Airways Corp./JetBlue Loyalty LP** <br>9.875% due 09/20/2031 (j) | 827 | 840 |
| **Manuchar Group SARL** <br>7.014% due 07/07/2032 •  | 500 | 581 |
| **MPH Acquisition Holdings LLC (6.500% Cash and 5.000% PIK)** <br>11.500% due 12/31/2030 (c) | $615 | 644 |
| **Newfold Digital Holdings Group, Inc.**  |  |  |
| 6.000% due 02/15/2029 «  | 1200 | 750 |

---

------

<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| 11.750% due 10/15/2028 «  | 1250 | 888 |
| **Nissan Motor Co. Ltd.** <br>4.810% due 09/17/2030 (j) | 2600 | 2451 |
| **Paradigm Parent LLC & Paradigm Parent Co-Issuer, Inc.** <br>8.750% due 04/17/2032 | 1000 | 973 |
| **Petroleos Mexicanos**  |  |  |
| 6.700% due 02/16/2032 (j)  | 784 | 777 |
| 6.840% due 01/23/2030 (j)  | 200 | 204 |
| 8.750% due 06/02/2029 (j)  | 350 | 377 |
| **Spirit Airlines Pass-Through Trust** <br>4.100% due 10/01/2029 | 540 | 513 |
| **Topaz Solar Farms LLC** <br>4.875% due 09/30/2039 (j) | 647 | 569 |
| **Tronox, Inc.** <br>9.125% due 09/30/2030 | 900 | 882 |
| **U.S. Renal Care, Inc.** <br>10.625% due 06/28/2028 (j) | 1454 | 1272 |
| **United Airlines Pass-Through Trust** <br>4.150% due 02/25/2033 | 63 | 62 |
| **Vale SA** <br>0.000% due 12/29/2049 ~(h) | 50000 | 3372 |
| **Venture Global LNG, Inc.** <br>7.000% due 01/15/2030 (j) | $1500 | 1553 |
| **Venture Global Plaquemines LNG LLC**  |  |  |
| 6.500% due 01/15/2034  | 700 | 737 |
| 6.750% due 01/15/2036  | 700 | 744 |
| **Viridien**  |  |  |
| 8.500% due 10/15/2030  | 600 | 732 |
| 10.000% due 10/15/2030 (j)  | $400 | 412 |
|  |  | 59864 |
| **UTILITIES 5.0%**  |  |  |
| **Edison International**  |  |  |
| 5.250% due 11/15/2028 (j)  | 3300 | 3327 |
| 6.250% due 03/15/2030 (j)  | 100 | 104 |
| **Hawaiian Electric Co., Inc.** <br>6.000% due 10/01/2033 | 1000 | 1009 |
| **NGD Holdings BV** <br>6.750% due 12/31/2026 | 1131 | 1029 |
| **OI SA (10.000% Cash or 6.000% PIK and 7.500% Cash or 13.500% PIK)** <br>10.000% due 06/30/2027 (c) | 2392 | 1579 |
| **OI SA (8.500% PIK)** <br>8.500% due 12/31/2028 (c) | 2231 | 67 |
| **Pacific Gas & Electric Co.** <br>4.300% due 03/15/2045 (j) | 950 | 763 |
| **Peru LNG SRL** <br>5.375% due 03/22/2030 (j) | 2100 | 2017 |
| **SW Finance I PLC** <br>1.625% due 03/30/2027 | 800 | 1010 |
|  |  | 10905 |
| Total Corporate Bonds & Notes (Cost $100,439) |  | 97012 |
| **CONVERTIBLE BONDS & NOTES 0.0%**  |  |  |
| **BANKING & FINANCE 0.0%**  |  |  |
| **Corestate Capital Holding SA (8.000% Cash or 9.000% PIK)** <br>8.000% due 12/31/2026 (c) | 175 | 83 |
| Total Convertible Bonds & Notes (Cost $197) |  | 83 |
| **MUNICIPAL BONDS & NOTES 2.6%**  |  |  |
| **CALIFORNIA 0.4%**  |  |  |
| **Golden State, California Tobacco Securitization Corp. Revenue Bonds, Series 2021**  |  |  |
| 3.487% due 06/01/2036  | $1000 | 852 |
| 3.850% due 06/01/2050  | 45 | 41 |
|  |  | 893 |
| **ILLINOIS 0.0%**  |  |  |
| **Illinois State General Obligation Bonds, (BABs), Series 2010** <br>6.725% due 04/01/2035 | 12 | 12 |
| **MICHIGAN 1.1%**  |  |  |
| **Detroit, Michigan General Obligation Bonds, Series 2014** <br>4.000% due 04/01/2044 | 2983 | 2350 |
| **WEST VIRGINIA 1.1%**  |  |  |
| **Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007** <br>0.000% due 06/01/2047 (g) | 25300 | 2365 |

---

------

<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| Total Municipal Bonds & Notes (Cost $6,805) |  | <br> 5620 |
| **U.S. GOVERNMENT AGENCIES 156.8%**  |  |  |
| **Federal Home Loan Mortgage Corp.**  |  |  |
| 5.500% due 04/01/2039 (j) | 761 | 789 |
| 6.000% due 02/01/2033 - 02/01/2034 | 25 | 25 |
| 6.436% due 12/01/2026 •  | 1 | 1 |
| 6.500% due 06/01/2029 - 07/01/2037 | 53 | 53 |
| 7.000% due 03/01/2031 - 12/01/2036 | 111 | 115 |
| 7.500% due 12/01/2025 - 03/01/2037 | 138 | 141 |
| 8.000% due 12/01/2026 | 4 | 4 |
| **Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates**<br>2.079% due 11/25/2045 ~(a) | 5336 | 213 |
| **Federal Home Loan Mortgage Corp. REMICS**  |  |  |
| 0.000% due 11/15/2048 •(a)(j) | 4210 | 147 |
| 1.529% due 04/25/2048 - 11/25/2049 •(a)(j) | 23146 | 3143 |
| 1.679% due 05/25/2050 •(a) | 509 | 69 |
| 1.841% due 11/15/2038 ~(a)(j) | 4946 | 267 |
| 1.882% due 05/15/2038 ~(a) | 1413 | 122 |
| 2.190% due 08/15/2036 ~(a) | 472 | 32 |
| 3.000% due 11/25/2050 (a)(j) | 7387 | 1376 |
| 3.000% due 01/25/2051 (a) | 430 | 79 |
| 3.500% due 05/25/2050 (a) | 447 | 85 |
| 5.500% due 06/15/2041 (j) | 860 | 898 |
| 6.000% due 12/15/2028 - 03/15/2035 | 328 | 339 |
| 6.500% due 03/15/2026 - 06/15/2032 | 526 | 547 |
| 6.500% due 07/15/2032 (j) | 169 | 177 |
| 7.000% due 07/15/2027 - 06/15/2031 | 253 | 260 |
| 7.500% due 03/15/2028 | 3 | 3 |
| 8.000% due 04/15/2030 | 6 | 7 |
| **Federal Home Loan Mortgage Corp. STACR REMICS Trust**  |  |  |
| 11.856% due 10/25/2041 •(j) | 2800 | 2941 |
| 12.156% due 11/25/2041 •(j) | 2800 | 2969 |
| **Federal Home Loan Mortgage Corp. Structured Pass-Through Certificates**  |  |  |
| 4.404% due 07/25/2032 ~ | 53 | 49 |
| 6.500% due 02/25/2043 - 10/25/2043 | 139 | 143 |
| 6.500% due 09/25/2043 ~ | 32 | 33 |
| 6.500% due 03/25/2044 (j) | 1018 | 1030 |
| 7.000% due 02/25/2043 - 10/25/2043 | 248 | 259 |
| 7.500% due 02/25/2042 | 15 | 16 |
| **Federal National Mortgage Association**  |  |  |
| 4.000% due 06/01/2047 - 03/01/2048 | 166 | 160 |
| 4.000% due 09/01/2047 - 11/01/2047 (j) | 4267 | 4104 |
| 4.500% due 03/01/2028 - 08/01/2041 | 90 | 90 |
| 6.000% due 12/01/2032 - 10/01/2036 | 102 | 105 |
| 6.000% due 04/01/2035 - 06/01/2040 (j) | 1272 | 1338 |
| 6.135% due 09/01/2028 •  | 1 | 1 |
| 6.450% due 11/01/2027 •  | 3 | 3 |
| 6.500% due 11/01/2028 - 11/01/2047 | 477 | 499 |
| 6.500% due 04/01/2037 (j) | 104 | 106 |
| 7.000% due 07/01/2034 - 01/01/2047 | 26 | 27 |
| 8.000% due 09/01/2027 - 11/01/2031 | 25 | 24 |
| **Federal National Mortgage Association Grantor Trust**  |  |  |
| 6.000% due 01/25/2044 | 402 | 417 |
| 6.500% due 12/25/2041 - 08/25/2042 | 838 | 876 |
| 7.000% due 07/25/2042 - 11/25/2043 | 60 | 62 |
| 7.500% due 11/25/2040 - 07/25/2042 | 162 | 165 |
| 7.500% due 06/19/2041 ~ | 51 | 53 |
| 8.000% due 06/19/2041 ~ | 469 | 483 |
| **Federal National Mortgage Association Interest STRIPS**<br>5.000% due 07/25/2037 (a) | 343 | 48 |
| **Federal National Mortgage Association REMICS**  |  |  |
| 0.000% due 02/25/2052 •(a) | 104088 | 456 |
| 1.149% due 12/25/2042 ~(a) | 2067 | 32 |
| 1.529% due 10/25/2049 •(a)(j) | 5338 | 741 |
| 1.579% due 02/25/2049 •(a) | 50 | 6 |
| 1.629% due 07/25/2050 •(a)(j) | 787 | 99 |
| 1.744% due 08/25/2054 ~(a)(j) | 3016 | 160 |
| 2.279% due 07/25/2041 •(a) | 180 | 6 |
| 2.500% due 12/25/2027 (a) | 195 | 3 |
| 3.000% due 06/25/2050 (a) | 966 | 181 |
| 3.500% due 07/25/2036 (a)(j) | 2087 | 191 |
| 3.500% due 07/25/2042 - 12/25/2049 (a) | 286 | 31 |
| 4.000% due 06/25/2050 (a)(j) | 499 | 97 |
| 4.500% due 07/25/2040 | 318 | 317 |
| 5.000% due 01/25/2038 (j) | 1588 | 1622 |
| 5.000% due 07/25/2038 | 44 | 45 |
| 5.500% due 11/25/2032 (j) | 863 | 885 |
| 5.500% due 12/25/2034 - 04/25/2035 | 577 | 594 |
| 5.750% due 06/25/2033 | 6 | 7 |
| 6.000% due 09/25/2031 | 31 | 32 |
| 6.500% due 09/25/2031 - 03/25/2032 | 176 | 181 |
| 6.850% due 12/18/2027 | 1 | 1 |
| 7.000% due 06/18/2027 - 03/25/2045 | 182 | 186 |
| 8.500% due 06/18/2027 - 06/25/2030 | 5 | 5 |

---

------

<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Federal** **National Mortgage Association REMICS Trust**  |  |  |  |
| 4.409% due 02/25/2042 ~ |  | 183 | 184 |
| 4.721% due 12/25/2042 ~ |  | 12 | 12 |
| 5.089% due 10/25/2042 ~ |  | 5 | 5 |
| 5.130% due 10/25/2042 ~ |  | 130 | 133 |
| 5.807% due 08/25/2043 |  | 589 | 588 |
| 7.000% due 09/25/2041 ~ |  | 129 | 129 |
| **Federal National Mortgage Association Trust**  |  |  |  |
| 6.500% due 09/25/2042 - 06/25/2044 |  | 344 | 353 |
| 7.000% due 02/25/2044 |  | 15 | 16 |
| 7.500% due 07/25/2042 - 06/25/2044 |  | 115 | 119 |
| **Government National Mortgage Association**  |  |  |  |
| 4.000% due 10/15/2051 - 03/15/2052 (j) |  | 6418 | 6076 |
| 4.000% due 03/15/2052 |  | 37 | 35 |
| 6.000% due 04/15/2029 - 12/15/2038 |  | 286 | 296 |
| 6.000% due 11/15/2038 (j) |  | 104 | 109 |
| 6.500% due 04/15/2032 - 01/20/2055 |  | 524 | 539 |
| 7.500% due 03/15/2026 - 02/15/2029 |  | 81 | 79 |
| 8.500% due 02/15/2031 |  | 4 | 4 |
| **Government National Mortgage Association REMICS**  |  |  |  |
| 1.800% due 08/20/2049 - 09/20/2049 •(a)(j) |  | 40151 | 5273 |
| 1.950% due 06/20/2047 •(a)(j) |  | 4294 | 562 |
| **Government National Mortgage Association, TBA**  |  |  |  |
| 3.500% due 11/01/2055 |  | 1800 | 1641 |
| 4.000% due 11/01/2055 |  | 3700 | 3479 |
| 4.500% due 11/01/2055 |  | 100 | 97 |
| 6.500% due 11/01/2055 |  | 600 | 616 |
| **U.S. Small Business Administration**  |  |  |  |
| 5.510% due 11/01/2027 |  | 33 | 33 |
| 5.780% due 08/01/2027 |  | 2 | 2 |
| 5.820% due 07/01/2027 |  | 2 | 2 |
| **Uniform Mortgage-Backed Security, TBA**  |  |  |  |
| 5.000% due 11/01/2055 |  | 700 | 694 |
| 6.500% due 10/01/2055 - 11/01/2055 |  | 257800 | 266586 |
| 7.000% due 11/01/2055 |  | 20800 | 21780 |
| **Vendee Mortgage Trust**  |  |  |  |
| 6.500% due 03/15/2029 |  | 16 | 16 |
| 6.750% due 02/15/2026 - 06/15/2026 |  | 5 | 5 |
| 7.500% due 09/15/2030 |  | 449 | 471 |
| Total U.S. Government Agencies (Cost $358,205) |  |  | 340705 |
| **NON-AGENCY MORTGAGE-BACKED SECURITIES 20.7%**  |  |  |  |
| **Adjustable Rate Mortgage Trust**  |  |  |  |
| 6.662% due 07/25/2035 ~  |  | 103 | 100 |
| 6.972% due 08/25/2035 ~  |  | 94 | 93 |
| **Ashford Hospitality Trust** <br>5.723% due 04/15/2035 •(j) |  | 2200 | 2197 |
| **Atrium Hotel Portfolio Trust** <br>5.948% due 12/15/2036 •(j) |  | 1600 | 1573 |
| **Banc of America Mortgage Trust** <br>5.111% due 02/25/2035 ~ |  | 3 | 3 |
| **BCAP LLC Trust** <br>4.855% due 07/26/2036 ~ |  | 88 | 74 |
| **Bear Stearns ALT-A Trust** <br>4.164% due 08/25/2036 ~ |  | 196 | 89 |
| **Bear Stearns Commercial Mortgage Securities Trust**  |  |  |  |
| 5.657% due 10/12/2041 ~  |  | 52 | 51 |
| 5.947% due 12/11/2040 ~  |  | 82 | 82 |
| **CALI Mortgage Trust** <br>3.957% due 03/10/2039 (j) |  | 1000 | 960 |
| **CHL Mortgage Pass-Through Trust**  |  |  |  |
| 4.912% due 03/25/2035 •  |  | 575 | 504 |
| 5.345% due 08/25/2034 ~  |  | 100 | 98 |
| 6.142% due 03/25/2046 •  |  | 563 | 427 |
| **CHL Reperforming Loan Trust REMICS**  |  |  |  |
| 7.500% due 11/25/2034  |  | 63 | 63 |
| 7.500% due 06/25/2035  |  | 19 | 19 |
| **CLNY Trust** <br>6.613% due 11/15/2038 •(j) |  | 1000 | 967 |
| **COMM Mortgage Trust** <br>10.265% due 12/15/2038 •  |  | 1380 | 1197 |
| **Countrywide Alternative Loan Trust** <br>4.692% due 07/25/2046 •  |  | 740 | 679 |
| **CSFB Mortgage-Backed Pass-Through Certificates** <br>7.000% due 02/25/2034 |  | 40 | 41 |
| **CSMC Mortgage-Backed Trust** <br>6.500% due 03/25/2036 |  | 731 | 77 |
| **CSMC Trust** <br>3.431% due 11/10/2032 |  | 1200 | 961 |
| **Eurosail-U.K. PLC**  |  |  |  |
| 5.705% due 09/13/2045 •  | GBP | 1582 | 1997 |
| 6.355% due 09/13/2045 •  |  | 1130 | 1369 |
| 7.955% due 09/13/2045 •  |  | 960 | 1299 |
| **GC Pastor Hipotecario 5 FTA** <br>2.199% due 06/21/2046 •  | EUR | 465 | 505 |

---

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<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **GMACM** **Mortgage Loan Trust** <br>0.000% due 08/19/2034 ~ | $14 | 12 |
| **GSAA Trust** <br>6.000% due 04/01/2034 | 280 | 285 |
| **GSMPS Mortgage Loan Trust**  |  |  |
| 7.000% due 06/25/2043 (j)  | 1109 | 1172 |
| 7.500% due 06/19/2027 ~  | 10 | 9 |
| 8.000% due 09/19/2027 ~  | 239 | 233 |
| **GSR Mortgage Loan Trust**  |  |  |
| 4.602% due 12/25/2034 •  | 28 | 26 |
| **IM Pastor 3 FTH** <br>2.169% due 03/22/2043 •  | 143 | 149 |
| **JP Morgan Chase Commercial Mortgage Securities Trust**  |  |  |
| 4.997% due 04/15/2037 •(j)  | $976 | 963 |
| 6.014% due 12/15/2036 •  | 1700 | 89 |
| 6.015% due 03/15/2036 •  | 900 | 655 |
| 7.448% due 02/15/2035 •(j)  | 987 | 947 |
| 10.805% due 11/15/2038 •(j)  | 2200 | 2214 |
| **JP Morgan Mortgage Trust**  |  |  |
| 5.500% due 06/25/2037  | 1 | 1 |
| 6.361% due 10/25/2036 ~  | 567 | 443 |
| **MASTR Adjustable Rate Mortgages Trust** <br>4.024% due 10/25/2034 ~ | 191 | 175 |
| **MASTR Alternative Loan Trust**  |  |  |
| 6.250% due 07/25/2036  | 181 | 87 |
| 7.000% due 04/25/2034  | 13 | 14 |
| **MASTR Reperforming Loan Trust**  |  |  |
| 7.000% due 05/25/2035  | 1972 | 1291 |
| 7.500% due 07/25/2035  | 1040 | 692 |
| **Morgan Stanley Resecuritization Trust** <br>4.357% due 12/26/2046 ~ | 5785 | 5374 |
| **NAAC Reperforming Loan REMICS Trust** <br>7.500% due 03/25/2034 (j) | 1173 | 1104 |
| **NACC Reperforming Loan REMICS Trust**  |  |  |
| 7.000% due 10/25/2034  | 375 | 345 |
| 7.500% due 10/25/2034  | 1125 | 1039 |
| **New Orleans Hotel Trust** <br>5.787% due 04/15/2032 •  | 1000 | 982 |
| **Newgate Funding PLC**  |  |  |
| 3.264% due 12/15/2050 •  | 1016 | 1163 |
| 3.514% due 12/15/2050 •  | 1016 | 1110 |
| **RALI Trust** <br>6.000% due 08/25/2035 | $573 | 511 |
| **RBSSP Resecuritization Trust**  |  |  |
| 6.000% due 02/26/2037 ~  | 2138 | 1075 |
| 6.250% due 12/26/2036 ~  | 5173 | 1743 |
| **Residential Asset Mortgage Products Trust**  |  |  |
| 8.500% due 10/25/2031  | 116 | 108 |
| 8.500% due 11/25/2031  | 597 | 283 |
| 8.500% due 12/25/2031  | 5 | 2 |
| **Seasoned Credit Risk Transfer Trust** <br>5.000% due 06/25/2065 ~ | 1800 | 1508 |
| **Structured Asset Securities Corp. Mortgage Loan Trust** <br>7.500% due 10/25/2036 | 2008 | 1137 |
| **WaMu Mortgage Pass-Through Certificates Trust** <br>5.398% due 05/25/2035 ~ | 36 | 36 |
| **Washington Mutual MSC Mortgage Pass-Through Certificates Trust**  |  |  |
| 7.000% due 03/25/2034  | 23 | 24 |
| 7.500% due 04/25/2033  | 57 | 59 |
| **Wells Fargo Commercial Mortgage Trust** <br>5.092% due 12/15/2039 ~ | 2558 | 2387 |
| Total Non-Agency Mortgage-Backed Securities (Cost $48,377) |  | 44872 |
| **ASSET-BACKED SECURITIES 4.6%**  |  |  |
| **AUTOMOBILE ABS OTHER 0.0%**  |  |  |
| **Flagship Credit Auto Trust** <br>0.000% due 12/15/2025 «(g) | 12 | 0 |
| **HOME EQUITY OTHER 1.5%**  |  |  |
| **Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates** <br>7.797% due 11/25/2032 •  | 39 | 27 |
| **Bear Stearns Asset-Backed Securities I Trust** <br>2.709% due 09/25/2034 •  | 57 | 58 |
| **Countrywide Asset-Backed Certificates Trust**  |  |  |
| 3.943% due 11/25/2034 •(j)  | 2297 | 1945 |
| 4.672% due 06/25/2037 •(j)  | 1257 | 1269 |
|  |  | 3299 |
| **MANUFACTURING HOUSE ABS OTHER 0.0%**  |  |  |
| **Access Financial Manufactured Housing Contract Trust** <br>7.650% due 05/15/2049 | 200 | 0 |

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<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **MANUFACTURING HOUSE SEQUENTIAL 0.1%**  |  |  |
| **Conseco Finance Corp.** <br>6.530% due 02/01/2031 ~ | 31 | 29 |
| **Conseco Finance Securitizations Corp.** <br>7.960% due 05/01/2031 | 1417 | 271 |
|  |  | 300 |
| **OTHER ABS 3.0%**  |  |  |
| **ABSLT DE LLC** <br>12.635% due 05/20/2033 «~ | 2000 | 2033 |
| **ECAF I Ltd.** <br>4.947% due 06/15/2040 | 593 | 535 |
| **Elmwood CLO II Ltd.** <br>0.000% due 04/20/2034 ~ | 1213 | 595 |
| **Madison Park Funding XXIII Ltd.** <br>0.000% due 07/27/2047 ~ | 500 | 153 |
| **Man GLG U.S. CLO Ltd.** <br>0.000% due 07/15/2034 ~ | 250 | 131 |
| **Marlette Funding Trust**  |  |  |
| 0.000% due 12/15/2028 «(g)  | 6 | 0 |
| 0.000% due 04/16/2029 «(g)  | 10 | 0 |
| 0.000% due 07/16/2029 «(g)  | 7 | 0 |
| **National Collegiate V Commutation Trust** <br>0.000% due 03/25/2038 •  | 10387 | 1540 |
| **SMB Private Education Loan Trust**  |  |  |
| 0.000% due 10/15/2048 «(g)  | 5 | 1041 |
| 0.000% due 02/16/2055 «(g)  | 0 | 458 |
|  |  | 6486 |
| Total Asset-Backed Securities (Cost $29,790) |  | 10085 |
| **SOVEREIGN ISSUES 7.7%**  |  |  |
| **Argentina Bonar Bonds** <br>0.750% due 07/09/2030 þ | 412 | 211 |
| **Argentina Republic Government International Bonds**  |  |  |
| 1.000% due 07/09/2029  | 215 | 156 |
| 4.125% due 07/09/2046 þ  | 110 | 58 |
| 5.000% due 01/09/2038 þ(j)  | 4388 | 2475 |
| **Avenir Issuer IV Ireland DAC** <br>6.000% due 10/25/2027 | 700 | 676 |
| **Colombia Government International Bonds**  |  |  |
| 3.750% due 09/19/2028  | 1000 | 1173 |
| 5.000% due 09/19/2032  | 800 | 929 |
| 5.625% due 02/19/2036  | 1000 | 1137 |
| **Dominican Republic International Bonds** <br>10.500% due 03/15/2037 (j) | 130400 | 2246 |
| **Ghana Government International Bonds**  |  |  |
| 0.000% due 07/03/2026 (g)  | $11 | 11 |
| 0.000% due 01/03/2030 (g)  | 34 | 29 |
| 5.000% due 07/03/2029 þ  | 172 | 168 |
| 5.000% due 07/03/2035 þ  | 247 | 209 |
| **Romania Government International Bonds**  |  |  |
| 5.125% due 09/24/2031  | 2800 | 3283 |
| 5.250% due 05/30/2032  | 1900 | 2229 |
| **Turkiye Government Bonds**  |  |  |
| 40.854% (BISTREFI) due 09/06/2028 ~  | 57400 | 1346 |
| 42.493% (BISTREFI) due 05/17/2028 ~  | 10000 | 236 |
| **Venezuela Government International Bonds** <br>9.250% due 09/15/2027 ^(d) | $171 | 42 |
| Total Sovereign Issues (Cost $16,840) |  | 16614 |
|  | SHARES |  |
| **COMMON STOCKS 8.7%**  |  |  |
| **COMMUNICATION SERVICES 1.1%**  |  |  |
| **Clear Channel Outdoor Holdings, Inc. (e)** | 291816 | 461 |
| **iHeartMedia, Inc. Class A (e)** | 68102 | 195 |
| **iHeartMedia, Inc. Class B «(e)** | 52880 | 133 |
| **OI SA (e)** | 358638 | 36 |
| **Promotora de Informaciones SA Class A (e)** | 207627 | 90 |
| **SES SA «(e)** | 98888 | 1177 |
| **Uniti Group, Inc. (e)** | 32871 | 201 |
|  |  | 2293 |
| **CONSUMER STAPLES 0.0%**  |  |  |
| **Steinhoff International Holdings NV «(e)(i)** | 17707907 | 0 |

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------

<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| **FINANCIALS 1.4%**  |  |  |
| **Banca Monte dei Paschi di Siena SpA** | 323500 | 2864 |
| **Intelsat SA «(e)(i)** | 98888 | 0 |
| **MNSN Holdings, Inc. (e)(i)** | 1054 | 63 |
| **Unity Bancorp, Inc. «(e)** | 33629 | 189 |
| **XBP Global Holdings, Inc. (e)** | 3717 | 3 |
|  |  | 3119 |
| **HEALTH CARE 4.0%**  |  |  |
| **AmSurg Corp. «(e)(i)** | 192582 | 8694 |
| **INDUSTRIALS 2.2%**  |  |  |
| **Incora New Equity «(e)(i)** | 121860 | 4892 |
| **Westmoreland Mining Holdings «(e)(i)** | 69 | 0 |
| **Westmoreland Mining LLC «(e)(i)** | 219 | 0 |
|  |  | 4892 |
| Total Common Stocks (Cost $22,100) |  | 18998 |
| **WARRANTS 0.0%**  |  |  |
| **FINANCIALS 0.0%**  |  |  |
| **Windstream Holdings II LLC - Exp. 10/25/2059 «** | 6551 | 37 |
| Total Warrants (Cost $40) |  | 37 |
| **PREFERRED SECURITIES 1.5%**  |  |  |
| **BANKING & FINANCE 0.7%**  |  |  |
| **ADLER Group SA** « | 906702 | 0 |
| **Capital Farm Credit ACA**<br>5.000% due 03/15/2026 •(h) | 1300000 | 1291 |
| **Windstream Holdings II LLC**<br>11.000% «(e) | 215 | 215 |
|  |  | 1506 |
| **INDUSTRIALS 0.8%**  |  |  |
| **SVB Financial Trust**  |  |  |
| 0.000% due 11/07/2032 (g) | 5040 | 1 |
| 11.000% due 11/07/2032 | 1202 | 655 |
| **Syniverse Holdings, Inc.**<br>12.500% «(i) | 1066208 | 1039 |
|  |  | 1695 |
| Total Preferred Securities (Cost $3,243) |  | 3201 |
| **REAL ESTATE INVESTMENT TRUSTS 0.5%**  |  |  |
| **REAL ESTATE 0.5%**  |  |  |
| **VICI Properties, Inc.** | 33427 | 1090 |
| Total Real Estate Investment Trusts (Cost $477) |  | 1090 |
|  | PRINCIPAL<br>AMOUNT<br>(000s) |  |
| **SHORT-TERM INSTRUMENTS 1.9%**  |  |  |
| **NIGERIA TREASURY BILLS 1.2%**  |  |  |
| 31.083% due 06/11/2026 - 06/29/2026 ~(f)(g) | 4232990 | 2491 |
| **U.S. TREASURY BILLS 0.7%**  |  |  |
| 4.001% due 10/21/2025 - 01/27/2026 (f)(g)(l)(n) | $1626 | 1613 |

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------

<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
| Total Short-Term Instruments (Cost $3,887) |  | <br> 4104 |
| Total Investments in Securities (Cost $637,302) |  | 581774 |
|  | SHARES |  |
| **INVESTMENTS IN AFFILIATES 7.0%**  |  |  |
| **SHORT-TERM INSTRUMENTS 7.0%**  |  |  |
| **CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES 7.0%**  |  |  |
| **PIMCO Short-Term Floating NAV Portfolio III** | 1551981 | 15115 |
| Total Short-Term Instruments (Cost $15,112) |  | 15115 |
| Total Investments in Affiliates (Cost $15,112) |  | 15115 |
| Total Investments 274.8% (Cost $652,414) |  | $596889 |
| **Financial Derivative Instruments (k)(m) (0.1)**%(Cost or Premiums, net $7,645) |  | (110) |
| Other Assets and Liabilities, net (174.7)% |  | (379553) |
| Net Assets 100.0% |  | $217226 |

---

------

<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **^** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** |
| **«** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** |
| **µ** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **•** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** |
| **þ** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** |
| **(a)** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** |
| **(b)** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** | **When-issued security.** |
| **(c)** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** |
| **(d)** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** |
| **(e)** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** |
| **(f)** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** | **Coupon represents a weighted average yield to maturity.** |
| **(g)** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** | **Zero coupon security.** |
| **(h)** | **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.** |
| **(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 |
| AmSurg Corp. | AmSurg Corp. | AmSurg Corp. | 11/02/2023 - 11/06/2023 | 11/02/2023 - 11/06/2023 | $8047 | 8047 | $8694 | 8694 | 4.00 |
| Incora New Equity | Incora New Equity | Incora New Equity | 01/31/2025 | 01/31/2025 | 5920 | 5920 | 4892 | 4892 | 2.25 |
| Incora Top Holdco LLC 6.000% due 01/30/2033 | Incora Top Holdco LLC 6.000% due 01/30/2033 | Incora Top Holdco LLC 6.000% due 01/30/2033 | 01/31/2025 - 08/01/2025 | 01/31/2025 - 08/01/2025 | 2694 | 2694 | 4358 | 4358 | 2.01 |
| Intelsat SA | Intelsat SA | Intelsat SA | 06/19/2017 - 08/29/2025 | 06/19/2017 - 08/29/2025 | 3338 | 3338 | 0 | 0 | 0.00 |
| MNSN Holdings, Inc. | MNSN Holdings, Inc. | MNSN Holdings, Inc. | 03/16/2023 - 03/17/2023 | 03/16/2023 - 03/17/2023 | 12 | 12 | 63 | 63 | 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. 12.500% | Syniverse Holdings, Inc. 12.500% | Syniverse Holdings, Inc. 12.500% | 05/12/2022 - 05/30/2025 | 05/12/2022 - 05/30/2025 | 1052 | 1052 | 1039 | 1039 | 0.48 |
| Westmoreland Mining Holdings | Westmoreland Mining Holdings | Westmoreland Mining Holdings | 03/26/2019 | 03/26/2019 | 0 | 0 | 0 | 0 | 0.00 |
| Westmoreland Mining LLC | Westmoreland Mining LLC | Westmoreland Mining LLC | 06/30/2023 - 02/03/2025 | 06/30/2023 - 02/03/2025 | 1 | 1 | 0 | 0 | 0.00 |
|  |  |  |  | $ | 21064 | $ | 19046 | 8.77%  | 8.77%  |
| **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 | 4.200%  | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (914) | (914) | (916) | (916) |
|  |  | 4.400  | 09/19/2025 | 10/01/2025 | 10/01/2025 | (188) | (188) | (189) | (189) |
|  |  | 4.400  | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (332) | (332) | (332) | (332) |
|  |  | 4.450  | 09/17/2025 | 12/17/2025 | 12/17/2025 | (2437) | (2437) | (3283) | (3283) |
|  |  | 4.910  | 08/13/2025 | 02/11/2026 | 02/11/2026 | (6370) | (6370) | (6414) | (6414) |
|  |  | 5.390  | 07/25/2025 | 01/22/2026 | 01/22/2026 | (2542) | (2542) | (2569) | (2569) |
|  |  | 5.830  | 07/22/2025 | 10/22/2025 | 10/22/2025 | (3879) | (3879) | (3924) | (3924) |
| BRC | BRC | 4.590  | 09/22/2025 | 10/14/2025 | 10/14/2025 | (1023) | (1023) | (1024) | (1024) |
|  |  | 4.790  | 07/07/2025 | 10/06/2025 | 10/06/2025 | (1854) | (1854) | (1875) | (1875) |
|  |  | 5.360  | 09/25/2025 | 01/26/2026 | 01/26/2026 | (1506) | (1506) | (1507) | (1507) |
| BYR | BYR | 4.350  | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (783) | (783) | (784) | (784) |
|  |  | 4.610  | 09/03/2025 | 11/03/2025 | 11/03/2025 | (8423) | (8423) | (8454) | (8454) |
|  |  | 4.660  | 07/10/2025 | 10/10/2025 | 10/10/2025 | (288) | (288) | (291) | (291) |
|  |  | 4.660  | 07/21/2025 | 10/21/2025 | 10/21/2025 | (2046) | (2046) | (2066) | (2066) |
| CIB | CIB | 4.320  | 09/22/2025 | 10/14/2025 | 10/14/2025 | (6270) | (6270) | (6277) | (6277) |
| DBL | DBL | 4.450  | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (340) | (340) | (340) | (340) |
|  |  | 4.710  | 09/19/2025 | 10/17/2025 | 10/17/2025 | (1914) | (1914) | (1917) | (1917) |
|  |  | 5.152  | 08/29/2025 | 10/31/2025 | 10/31/2025 | (1861) | (1861) | (1869) | (1869) |
|  |  | 5.202  | 08/29/2025 | 10/31/2025 | 10/31/2025 | (816) | (816) | (820) | (820) |
|  |  | 5.252  | 08/29/2025 | 10/31/2025 | 10/31/2025 | (1591) | (1591) | (1598) | (1598) |
| DEU | DEU | 4.570  | 09/11/2025 | 12/11/2025 | 12/11/2025 | (2577) | (2577) | (2584) | (2584) |

---

------

<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| GSC | GSC | GSC | 4.320  | 4.320  | 09/22/2025 | 09/22/2025 | 09/22/2025 | 10/14/2025 | 10/14/2025 | 10/14/2025 |  | (5865) | (5865) |  | (5872) | (5872) |
| IND | IND | IND | 4.430  | 4.430  | 09/17/2025 | 09/17/2025 | 09/17/2025 | 12/17/2025 | 12/17/2025 | 12/17/2025 |  | (498) | (498) |  | (499) | (499) |
|  |  |  | 4.640  | 4.640  | 09/16/2025 | 09/16/2025 | 09/16/2025 | 12/16/2025 | 12/16/2025 | 12/16/2025 |  | (751) | (751) |  | (752) | (752) |
|  |  |  | 4.640  | 4.640  | 09/22/2025 | 09/22/2025 | 09/22/2025 | 12/16/2025 | 12/16/2025 | 12/16/2025 |  | (626) | (626) |  | (626) | (626) |
|  |  |  | 4.660  | 4.660  | 07/10/2025 | 07/10/2025 | 07/10/2025 | 10/08/2025 | 10/08/2025 | 10/08/2025 |  | (4404) | (4404) |  | (4452) | (4452) |
|  |  |  | 4.760  | 4.760  | 07/10/2025 | 07/10/2025 | 07/10/2025 | 10/08/2025 | 10/08/2025 | 10/08/2025 |  | (313) | (313) |  | (316) | (316) |
|  |  |  | 4.850  | 4.850  | 07/29/2025 | 07/29/2025 | 07/29/2025 | 12/29/2025 | 12/29/2025 | 12/29/2025 |  | (1438) | (1438) |  | (1451) | (1451) |
|  |  |  | 4.970  | 4.970  | 07/11/2025 | 07/11/2025 | 07/11/2025 | 10/09/2025 | 10/09/2025 | 10/09/2025 |  | (851) | (851) |  | (861) | (861) |
| JML | JML | JML | 4.500  | 4.500  | 09/19/2025 | 09/19/2025 | 09/19/2025 | 10/31/2025 | 10/31/2025 | 10/31/2025 |  | (2107) | (2107) |  | (2110) | (2110) |
| MSB | MSB | MSB | 4.960  | 4.960  | 09/30/2025 | 09/30/2025 | 09/30/2025 | 03/30/2026 | 03/30/2026 | 03/30/2026 |  | (1277) | (1277) |  | (1277) | (1277) |
|  |  |  | 5.210  | 5.210  | 08/19/2025 | 08/19/2025 | 08/19/2025 | 02/19/2026 | 02/19/2026 | 02/19/2026 |  | (708) | (708) |  | (712) | (712) |
| RCY | RCY | RCY | 4.810  | 4.810  | 07/07/2025 | 07/07/2025 | 07/07/2025 | 10/06/2025 | 10/06/2025 | 10/06/2025 |  | (1204) | (1204) |  | (1218) | (1218) |
| RTA | RTA | RTA | 5.310  | 5.310  | 09/30/2025 | 09/30/2025 | 09/30/2025 | 10/02/2025 | 10/02/2025 | 10/02/2025 |  | (911) | (911) |  | (911) | (911) |
| SBI | SBI | SBI | 4.360  | 4.360  | 09/22/2025 | 09/22/2025 | 09/22/2025 | 10/14/2025 | 10/14/2025 | 10/14/2025 |  | (4254) | (4254) |  | (4259) | (4259) |
| SOG | SOG | SOG | 4.320  | 4.320  | 09/19/2025 | 09/19/2025 | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> |  | (1577) | (1577) |  | (1579) | (1579) |
|  |  |  | 4.350  | 4.350  | 09/19/2025 | 09/19/2025 | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> |  | (2277) | (2277) |  | (2281) | (2281) |
|  |  |  | 4.400  | 4.400  | 09/19/2025 | 09/19/2025 | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> |  | (1777) | (1777) |  | (1780) | (1780) |
|  |  |  | 4.740  | 4.740  | 07/08/2025 | 07/08/2025 | 07/08/2025 | 10/08/2025 | 10/08/2025 | 10/08/2025 |  | (953) | (953) |  | (963) | (963) |
|  |  |  | 4.740  | 4.740  | 08/18/2025 | 08/18/2025 | 08/18/2025 | 10/08/2025 | 10/08/2025 | 10/08/2025 |  | (2185) | (2185) |  | (2198) | (2198) |
|  |  |  | 4.760  | 4.760  | 07/21/2025 | 07/21/2025 | 07/21/2025 | 10/21/2025 | 10/21/2025 | 10/21/2025 |  | (1284) | (1284) |  | (1296) | (1296) |
|  |  |  | 4.860  | 4.860  | 07/08/2025 | 07/08/2025 | 07/08/2025 | 10/08/2025 | 10/08/2025 | 10/08/2025 |  | (1012) | (1012) |  | (1024) | (1024) |
| TDM | TDM | TDM | 4.250  | 4.250  | 09/19/2025 | 09/19/2025 | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> |  | (646) | (646) |  | (647) | (647) |
|  |  |  | 4.270  | 4.270  | 09/19/2025 | 09/19/2025 | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> |  | (399) | (399) |  | (400) | (400) |
|  |  |  | 4.400  | 4.400  | 09/19/2025 | 09/19/2025 | 09/19/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> |  | (1132) | (1132) |  | (1133) | (1133) |
| **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** |  |  |  |  |  |  |  |  |  |  |  | **$** | $**(87650)** | **(87650)** |
| **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** | **SHORT SALES:** |
| Description | Description | Description | Description | Description | Description | Description | Coupon | Coupon | Maturity<br>Date | Maturity<br>Date | Principal<br>Amount | Principal<br>Amount | Proceeds | Proceeds | Proceeds | Payable for<br>Short Sales |
| U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% | U.S. Government Agencies (2.9)% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fannie Mae, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fannie Mae, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fannie Mae, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fannie Mae, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fannie Mae, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fannie Mae, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fannie Mae, TBA  | 2.000% | 2.000% | 11/01/2055 | 11/01/2055 | 1950 | 1950 | (1572) | (1572) | (1572) | $(1572) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | 2.000 | 2.000 | 10/01/2040 | 10/01/2040 | 200 | 200 | (185) | (185) | (185) | (184) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | 2.500 | 2.500 | 10/01/2055 | 10/01/2055 | 600 | 600 | (495) | (495) | (495) | (506) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | 4.000 | 4.000 | 11/01/2055 | 11/01/2055 | 1900 | 1900 | (1794) | (1794) | (1794) | (1790) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | 5.500 | 5.500 | 11/01/2055 | 11/01/2055 | 1900 | 1900 | (1917) | (1917) | (1917) | (1915) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uniform Mortgage-Backed Security, TBA  | 6.000 | 6.000 | 11/01/2054 | 11/01/2054 | 300 | 300 | (307) | (307) | (307) | (306) |
| **Total Short Sales (2.9)%** | **Total Short Sales (2.9)%** | **Total Short Sales (2.9)%** | **Total Short Sales (2.9)%** | **Total Short Sales (2.9)%** | **Total Short Sales (2.9)%** | **Total Short Sales (2.9)%** |  |  |  |  |  |  | **(6270)** | **(6270)** | **(6270)** | $**(6273)** |
| **(j)** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $100,543 and cash of $20 have been pledged as collateral under the terms of master agreements as of September 30, 2025.** |
| <sup>(1)</sup> | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended September 30, 2025 was $(29685) at a weighted average interest rate of 4.809%. 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. |
| **(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** |
| **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:** |
| **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** | **LONG FUTURES CONTRACTS** |
|  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Expiration<br>Month | Expiration<br>Month | # of<br>Contracts | # of<br>Contracts | Notional<br>Amount | Notional<br>Amount | 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 Note December Futures  | U.S. Treasury 10-Year Note December Futures  | 12/2025 | 12/2025 | 18 | 18 | 2025 | 2025 | 2025 | 2025 | $17 | 17 | 17 | 0 | 0 | $ | 0 |
| **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> | <u>Variation Margin</u> |
| Description | Description | Expiration<br>Month | Expiration<br>Month | # of<br>Contracts | # of<br>Contracts | Notional<br>Amount | Notional<br>Amount | Notional<br>Amount | Notional<br>Amount | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset |  | Liability |
| 3-Month SOFR Active Contract December Futures  | 3-Month SOFR Active Contract December Futures  | 03/2026 | 03/2026 | 5 | 5 | (1204) | (1204) | (1204) | (1204) | $19 | 19 | 19 | 0 | 0 | $ | (1) |
| 3-Month SOFR Active Contract March Futures  | 3-Month SOFR Active Contract March Futures  | 06/2026 | 06/2026 | 4 | 4 | (965) | (965) | (965) | (965) | 13 | 13 | 13 | 0 | 0 |  | 0 |
| 3-Month SOFR Active Contract September Futures  | 3-Month SOFR Active Contract September Futures  | 12/2025 | 12/2025 | 4 | 4 | (960) | (960) | (960) | (960) | 19 | 19 | 19 | 0 | 0 |  | 0 |
|  |  |  |  |  |  |  |  |  |  | 51 | 51 | $ | 0 | 0 | $ | (1) |
| **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** | **68** | **68** | **$** | **0** | **0** | **$** | **(1)** |
| **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 - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - BUY PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Reference Entity | Maturity<br>Date | Implied<br>Credit Spread at<br>September 30, 2025<sup>(3)</sup> | Implied<br>Credit Spread at<br>September 30, 2025<sup>(3)</sup> | Notional<br>Amount<sup>(4)</sup> | Notional<br>Amount<sup>(4)</sup> | Premiums<br>Paid/<br>(Received) | Premiums<br>Paid/<br>(Received) |  |  | Unrealized<br>Appreciation/<br>(Depreciation) | Market<br>Value<sup>(5)</sup> | Market<br>Value<sup>(5)</sup> | Asset | Asset | Asset | Liability |
| Boeing Co.  | 06/20/2026 | 0.209 | % | $900 | 900 | $(2) | (2) | $ | $ | (4) | $(6) | (6) | $0 | 0 | 0 | $0 |

---

------

<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(2)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Variation Margin</u> | <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 | Implied<br>Credit Spread at<br>September 30, 2025<sup>(3)</sup> | Implied<br>Credit Spread at<br>September 30, 2025<sup>(3)</sup> | Implied<br>Credit Spread at<br>September 30, 2025<sup>(3)</sup> | Notional<br>Amount<sup>(4)</sup> | Premiums<br>Paid/<br>(Received) |  | Unrealized<br>Appreciation/<br>(Depreciation) |  | Market<br>Value<sup>(5)</sup> | Market<br>Value<sup>(5)</sup> | Asset |  | Liability |
| AT&T, Inc.  | AT&T, Inc.  | 1.000% | Quarterly | 06/20/2028 | 06/20/2028 | 0.402 | 0.402 | % | $500 | (5) | $ | 13 | $ | 8 | 8 | 0 | $ | 0 |
| Boeing Co.  | Boeing Co.  | 1.000 | Quarterly | 12/20/2030 | 12/20/2030 | 0.648 | 0.648 |  | 1200 | 20 |  | 0 |  | 20 | 20 | 0 |  | 0 |
| Oracle Corp.  | Oracle Corp.  | 1.000 | Quarterly | 06/20/2030 | 06/20/2030 | 0.528 | 0.528 |  | 2200 | 48 |  | (2) |  | 46 | 46 | 0 |  | (2) |
|  |  |  |  |  |  |  |  |  |  | 63 | $ | 11 | $ | 74 | 74 | 0 | $ | (2) |
| **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> | <u>Variation Margin</u> |
| Pay/<br>Receive<br>Floating Rate | Floating Rate Index | Floating Rate Index | Floating Rate Index | Fixed Rate | Payment<br>Frequency | Payment<br>Frequency | 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 | Asset | Liability |
| Pay | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 3.750% | Annual | Annual | 09/17/2030 | GBP | 13300 | $(69) | (69) | $(8) | (8) | $(77) | (77) | $18 | 18 | $0 |
| Receive | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 1-Day GBP-SONIO Compounded-OIS | 0.750 | Annual | Annual | 09/21/2052 |  | 5900 | 680 | 680 | 4102 | 4102 | 4782 | 4782 | 0 | 0 | (24) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.300 | Annual | Annual | 01/17/2026 | $ | 700 | 0 | 0 | 14 | 14 | 14 | 14 | 0 | 0 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.350 | Semi-Annual | Semi-Annual | 01/20/2027 |  | 3200 | (1) | (1) | 122 | 122 | 121 | 121 | 0 | 0 | (1) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.360 | Semi-Annual | Semi-Annual | 02/15/2027 |  | 2130 | 0 | 0 | 78 | 78 | 78 | 78 | 0 | 0 | (1) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.450 | Semi-Annual | Semi-Annual | 02/17/2027 |  | 3500 | (1) | (1) | 125 | 125 | 124 | 124 | 0 | 0 | (1) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.420 | Semi-Annual | Semi-Annual | 02/24/2027 |  | 1000 | 0 | 0 | 35 | 35 | 35 | 35 | 0 | 0 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.650 | Semi-Annual | Semi-Annual | 02/24/2027 |  | 3400 | (9) | (9) | (100) | (100) | (109) | (109) | 1 | 1 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.000 | Annual | Annual | 06/15/2027 |  | 11200 | (763) | (763) | 200 | 200 | (563) | (563) | 3 | 3 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Annual | Annual | 06/15/2027 |  | 28200 | (1308) | (1308) | 302 | 302 | (1006) | (1006) | 7 | 7 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.000 | Annual | Annual | 12/21/2027 |  | 47200 | 3512 | 3512 | (1238) | (1238) | 2274 | 2274 | 0 | 0 | (21) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.420 | Semi-Annual | Semi-Annual | 08/17/2028 |  | 3800 | (1) | (1) | 244 | 244 | 243 | 243 | 0 | 0 | (2) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.370 | Semi-Annual | Semi-Annual | 08/25/2028 |  | 11363 | (3) | (3) | 743 | 743 | 740 | 740 | 0 | 0 | (6) |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.500 | Semi-Annual | Semi-Annual | 12/15/2028 |  | 7141 | 97 | 97 | (538) | (538) | (441) | (441) | 4 | 4 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/20/2028 |  | 59000 | 1147 | 1147 | (1567) | (1567) | (420) | (420) | 0 | 0 | (37) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.500 | Semi-Annual | Semi-Annual | 01/12/2029 |  | 2365 | 0 | 0 | 172 | 172 | 172 | 172 | 0 | 0 | (1) |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.700 | Semi-Annual | Semi-Annual | 01/12/2029 |  | 8600 | (26) | (26) | (541) | (541) | (567) | (567) | 5 | 5 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.000 | Annual | Annual | 06/15/2029 |  | 2810 | (113) | (113) | (144) | (144) | (257) | (257) | 1 | 1 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Annual | Annual | 06/15/2029 |  | 73390 | (5265) | (5265) | 622 | 622 | (4643) | (4643) | 39 | 39 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.000 | Semi-Annual | Semi-Annual | 06/19/2029 |  | 44200 | 2283 | 2283 | (2948) | (2948) | (665) | (665) | 27 | 27 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 06/20/2029 |  | 13500 | (254) | (254) | 90 | 90 | (164) | (164) | 0 | 0 | (9) |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.500 | Semi-Annual | Semi-Annual | 12/18/2029 |  | 4500 | (46) | (46) | (318) | (318) | (364) | (364) | 2 | 2 | 0 |
| Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.000 | Annual | Annual | 12/21/2029 |  | 13700 | (1410) | (1410) | 419 | 419 | (991) | (991) | 7 | 7 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.000 | Annual | Annual | 06/21/2030 |  | 6800 | 179 | 179 | (41) | (41) | 138 | 138 | 0 | 0 | (3) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.000 | Semi-Annual | Semi-Annual | 12/16/2030 |  | 4805 | 21 | 21 | 585 | 585 | 606 | 606 | 0 | 0 | (1) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.500 | Annual | Annual | 12/20/2030 |  | 3900 | 259 | 259 | (250) | (250) | 9 | 9 | 0 | 0 | (2) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Semi-Annual | Semi-Annual | 12/15/2031 |  | 12200 | (165) | (165) | 1469 | 1469 | 1304 | 1304 | 0 | 0 | (3) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.250 | Annual | Annual | 06/15/2032 |  | 38250 | 4949 | 4949 | 507 | 507 | 5456 | 5456 | 0 | 0 | (5) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Annual | Annual | 06/15/2032 |  | 46980 | 1980 | 1980 | 3232 | 3232 | 5212 | 5212 | 0 | 0 | (10) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 09/17/2032 |  | 10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.000 | Annual | Annual | 06/21/2033 |  | 8305 | 320 | 320 | 11 | 11 | 331 | 331 | 0 | 0 | (1) |
| Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.500 | Annual | Annual | 12/20/2033 |  | 2510 | 42 | 42 | (13) | (13) | 29 | 29 | 0 | 0 | 0 |

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<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

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| | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 06/20/2034 |  | 1300 |  | (46) |  | 33 |  | (13) |  | 0 | 0 |  | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 06/20/2034 |  | 250 |  | (7) |  | 9 |  | 2 |  | 0 | 0 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.000 | Semi-Annual | Semi-Annual | 01/15/2050 |  | 4400 |  | (31) |  | 1611 |  | 1580 |  | 10 | 10 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Semi-Annual | Semi-Annual | 01/22/2050 |  | 4100 |  | (10) |  | 1644 |  | 1634 |  | 9 | 9 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.875 | Semi-Annual | Semi-Annual | 02/07/2050 |  | 1400 |  | (5) |  | 534 |  | 529 |  | 3 | 3 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.250 | Semi-Annual | Semi-Annual | 12/16/2050 |  | 5700 |  | 537 |  | 2190 |  | 2727 |  | 14 | 14 |  | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.450 | Semi-Annual | Semi-Annual | 04/07/2051 |  | 3500 |  | (2) |  | 1591 |  | 1589 |  | 7 | 7 |  | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.650 | Semi-Annual | Semi-Annual | 04/08/2051 |  | 2100 |  | 1 |  | (885) |  | (884) |  | 0 | 0 |  | (4) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.500 | Annual | Annual | 06/15/2052 |  | 2800 |  | (106) |  | (1058) |  | (1164) |  | 0 | 0 |  | (6) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Annual | Annual | 06/15/2052 |  | 6900 |  | 1128 |  | 1457 |  | 2585 |  | 18 | 18 |  | 0 |
| Receive | Receive | 1-Year BRL-CDI | 1-Year BRL-CDI | 11.823 | Maturity | Maturity | 01/04/2027 | BRL | 40300 |  | 0 |  | 322 |  | 322 |  | 1 | 1 |  | 0 |
| Pay | Pay | 1-Year BRL-CDI | 1-Year BRL-CDI | 12.047 | Maturity | Maturity | 01/04/2027 |  | 39700 |  | 0 |  | (276) |  | (276) |  | 0 | 0 |  | (1) |
| Pay<sup>(6)</sup> | Pay<sup>(6)</sup> | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 2.500 | Annual | Annual | 03/18/2031 | EUR | 2710 |  | 12 |  | (4) |  | 8 |  | 5 | 5 |  | 0 |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.500 | Annual | Annual | 09/21/2052 |  | 3500 |  | 303 |  | 1573 |  | 1876 |  | 0 | 0 |  | (17) |
| Receive<sup>(6)</sup> | Receive<sup>(6)</sup> | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.830 | Annual | Annual | 12/09/2052 |  | 3700 |  | 23 |  | 458 |  | 481 |  | 0 | 0 |  | (3) |
| Pay | Pay | CAONREPO | CAONREPO | 3.500 | Semi-Annual | Semi-Annual | 06/19/2034 | CAD | 2000 |  | 69 |  | 13 |  | 82 |  | 5 | 5 |  | 0 |
| Receive | Receive | CAONREPO | CAONREPO | 3.500 | Semi-Annual | Semi-Annual | 06/20/2044 |  | 1300 |  | 14 |  | (54) |  | (40) |  | 0 | 0 |  | (2) |
|  |  |  |  |  |  |  |  |  | $ | $7915 | 7915 | $14524 | 14524 | $22439 | 22439 | $186 | 186 | 186 | $(161) | (161) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **$** | $**7976** | **7976** | $**14531** | **14531** | $**22507** | **22507** | $**186** | **186** | **186** | $**(163)** | **(163)** |
| **(l)** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** | **Securities with an aggregate market value of $713 and cash of $5,710 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of September 30, 2025.** |
| <sup>(1)</sup> | If the Fund is a buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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 buyer of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and deliver the referenced obligation or underlying securities comprising the referenced index or (ii) receive 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> | 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>(3)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(4)</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>(5)</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>(6)</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. |
| **(m)** | **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 | 10/2025  | 10/2025  | 10/2025  | EUR | 26054 | 26054 | 26054 | $ | $30388 | 30388 | 30388 | 0 | 0 | 0 | 0 | $(201) | (201) | (201) |
|  |  |  | 10/2025  | 10/2025  | 10/2025  | $ | $73 | 73 | 73 | CAD | 101 | 101 | 101 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 11/2025  | 11/2025  | 11/2025  | CAD | 101 | 101 | 101 | $ | $73 | 73 | 73 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | 11/2025  | 11/2025  | 11/2025  | DOP | 18471 | 18471 | 18471 |  | 289 | 289 | 289 | 0 | 0 | 0 | 0 | (5) | (5) | (5) |
| &nbsp;&nbsp;&nbsp;&nbsp; BPS | &nbsp;&nbsp;&nbsp;&nbsp; BPS | &nbsp;&nbsp;&nbsp;&nbsp; BPS | 10/2025  | 10/2025  | 10/2025  | TRY | 440 | 440 | 440 |  | 10 | 10 | 10 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 10/2025  | 10/2025  | 10/2025  | $ | $198 | 198 | 198 | EUR | 168 | 168 | 168 | 0 | 0 | 0 | 0 | (1) | (1) | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | 10/2025  | 10/2025  | 10/2025  | TRY | 13434 | 13434 | 13434 | $ | $323 | 323 | 323 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 10/2025  | 10/2025  | 10/2025  | $ | $1551 | 1551 | 1551 | TRY | 66000 | 66000 | 66000 | 35 | 35 | 35 | 35 | 0 | 0 | 0 |
|  |  |  | 11/2025  | 11/2025  | 11/2025  |  | 1170 | 1170 | 1170 |  | 50906 | 50906 | 50906 | 12 | 12 | 12 | 12 | 0 | 0 | 0 |
|  |  |  | 12/2025  | 12/2025  | 12/2025  |  | 648 | 648 | 648 |  | 28509 | 28509 | 28509 | 1 | 1 | 1 | 1 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; CBK | &nbsp;&nbsp;&nbsp;&nbsp; CBK | &nbsp;&nbsp;&nbsp;&nbsp; CBK | 10/2025  | 10/2025  | 10/2025  |  | 641 | 641 | 641 | EUR | 545 | 545 | 545 | 1 | 1 | 1 | 1 | (2) | (2) | (2) |
| &nbsp;&nbsp;&nbsp;&nbsp; FAR | &nbsp;&nbsp;&nbsp;&nbsp; FAR | &nbsp;&nbsp;&nbsp;&nbsp; FAR | 12/2025  | 12/2025  | 12/2025  | MXN | 3075 | 3075 | 3075 | $ | $162 | 162 | 162 | 0 | 0 | 0 | 0 | (4) | (4) | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp; GLM | &nbsp;&nbsp;&nbsp;&nbsp; GLM | &nbsp;&nbsp;&nbsp;&nbsp; GLM | 11/2025  | 11/2025  | 11/2025  | DOP | 5189 | 5189 | 5189 |  | 81 | 81 | 81 | 0 | 0 | 0 | 0 | (2) | (2) | (2) |
|  |  |  | 02/2026  | 02/2026  | 02/2026  |  | 16545 | 16545 | 16545 |  | 257 | 257 | 257 | 1 | 1 | 1 | 1 | (3) | (3) | (3) |
|  |  |  | 03/2026  | 03/2026  | 03/2026  |  | 41348 | 41348 | 41348 |  | 653 | 653 | 653 | 6 | 6 | 6 | 6 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp; JPM | 10/2025  | 10/2025  | 10/2025  | BRL | 562 | 562 | 562 |  | 106 | 106 | 106 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  |  | 10/2025  | 10/2025  | 10/2025  | CAD | 101 | 101 | 101 |  | 73 | 73 | 73 | 1 | 1 | 1 | 1 | 0 | 0 | 0 |
|  |  |  | 10/2025  | 10/2025  | 10/2025  | $ | $103 | 103 | 103 | BRL | 562 | 562 | 562 | 2 | 2 | 2 | 2 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; MBC | &nbsp;&nbsp;&nbsp;&nbsp; MBC | &nbsp;&nbsp;&nbsp;&nbsp; MBC | 10/2025  | 10/2025  | 10/2025  | EUR | 3058 | 3058 | 3058 | $ | $3621 | 3621 | 3621 | 31 | 31 | 31 | 31 | 0 | 0 | 0 |
|  |  |  | 10/2025  | 10/2025  | 10/2025  | GBP | 166 | 166 | 166 |  | 223 | 223 | 223 | 0 | 0 | 0 | 0 | (1) | (1) | (1) |

---

------

<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  | 10/2025  | 10/2025  | $ | $373 | 373 | 373 | 373 | EUR | 318 | 318 |  | 1 | 1 | 1 |  | (1) | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; NGF | &nbsp;&nbsp;&nbsp;&nbsp; NGF | &nbsp;&nbsp;&nbsp;&nbsp; NGF | 12/2025  | 12/2025  |  | 84 | 84 | 84 | 84 | TRY | 3705 | 3705 |  | 0 | 0 | 0 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | 10/2025  | 10/2025  |  | 8424 | 8424 | 8424 | 8424 | GBP | 6298 | 6298 |  | 46 | 46 | 46 |  | 0 | 0 |
|  |  |  | 11/2025  | 11/2025  | GBP | 6298 | 6298 | 6298 | 6298 | $ | 8426 | 8426 |  | 0 | 0 | 0 |  | (46) | (46) |
| &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | 10/2025  | 10/2025  | BRL | 564 | 564 | 564 | 564 |  | 106 | 106 |  | 0 | 0 | 0 |  | 0 | 0 |
|  |  |  | 10/2025  | 10/2025  | $ | $106 | 106 | 106 | 106 | BRL | 564 | 564 |  | 0 | 0 | 0 |  | 0 | 0 |
|  |  |  | 10/2025  | 10/2025  |  | 33024 | 33024 | 33024 | 33024 | EUR | 28081 | 28081 |  | 0 | 0 | 0 |  | (55) | (55) |
|  |  |  | 11/2025  | 11/2025  | EUR | 28081 | 28081 | 28081 | 28081 | $ | 33090 | 33090 |  | 55 | 55 | 55 |  | 0 | 0 |
|  |  |  | 12/2025  | 12/2025  | $ | $106 | 106 | 106 | 106 | BRL | 572 | 572 |  | 0 | 0 | 0 |  | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | 10/2025  | 10/2025  | GBP | 6132 | 6132 | 6132 | 6132 | $ | 8265 | 8265 |  | 18 | 18 | 18 |  | 0 | 0 |
| **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | **Total Forward Foreign Currency Contracts** | $**210** | **210** | **210** | **210** | $**(321)** | **(321)** | **(321)** |
| **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 AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE AND SOVEREIGN ISSUES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> |
| Counterparty | Counterparty | Reference Entity | Reference Entity | Fixed <br>Receive Rate | Fixed <br>Receive Rate | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Implied<br>Credit Spread at<br>September 30, 2025<sup>(2)</sup> | Implied<br>Credit Spread at<br>September 30, 2025<sup>(2)</sup> | Implied<br>Credit Spread at<br>September 30, 2025<sup>(2)</sup> | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/(Received) | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Liability |
| BOA | BOA | Panama Government International Bonds  | Panama Government International Bonds  | 1.000% | 1.000% | Quarterly | 12/20/2028 | 12/20/2028 | 0.917% | 0.917% | 0.917% | $1500 | (62) | (62) | $66 | 66 | 4 | 4 | $0 |
| BPS | BPS | Romania Government International Bonds  | Romania Government International Bonds  | 1.000 | 1.000 | Quarterly | 12/20/2025 | 12/20/2025 | 0.593 | 0.593 | 0.593 | 500 | 1 | 1 | 0 | 0 | 1 | 1 | 0 |
| BRC | BRC | Egypt Government International Bonds  | Egypt Government International Bonds  | 1.000 | 1.000 | Quarterly | 12/20/2028 | 12/20/2028 | 3.236 | 3.236 | 3.236 | 700 | (121) | (121) | 76 | 76 | 0 | 0 | (45) |
|  |  | Egypt Government International Bonds  | Egypt Government International Bonds  | 1.000 | 1.000 | Quarterly | 06/20/2029 | 06/20/2029 | 3.441 | 3.441 | 3.441 | 400 | (86) | (86) | 54 | 54 | 0 | 0 | (32) |
|  |  | Panama Government International Bonds  | Panama Government International Bonds  | 1.000 | 1.000 | Quarterly | 12/20/2028 | 12/20/2028 | 0.917 | 0.917 | 0.917 | 1600 | (66) | (66) | 71 | 71 | 5 | 5 | 0 |
| CBK | CBK | Israel Government International Bonds  | Israel Government International Bonds  | 1.000 | 1.000 | Quarterly | 06/20/2027 | 06/20/2027 | 0.410 | 0.410 | 0.410 | 1100 | (6) | (6) | 17 | 17 | 11 | 11 | 0 |
|  |  | Israel Government International Bonds  | Israel Government International Bonds  | 1.000 | 1.000 | Quarterly | 06/20/2030 | 06/20/2030 | 0.745 | 0.745 | 0.745 | 100 | (1) | (1) | 2 | 2 | 1 | 1 | 0 |
| GST | GST | Equinix, Inc.  | Equinix, Inc.  | 5.000 | 5.000 | Quarterly | 06/20/2027 | 06/20/2027 | 0.638 | 0.638 | 0.638 | 500 | 70 | 70 | (33) | (33) | 37 | 37 | 0 |
|  |  | Soft Bank Group,Inc.  | Soft Bank Group,Inc.  | 1.000 | 1.000 | Quarterly | 06/20/2026 | 06/20/2026 | 0.872 | 0.872 | 0.872 | 2400 | (20) | (20) | 23 | 23 | 3 | 3 | 0 |
| JPM | JPM | Israel Government International Bonds  | Israel Government International Bonds  | 1.000 | 1.000 | Quarterly | 06/20/2030 | 06/20/2030 | 0.745 | 0.745 | 0.745 | 100 | (1) | (1) | 2 | 2 | 1 | 1 | 0 |
| MYC | MYC | Petroleos Mexicanos  | Petroleos Mexicanos  | 1.000 | 1.000 | Quarterly | 12/20/2028 | 12/20/2028 | 2.159 | 2.159 | 2.159 | 200 | (39) | (39) | 32 | 32 | 0 | 0 | (7) |
| **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **Total Swap Agreements** | **(331)** | **(331)** | $**310** | **310** | **63** | **63** | $**(84)** |
| **(n)** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** | **Securities with an aggregate market value of $363 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of September 30, 2025.** |
| <sup>(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. |
| <sup>(2)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate or sovereign issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <sup>(3)</sup> | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. | 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. |
| **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** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** | **FAIR VALUE MEASUREMENTS** |
| **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of September 30, 2025 in valuing the Fund's assets and liabilities**: |  |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Level 1 | Level 1 | Level 1 | Level 1 | Level 2 | Level 3 | Level 3 | Level 3 | Fair Value<br>at 09/30/2025 | Fair Value<br>at 09/30/2025 | Fair Value<br>at 09/30/2025 |  |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **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 | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | Loan Participations and Assignments | $0 | 0 | 0 | 0 | 28619 | $10734 | 10734 | 10734 | $ | 39353 | 39353 |  |
| 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 | Corporate Bonds & Notes | Corporate Bonds & Notes |  |
| Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | 0 | 0 | 0 | 0 | 26243 | 0 | 0 | 0 |  | 26243 | 26243 |  |
| Industrials | Industrials | Industrials | Industrials | Industrials | Industrials | Industrials | Industrials | 0 | 0 | 0 | 0 | 45810 | 14054 | 14054 | 14054 |  | 59864 | 59864 |  |
| Utilities | Utilities | Utilities | Utilities | Utilities | Utilities | Utilities | Utilities | 0 | 0 | 0 | 0 | 10905 | 0 | 0 | 0 |  | 10905 | 10905 |  |
| Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes | Convertible Bonds & Notes |  |
| Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | Banking & Finance | 0 | 0 | 0 | 0 | 83 | 0 | 0 | 0 |  | 83 | 83 |  |
| Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes | Municipal Bonds & Notes |  |
| California | California | California | California | California | California | California | California | 0 | 0 | 0 | 0 | 893 | 0 | 0 | 0 |  | 893 | 893 |  |
| Illinois | Illinois | Illinois | Illinois | Illinois | Illinois | Illinois | Illinois | 0 | 0 | 0 | 0 | 12 | 0 | 0 | 0 |  | 12 | 12 |  |
| Michigan | Michigan | Michigan | Michigan | Michigan | Michigan | Michigan | Michigan | 0 | 0 | 0 | 0 | 2350 | 0 | 0 | 0 |  | 2350 | 2350 |  |
| West Virginia | West Virginia | West Virginia | West Virginia | West Virginia | West Virginia | West Virginia | West Virginia | 0 | 0 | 0 | 0 | 2365 | 0 | 0 | 0 |  | 2365 | 2365 |  |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | 0 | 0 | 0 | 0 | 340705 | 0 | 0 | 0 |  | 340705 | 340705 |  |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 0 | 0 | 0 | 0 | 44872 | 0 | 0 | 0 |  | 44872 | 44872 |  |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |  |

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<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | 0 | 0 | 0 | 3299 | 3299 | 0 | 0 |  | 3299 |  |
| Manufacturing House Sequential | Manufacturing House Sequential | Manufacturing House Sequential | Manufacturing House Sequential | Manufacturing House Sequential | 0 | 0 | 0 | 300 | 300 | 0 | 0 |  | 300 |  |
| Other ABS | Other ABS | Other ABS | Other ABS | Other ABS | 0 | 0 | 0 | 2954 | 2954 | 3532 | 3532 |  | 6486 |  |
| Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | 0 | 0 | 0 | 16614 | 16614 | 0 | 0 |  | 16614 |  |
| 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 | Communication Services | 983 | 983 | 983 | 0 | 0 | 1310 | 1310 |  | 2293 |  |
| Financials | Financials | Financials | Financials | Financials | 66 | 66 | 66 | 2864 | 2864 | 189 | 189 |  | 3119 |  |
| Health Care | Health Care | Health Care | Health Care | Health Care | 0 | 0 | 0 | 0 | 0 | 8694 | 8694 |  | 8694 |  |
| Industrials | Industrials | Industrials | Industrials | Industrials | 0 | 0 | 0 | 0 | 0 | 4892 | 4892 |  | 4892 |  |
| Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants |  |
| Financials | Financials | Financials | Financials | Financials | 0 | 0 | 0 | 0 | 0 | 37 | 37 |  | 37 |  |
| 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 | Banking & Finance | 0 | 0 | 0 | 1291 | 1291 | 215 | 215 |  | 1506 |  |
| Industrials | Industrials | Industrials | Industrials | Industrials | 0 | 0 | 0 | 656 | 656 | 1039 | 1039 |  | 1695 |  |
| Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts | Real Estate Investment Trusts |  |
| Real Estate | Real Estate | Real Estate | Real Estate | Real Estate | 1090 | 1090 | 1090 | 0 | 0 | 0 | 0 |  | 1090 |  |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |  |
| Nigeria Treasury Bills | Nigeria Treasury Bills | Nigeria Treasury Bills | Nigeria Treasury Bills | Nigeria Treasury Bills | 0 | 0 | 0 | 2491 | 2491 | 0 | 0 |  | 2491 |  |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | 0 | 0 | 0 | 1613 | 1613 | 0 | 0 |  | 1613 |  |
|  |  |  |  |  | $2139 | 2139 | 2139 | $534939 | 534939 | $44696 | 44696 | $ | 581774 |  |
| **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** | **Investments in Affiliates, at Value** |  |
| Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments | Short-Term Instruments |  |
| Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | Central Funds Used for Cash Management Purposes | $15115 | 15115 | 15115 | $0 | 0 | $0 | 0 | $ | 15115 |  |
| Total Investments | Total Investments | Total Investments | Total Investments | Total Investments | $17254 | 17254 | 17254 | $534939 | 534939 | $44696 | 44696 | $ | 596889 |  |
| **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  | **Short Sales, at Value - Liabilities**  |  |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | $0 | 0 | 0 | $(6273) | (6273) | $0 | 0 | $ | (6273) |  |
| **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**  |  |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 0 | 0 | 0 | 186 | 186 | 0 | 0 |  | 186 |  |
| Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | 0 | 0 | 0 | 273 | 273 | 0 | 0 |  | 273 |  |
|  |  |  |  |  | $0 | 0 | 0 | $459 | 459 | $0 | 0 | $ | 459 |  |
| **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  | **Financial Derivative Instruments - Liabilities**  |  |
| Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | Exchange-traded or centrally cleared | 0 | 0 | 0 | (164) | (164) | 0 | 0 |  | (164) |  |
| Over the counter | Over the counter | Over the counter | Over the counter | Over the counter | 0 | 0 | 0 | (405) | (405) | 0 | 0 |  | (405) |  |
|  |  |  |  |  | $0 | 0 | 0 | $(569) | (569) | $0 | 0 | $ | (569) |  |
| Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | $0 | 0 | 0 | $(110) | (110) | $0 | 0 | $ | (110) |  |
| Totals | Totals | Totals | Totals | Totals | $17254 | 17254 | 17254 | $528556 | 528556 | $44696 | 44696 | $ | 590506 |  |
| **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended September 30, 2025:** |
| Category and Subcategory | Beginning<br>Balance<br>at 06/30/2025 | Net<br>Purchases  | Net<br>Sales/Settlements  | Accrued<br>Discounts/<br>(Premiums) | Accrued<br>Discounts/<br>(Premiums) | Realized<br>Gain/(Loss) | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(1)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(1)</sup> | Transfers into<br>Level 3 | Transfers into<br>Level 3 | Transfers out<br>of Level 3 | Transfers out<br>of Level 3 | Ending<br>Balance<br>at 09/30/2025 | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>09/30/2025<sup>(1)</sup> |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | 5655 | $66 | $(1193) | $ | 5 | $0 | $ | (410) | $6611 | 6611 | $0 | 0 | $10734 | $(409) |
| Corporate Bonds & Notes |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Industrials | 8899 | 4509 | 0 |  | 13 | 0 |  | 633 | 0 | 0 | 0 | 0 | 14054 | 633 |
| Asset-Backed Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Other ABS | 3605 | 0 | 0 |  | 0 | 0 |  | (73) | 0 | 0 | 0 | 0 | 3532 | (73) |
| Common Stocks |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Communication Services | 632 | 0 | (496) |  | 0 | 366 |  | 808 | 0 | 0 | 0 | 0 | 1310 | 1228 |
| Financials | 3416 | 205 | (3436) |  | 0 | 0 |  | 67 | 0 | 0 | (63) | (63) | 189 | (3427) |
| Health Care | 8694 | 0 | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 8694 | 0 |
| Industrials | 4118 | 0 | 0 |  | 0 | 0 |  | 774 | 0 | 0 | 0 | 0 | 4892 | 774 |
| Warrants |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Communication Services | 109 | 0 | (99) |  | 0 | 26 |  | (36) | 0 | 0 | 0 | 0 | 0 | 0 |
| Financials | 2 | 40 | (8) |  | 0 | (2654) |  | 2657 | 0 | 0 | 0 | 0 | 37 | (3) |
| Preferred Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance | 0 | 215 | 0 |  | 0 | 0 |  | 0 | 0 | 0 | 0 | 0 | 215 | 0 |
| Industrials | 1009 | 0 | 0 |  | 0 | 0 |  | 30 | 0 | 0 | 0 | 0 | 1039 | 30 |

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------

<br> Schedule of Investments PIMCO Strategic Income Fund, Inc. (Cont.) September 30, 2025 (Unaudited)

---

| | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Totals | $36139 | <br> 5035 | <br> $ | $(5232) | $18 | $(2262) | $4450 | $6611 | $(63) | <br> (63) | <br> $ | <br> 44696 | <br> $ | <br> (1247) |
| <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 | Ending<br>Balance<br>at 09/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | &nbsp;&nbsp;&nbsp;&nbsp; Unobservable Inputs | Input Value(s) | Input Value(s) | Input Value(s) | Weighted Average | 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** |
| Loan Participations and Assignments | Loan Participations and Assignments | $3851 | 3851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.290 | 16.290 | 16.290 |  |  |
|  |  | 272 | 272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 6.230 - 50.000 | 6.230 - 50.000 | 6.230 - 50.000 | 14.508 | 14.508 |
|  |  | 6611 | 6611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 40.500 - 98.500 | 40.500 - 98.500 | 40.500 - 98.500 | 98.318 | 98.318 |
| Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Industrials | Industrials | 8106 | 8106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | 0.970/10.000 | 0.970/10.000 | 0.970/10.000 |  |  |
|  |  | 1638 | 1638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 62.500 - 71.000 | 62.500 - 71.000 | 62.500 - 71.000 | 67.107 | 67.107 |
|  |  | 4310 | 4310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | 100.000 | 100.000 | 100.000 |  |  |
| Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |
| Other ABS | Other ABS | 3532 | 3532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 9.640 -13.000 | 9.640 -13.000 | 9.640 -13.000 | 10.771 | 10.771 |
| 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 | 1177 | 1177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 7.930 | 7.930 | 7.930 |  |  |
|  |  | 133 | 133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/Liquidity Discount | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/Liquidity Discount | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/Liquidity Discount | 12.000 | 12.000 | 12.000 |  |  |
| Financials | Financials | 189 | 189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/ Liquidity Discount | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/ Liquidity Discount | &nbsp;&nbsp;&nbsp;&nbsp; Stock Price w/ Liquidity Discount | 8.150 | 8.150 | 8.150 |  |  |
| Health Care | Health Care | 8694 | 8694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.290 | 16.290 | 16.290 |  |  |
| Industrials | Industrials | 4892 | 4892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Revenue Multiple/Discount Rate | 0.970/10.000 | 0.970/10.000 | 0.970/10.000 |  |  |
| Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants |
| Financials | Financials | 37 | 37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Option Pricing Model | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Option Pricing Model | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Option Pricing Model | &nbsp;&nbsp;&nbsp;&nbsp; Volatility | &nbsp;&nbsp;&nbsp;&nbsp; Volatility | &nbsp;&nbsp;&nbsp;&nbsp; Volatility | 62.500 | 62.500 | 62.500 |  |  |
| 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 | 215 | 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent Transaction | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | &nbsp;&nbsp;&nbsp;&nbsp; Purchase Price | $1000.000 | 1000.000 | 1000.000 |  |  |
| Industrials | Industrials | 1039 | 1039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 13.622 | 13.622 | 13.622 |  |  |
| Total | Total | $44696 | 44696 |  |  |  |  |  |  |  |  |  |  |  |
| Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at September 30, 2025 may be due to an investment no longer held or categorized as Level 3 at period end. |

---

------

Notes to Financial Statements

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

**(a) Investment Valuation Policies** The 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, the 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, the Fund may calculate its NAV as of the earlier closing time or calculate its NAV as of the NYSE Close for that day. The 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, the 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 do 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") 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. 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 the 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 investments. The Valuation Designee may value Fund portfolio securities for which market quotations are not readily available and other Fund assets utilizing inputs from pricing services, quotation reporting systems, valuation agents and other third-party sources (together, "Pricing Sources").

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

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

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

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

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

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

------

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.

------

Notes to Financial Statements (Cont.)

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.

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

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

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

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

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

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

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

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

**2. FEDERAL INCOME TAX MATTERS**

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

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

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

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

**3. INVESTMENTS IN AFFILIATES**

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

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

------

Notes to Financial Statements (Cont.)

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Market Value<br>06/30/2025** | **Purchases at<br>Cost** | **Proceeds from<br>Sales** | **Net<br>Realized<br>Gain (Loss)** | **Change in<br>Unrealized<br>Appreciation<br>(Depreciation)** | **Market Value<br>09/30/2025** | **Dividend<br>Income**<sup>(1)</sup> | **Realized Net<br>Capital<br>Gain<br>Distributions**<sup>(1)</sup> |
| $7682 | $46930 | $(39500) | $2 | $1 | $15115 | $129 | $0 |

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<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.

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **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 | **FAR** | Wells Fargo Bank National Association | **MYC** | Morgan Stanley Capital Services LLC |
| **BOA** | Bank of America N.A. | **GLM** | Goldman Sachs Bank USA | **NGF** | Nomura Global Financial Products, Inc. |
| **BPS** | BNP Paribas S.A. | **GSC** | Goldman Sachs & Co. LLC | **RCY** | Royal Bank of Canada |
| **BRC** | Barclays Bank PLC | **GST** | Goldman Sachs International | **RTA** | RBC (Barbados) Trading Bank Corp. |
| **BYR** | The Bank of Nova Scotia - Toronto | **IND** | Crédit Agricole Corporate and Investment Bank <br> S.A. | **SBI** | Citigroup Global Markets Ltd. |
| **CBK** | Citibank N.A. | **JML** | JP Morgan Securities Plc | **SCX** | Standard Chartered Bank, London |
| **CIB** | Canadian Imperial Bank of Commerce | **JPM** | JP Morgan Chase Bank N.A. | **SOG** | Societe Generale Paris |
| **DBL** | Deutsche Bank AG London | **MBC** | HSBC Bank Plc | **SSB** | State Street Bank and Trust Co. |
| **DEU** | Deutsche Bank Securities, Inc. | **MSB** | Morgan Stanley Bank, N.A | **TDM** | TD Securities (USA) LLC |
| **Currency Abbreviations:** | **Currency Abbreviations:** |  |  |  |  |
| **BRL** | Brazilian Real | **EUR** | Euro | **NGN** | Nigerian Naira |
| **CAD** | Canadian Dollar | **GBP** | British Pound | **TRY** | Turkish New Lira |
| **DOP** | Dominican Peso | **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 | **TSFR1M** | Term SOFR 1-Month |
| **CAONREPO** | Canadian Overnight Repo Rate Average | **SOFR** | Secured Overnight Financing Rate | **TSFR3M** | Term SOFR 3-Month |
| **EUR003M** | 3 Month EUR Swap Rate | **SONIO** | Sterling Overnight Interbank Average Rate |  |  |
| **Municipal Bond or Agency Abbreviations:** | **Municipal Bond or Agency Abbreviations:** |  |  |  |  |
| **ACA** | American Capital Access Holding Ltd. |  |  |  |  |
| **Other Abbreviations:** | **Other Abbreviations:** |  |  |  |  |
| **ABS** | Asset-Backed Security | **DAC** | Designated Activity Company | **REMIC** | Real Estate Mortgage Investment Conduit |
| **ALT** | Alternate Loan Trust | **EBITDA** | Earnings before Interest, Taxes, Depreciation and Amoritization | **TBA** | To-Be-Announced |
| **BABs** | Build America Bonds | **EURIBOR** | Euro Interbank Offered Rate | **TBD** | To-Be-Determined |
| **BRL-CDI** | Brazil Interbank Deposit Rate | **OIS** | Overnight Index Swap | **TBD%** | Interest rate to be determined when loan settles or at the time of funding |
| **CLO** | Collateralized Loan Obligation | **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 Strategic Income Fund, Inc.

- **b. Investment Company Act file number:** 811-08216

- **c. CIK number of Registrant:** 0000916183

- **d. LEI of Registrant:** SXMV4TXSOGB1HGOZUF63

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $898629642.10

**Total Liabilities:** $681407875.00

**Net Assets:** $217221767.10

**Delayed Delivery Securities:** $4310000.00

**Cash Not Reported:** $5854284.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8948.283000 | **1-Year:** 77120.238800 | **5-Year:** 31125.983600 | **10-Year:** 2240.623900 | **30-Year:** 872.367600

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

- **3-Month:** 10832.775500 | **1-Year:** 11683.622300 | **5-Year:** 18478.233800 | **10-Year:** 5010.208600 | **30-Year:** 55.529400

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.33%                | 2.72%                | 5.55%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1306664.79              | $-1863655.25                               |
| Month 2  | $2422738.46              | $886401.59                                 |
| Month 3  | $965987.27               | $-345868.19                                |

### 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                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -335974 | PA      | $-339661.11   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251125                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1436.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 254144 FN 11/31 FIXED 8                         | CUSIP: 31371KHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1103 | PA      | $1109.05      | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     784000 | PA      | $777436.35    | 0.36%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 763726 FN 01/34 FIXED 6.5                       | CUSIP: 31404BPK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        703 | PA      | $725.79       | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 745112 FN 10/35 FIXED VAR                       | CUSIP: 31403CYH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5753 | PA      | $5998.73      | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.50 9/15/23-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-441245.98   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWGATE FUNDING PLC 2007-3X                                                | NEWGATE FUNDING PLC NGATE 2007 3X CB REGS                 | CUSIP: B2NDQJII4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    1016469 | PA      | $1110198.99   | 0.51%             | 2050-12-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                                      | INCORA NEW EQUITY                                         | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     121860 | NS      | $4891357.79   | 2.25%             |  |  |  | Yes           |                  3 | On Loan: No      |
| VENDEE MORTGAGE TRUST 2000-3                                               | VENDEE MORTGAGE TRUST VENDE 2000 3 2Z                     | CUSIP: 911760PM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     449112 | PA      | $471365.63    | 0.22%             | 2030-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CIBC                                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -6270119 | PA      | $-6276890.88  | -2.89%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERIQUEST MORTGAGE SEC INC 2002-C                                         | AMERIQUEST MORTGAGE SECURITIES AMSI 2002 C M2             | CUSIP: 03072SDG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      39319 | PA      | $27105.08     | 0.01%             | 2032-11-25      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C80365 FG 12/25 FIXED 7.5               | CUSIP: 31335GMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         15 | PA      | $14.65        | 0.00%             | 2025-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2004-W2                                               | FANNIEMAE WHOLE LOAN FNW 2004 W2 2A2                      | CUSIP: 31393XGQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15032 | PA      | $15590.32     | 0.01%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 01/28 5.5                | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $177000.00    | 0.08%             | 2028-01-15      | Fixed         | 5.50%                 | 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      | $528746.85    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEN TREE FINANCIAL CORP 1999-3                                           | CONSECO FINANCIAL CORP GT 1999 3 A9                       | CUSIP: 393505X98<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      31383 | PA      | $28440.24     | 0.01%             | 2031-02-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017                                                            | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CALI A 144A        | CUSIP: 12652FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $960600.00    | 0.44%             | 2032-11-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-49                                                         | FANNIE MAE FNR 2001 49 Z                                  | CUSIP: 313921AG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43019 | PA      | $44775.32     | 0.02%             | 2031-09-25      | Fixed         | 6.50%                 | 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        |    1971789 | PA      | $1973642.96   | 0.91%             | 2030-12-18      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -8422710 | PA      | $-8454089.49  | -3.89%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 410253 GN 12/25 FIXED 7                         | CUSIP: 36206FWN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          9 | PA      | $9.33         | 0.00%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | OIS CAD CAONREPO/3.5000 06/19/24-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $81694.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2359                                                           | FREDDIE MAC FHR 2359 PZ                                   | CUSIP: 3133TV6U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120124 | PA      | $124564.95    | 0.06%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA II POOL MB0149 G2 01/55 FIXED 6.5                    | CUSIP: 3618N5EX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     399981 | PA      | $411282.71    | 0.19%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 12/27 4.25                      | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     500000 | PA      | $491408.68    | 0.23%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IVANTI SECURITY HOLDINGS LLC                                               | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                  | CUSIP: 46583VAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     164888 | PA      | $169937.85    | 0.08%             | 2029-06-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 1 SARL                                                  | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TERM LOAN RESTRUC  | CUSIP: 948FWJII8<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    4817271 | PA      | $752691.53    | 0.35%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SR UNSECURED 144A 02/29 6        | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $750000.00    | 0.35%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C62910 FG 01/32 FIXED 7                 | CUSIP: 31287NGT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        285 | PA      | $297.89       | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL CA0709 FN 09/47 FIXED 4                         | CUSIP: 3140Q7YF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4147601 | PA      | $3988773.72   | 1.84%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-40                                                  | FANNIE MAE FNR 2016 40 IO                                 | CUSIP: 3136ASD86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2086782 | PA      | $191159.04    | 0.09%             | 2036-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 253585 FN 01/31 FIXED 8                         | CUSIP: 31371JUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        867 | PA      | $905.65       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 255071 FN 01/34 FIXED 6.5                       | CUSIP: 31371LJQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2513 | PA      | $2635.28      | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL CE4252 GN 10/51 FIXED 4                         | CUSIP: 3617VSWM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3465493 | PA      | $3276043.07   | 1.51%             | 2051-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-76850.71    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 491193 FN 03/29 FIXED 6.5                       | CUSIP: 31382SUS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        304 | PA      | $313.50       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 02/32 7.75                      | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1300000 | PA      | $1346069.40   | 0.62%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.50000 12/20/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $9175.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 255001 FN 11/33 FIXED 6.5                       | CUSIP: 31371LGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18106 | PA      | $19020.12     | 0.01%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC                                                      | NEW WINDSTREAM PREFERRED STOCK                            | CUSIP: 990AAJEB9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        215 | NS      | $214540.00    | 0.10%             |  |  |  | No            |                  3 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-R1                                             | COUNTRYWIDE HOME LOANS CWHL 2004 R1 3A 144A               | CUSIP: 12669F7M9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      62851 | PA      | $62789.13     | 0.03%             | 2034-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 H 144A     | CUSIP: 46654PAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2213547.82   | 1.02%             | 2038-11-15      | Floating      | 10.81%                | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 747686 FN 11/33 FIXED 6.5                       | CUSIP: 31403FUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4289 | PA      | $4427.11      | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 739477 FN 10/33 FIXED 6.5                       | CUSIP: 31402VQ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6908 | PA      | $7179.22      | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL G00921 FG 04/28 FIXED 7.5               | CUSIP: 31283HAW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42355 | PA      | $42920.50     | 0.02%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 791804 FN 08/34 FIXED 6.5                       | CUSIP: 31405KU58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6636 | PA      | $6848.73      | 0.00%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 906353 FN 01/47 FIXED 7                         | CUSIP: 31411E5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24272 | PA      | $25354.21     | 0.01%             | 2047-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-ONL                             | WELLS FARGO COMMERCIAL MORTGAG WFCM 2022 ONL C 144A       | CUSIP: 95003WAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2558000 | PA      | $2387013.30   | 1.10%             | 2039-12-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-1440             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 1440 B 144A     | CUSIP: 46653DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $655201.17    | 0.30%             | 2036-03-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2005-22                                                         | FANNIE MAE FNR 2005 22 DB                                 | CUSIP: 31394DBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     450497 | PA      | $465448.72    | 0.21%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL D72907 FG 07/26 FIXED 7.5               | CUSIP: 3128FEGQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        122 | PA      | $122.00       | 0.00%             | 2026-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 407308 FN 11/28 FIXED 6.5                       | CUSIP: 31378SNZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1139 | PA      | $1175.86      | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C64701 FG 03/32 FIXED 7                 | CUSIP: 31287QGJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1427 | PA      | $1492.44      | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | X CORP 2025 FIXED TERM LOAN                               | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     500000 | PA      | $502257.50    | 0.23%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2484                                                           | FREDDIE MAC FHR 2484 LZ                                   | CUSIP: 31392R3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     169019 | PA      | $177295.30    | 0.08%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 12/29 4.625                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     250000 | PA      | $242557.81    | 0.11%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                               | CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/26 8          | CUSIP: ACI0Z2W07<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |     174763 | PA      | $83098.34     | 0.04%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL G01381 FG 04/32 FIXED 7                 | CUSIP: 31283HRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1937 | PA      | $2025.85      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL G04624 FG 02/33 FIXED 6                 | CUSIP: 3128M6PH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        144 | PA      | $149.59       | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 569853 FN 11/27 FLOATING VAR                    | CUSIP: 31386QBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3241 | PA      | $3260.14      | 0.00%             | 2027-11-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD BRL BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-292.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 780518 GN 06/26 FIXED 7                         | CUSIP: 36225ASF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        194 | PA      | $193.81       | 0.00%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                        | VICI PROPERTIES INC REIT USD.01                           | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      33427 | NS      | $1090054.47   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1505658 | PA      | $-1506993.02  | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                                 | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL           | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      27523 | PA      | $22385.49     | 0.01%             | 2027-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251027                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $78.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 491153 GN 01/29 FIXED 7.5                       | CUSIP: 36210FTJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        333 | PA      | $336.10       | 0.00%             | 2029-01-15      | Fixed         | 7.50%                 | 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        |     299250 | PA      | $284661.56    | 0.13%             | 2031-12-19      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 526692 FN 12/29 FIXED 6.5                       | CUSIP: 31384LC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        793 | PA      | $819.73       | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                               | PERU LNG SRL SR UNSECURED REGS 03/30 5.375                | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |    2100280 | PA      | $2017085.39   | 0.93%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2004-CW1                                            | GSAA HOME EQUITY TRUST GSAA 2004 CW1 2A1                  | CUSIP: 36228FT55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280253 | PA      | $284887.13    | 0.13%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4496                                                    | FREDDIE MAC FHR 4496 BI                                   | CUSIP: 3137BKS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4945529 | PA      | $267174.81    | 0.12%             | 2038-11-15      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.75000 06/15/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $5211473.19   | 2.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA 2023 USD TERM LOAN B14                   | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     791919 | PA      | $768161.61    | 0.35%             | 2028-08-15      | Floating      | 9.49%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1590594 | PA      | $-1598251.51  | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                      | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875         | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     647045 | PA      | $569399.60    | 0.26%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 725851 FN 07/34 FIXED VAR                       | CUSIP: 31402DL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1781 | PA      | $1785.39      | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2415                                                           | FREDDIE MAC FHR 2415 ZA                                   | CUSIP: 31339DKU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8814 | PA      | $9206.61      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                            | MAREX GROUP PLC SR UNSECURED 11/29 6.404                  | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1031606.19   | 0.47%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251010                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $77.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                              | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     700000 | PA      | $712126.26    | 0.33%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOEING CO/THE SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-5323.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS  COMM MTGE SEC 2006-T24                                       | BEAR STEARNS COMMERCIAL MORTGA BSCMS 2006 T24 B 144A      | CUSIP: 07388NAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52359 | PA      | $51465.36     | 0.02%             | 2041-10-12      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                          | CI FINANCIAL CORP CI FINANCIAL CORP                       | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    1300000 | PA      | $1386010.38   | 0.64%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 253398 FN 08/30 FIXED 8                         | CUSIP: 31371JNP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1407 | PA      | $1462.33      | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 729682 FN 08/33 FIXED 6.5                       | CUSIP: 31402HUF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19424 | PA      | $20059.16     | 0.01%             | 2033-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEASONED CREDIT RISK TRANSFER TRUST SERIES 2025-2                          | FREDDIE MAC   SCRT SCRT 2025 2 M 144A                     | CUSIP: 35563VCH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1507793.94   | 0.69%             | 2065-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-54                                        | FHLMC STRUCTURED PASS THROUGH FSPC T 54 2A                | CUSIP: 31393LFK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31499 | PA      | $31758.61     | 0.01%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                                    | CAPITAL FARM CREDIT ACA JR SUBORDINA 144A 12/99 VAR       | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | EP               | CORP              | US        |    1300000 | NS      | $1291017.00   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL H00437 FG 12/36 FIXED 7                 | CUSIP: 3128MSPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24828 | PA      | $24990.56     | 0.01%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.75000 06/15/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1005649.01  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST 2004-T2                                            | FANNIEMAE GRANTOR TRUST FNGT 2004 T2 1A3                  | CUSIP: 31393X7C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42950 | PA      | $44366.59     | 0.02%             | 2043-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 771196 FN 04/34 FIXED 6.5                       | CUSIP: 31404KXZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3656 | PA      | $3805.31      | 0.00%             | 2034-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 345096 GN 03/26 FIXED 7.5                       | CUSIP: 36203CKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          2 | PA      | $1.69         | 0.00%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                        | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF C 144A           | CUSIP: 04410RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2197456.36   | 1.01%             | 2035-04-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                   | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   57400000 | PA      | $1346090.04   | 0.62%             | 2028-09-06      | Fixed         | 46.96%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                         | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     700000 | PA      | $737297.68    | 0.34%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLGU-2021-1A                                                               | MAN GLG US CLO 2021 1 LTD GLGU 2021 1A SUB 144A           | CUSIP: 56166XAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     250000 | PA      | $131431.99    | 0.06%             | 2034-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251027                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $78.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-70                                                  | FANNIE MAE FNR 2019 70 IO                                 | CUSIP: 3136B7KN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70247 | PA      | $14492.57     | 0.01%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENDEE MORTGAGE TRUST 1998-3                                               | VENDEE MORTGAGE TRUST VENDE 1998 3 E                      | CUSIP: 911760LY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16136 | PA      | $16217.89     | 0.01%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED REGS 10/29 4.25               | CUSIP: ACI20QTK8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $509904.88    | 0.23%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-6NCX                                                     | EUROSAIL PLC ESAIL 2007 6NCX D1A REGS                     | CUSIP: G329A0AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     960482 | PA      | $1298584.21   | 0.60%             | 2045-09-13      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA II TBA 30 YR 4 JUMBOS                                | CUSIP: 21H0406B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3700000 | PA      | $3478799.61   | 1.60%             | 2055-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                              | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 VAR           | CUSIP: 345397G80<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1901143.67   | 0.88%             | 2028-03-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2004-R2                                       | NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R2 A3 144A        | CUSIP: 62951MAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1124961 | PA      | $1038866.36   | 0.48%             | 2034-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 929119 FN 02/38 FIXED 6.5                       | CUSIP: 31412MG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16643 | PA      | $17635.38     | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL AI9192 FN 08/41 FIXED 4.5                       | CUSIP: 3138APGA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45225 | PA      | $45298.29     | 0.02%             | 2041-08-01      | Fixed         | 4.50%                 | 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      | $1633470.90   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 800224 FN 12/34 FIXED 6.5                       | CUSIP: 31405VAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6384 | PA      | $6589.45      | 0.00%             | 2034-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                       | CLEVELAND CLIFFS INC SR UNSECURED 144A 01/34 7.625        | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     910000 | PA      | $938264.61    | 0.43%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-50                                                         | FANNIE MAE FNR 2001 50 BA                                 | CUSIP: 31392AJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8974 | PA      | $9089.30      | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMIC 2230                                                     | FREDDIE MAC FHR 2230 Z                                    | CUSIP: 3133TNSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6467 | PA      | $6710.94      | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                           | WESTMORELAND MINING HOLDINGS L COMMON                     | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         69 | NS      | $26.06        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.00000 06/21/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $137481.26    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 07/29 5.125              | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $343620.00    | 0.16%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                       | DISH DBS CORP SR SECURED 144A 12/28 5.75                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2878470.00   | 1.33%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GMAC MORTGAGE CORP LOAN TRUST 2004-AR2                                     | GMAC MORTGAGE CORPORATION LOAN GMACM 2004 AR2 5A2         | CUSIP: 36185N4A5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13534 | PA      | $12235.01     | 0.01%             | 2034-08-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W6                                               | FANNIEMAE WHOLE LOAN FNW 2003 W6 3A                       | CUSIP: 31393BU94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     282359 | PA      | $289951.07    | 0.13%             | 2042-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROOKS AUTOMATION (ALTAR BIDCO INC)                                        | ALTAR BIDCO, INC. 2ND LIEN TL                             | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     700000 | PA      | $672294.00    | 0.31%             | 2030-02-01      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3137864 | PA      | $-3161184.69  | -1.46%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE GRANTOR TRUST 2001-T8                                           | FANNIEMAE GRANTOR TRUST FNGT 2001 T8 A1                   | CUSIP: 313920UK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125424 | PA      | $128166.35    | 0.06%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 747151 FN 10/33 FIXED 6.5                       | CUSIP: 31403FBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26526 | PA      | $27389.30     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL P00029 FG 03/33 FIXED 6                 | CUSIP: 31283NA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23175 | PA      | $23581.15     | 0.01%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 494976 FN 06/29 FIXED 6.5                       | CUSIP: 31382W2H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        191 | PA      | $197.41       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                | SAMMONS FINANCIAL GROUP SAMMONS FINANCIAL GROUP           | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1102056.76   | 0.51%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2290                                                           | FREDDIE MAC FHR 2290 ZD                                   | CUSIP: 3133TRE68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17658 | PA      | $18018.33     | 0.01%             | 2031-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA II TBA 30 YR 4.5 JUMBOS                              | CUSIP: 21H0426B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $96936.73     | 0.04%             | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.2* 9/16/23-27Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2726852.66   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                       | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0526B3<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1900000 | PA      | $-1914538.88  | -0.88%            | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.00000 12/21/22-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2273505.82   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                    | FREDDIE MAC   STACR STACR 2021 DNA6 B2 144A               | CUSIP: 35564KLV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2800000 | PA      | $2941030.96   | 1.35%             | 2041-10-25      | Floating      | 11.86%                | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C01086 FG 11/30 FIXED 7.5               | CUSIP: 31292HF33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         67 | PA      | $69.55        | 0.00%             | 2030-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT BRL SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2581.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| X CORPORATION                                                              | X CORP TERM LOAN                                          | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2680606 | PA      | $2633319.87   | 1.21%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| VALE SA                                                                    | VALE SA SUBORDINATED 12/49 VAR                            | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |   50000000 | PA      | $3372633.75   | 1.55%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                               | DIVERSIFIED HEALTHCARE T SR SECURED 144A 10/30 7.25       | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $814063.63    | 0.37%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $22.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2009-5                                        | RBSSP RESECURITIZATION TRUST RBSSP 2009 5 14A3 144A       | CUSIP: 74928WBY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5172675 | PA      | $1742638.13   | 0.80%             | 2036-12-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -5605097 | PA      | $-5643929.42  | -2.60%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 783390 FN 09/34 FIXED 6.5                       | CUSIP: 31405AKB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        365 | PA      | $376.64       | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1776897 | PA      | $-1779503.19  | -0.82%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 676839 FN 01/33 FIXED 6                         | CUSIP: 31391T4Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        614 | PA      | $627.03       | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSECO FINANCE SECURITIZATION 2000-5                                      | CONSECO FINANCE SECURITIZATION CNF 2000 5 A6              | CUSIP: 20846QEQ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1416635 | PA      | $271104.87    | 0.12%             | 2031-05-01      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR              | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     109766 | PA      | $57736.94     | 0.03%             | 2046-07-09      | Variable      | 4.12%                 | 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        |     323500 | NS      | $2863732.64   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 4324                                                    | FREDDIE MAC FHR 4324 IO                                   | CUSIP: 3137BAGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     471657 | PA      | $32019.04     | 0.01%             | 2036-08-15      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 254497 FN 09/32 FIXED 6.5                       | CUSIP: 31371KUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2832 | PA      | $2913.26      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL P51301 FG 07/37 FIXED 6.5               | CUSIP: 3128C6NS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51617 | PA      | $52394.38     | 0.02%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 503022 FN 06/29 FIXED 6.5                       | CUSIP: 31383GYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1121 | PA      | $1164.69      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.30000 01/17/24-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $14121.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL BE3702 FN 06/47 FIXED 4                         | CUSIP: 3140FPDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5024 | PA      | $4832.97      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C80408 FG 06/26 FIXED 7.5               | CUSIP: 31335GNZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        216 | PA      | $216.90       | 0.00%             | 2026-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THROUGH SEC T-51                                     | FHLMC STRUCTURED PASS THROUGH FSPC T 51 1A                | CUSIP: 31392W7B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31814 | PA      | $33120.72     | 0.02%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOEING CO/THE SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $20308.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA II TBA 30 YR 3.5 JUMBOS                              | CUSIP: 21H0326B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1800000 | PA      | $1641049.52   | 0.76%             | 2055-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                       | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0226A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -600000 | PA      | $-505591.26   | -0.23%            | 2055-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENDEE MORTGAGE TRUST-1996-1                                               | VENDEE MORTGAGE TRUST VENDE 1996 1 1Z                     | CUSIP: 92260MAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2472 | PA      | $2471.79      | 0.00%             | 2026-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST 2002-T16                                           | FANNIEMAE GRANTOR TRUST FNGT 2002 T16 A1                  | CUSIP: 31392FDB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     639513 | PA      | $670939.63    | 0.31%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2018-3                                          | FLAGSHIP CREDIT AUTO TRUST FCAT 2018 3 R 144A             | CUSIP: 33844P105<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      12000 | PA      | $0.00         | 0.00%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 535951 FN 03/31 FIXED VAR                       | CUSIP: 31384WL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        449 | PA      | $452.71       | 0.00%             | 2031-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTGAGE TR 2005-4                                         | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 4 3A1            | CUSIP: 007036KD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      93711 | PA      | $93083.02     | 0.04%             | 2035-08-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO JPM CHASE                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2106707 | PA      | $-2109867.06  | -0.97%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2004-W8                                               | FANNIEMAE WHOLE LOAN FNW 2004 W8 2A                       | CUSIP: 31394ALL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61413 | PA      | $62826.59     | 0.03%             | 2044-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 412531 GN 12/25 FIXED 7                         | CUSIP: 36206JHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          2 | PA      | $1.90         | 0.00%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | EGYPT EM SP BRC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-45314.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST 2002-T4                                            | FANNIEMAE GRANTOR TRUST FNGT 2002 T4 A1                   | CUSIP: 31392B6T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133776 | PA      | $138067.32    | 0.06%             | 2041-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 750674 FN 10/33 FIXED 6.5                       | CUSIP: 31403J6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41771 | PA      | $43127.11     | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 730754 FN 08/33 FIXED 6.5                       | CUSIP: 31402JZT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         72 | PA      | $74.52        | 0.00%             | 2033-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-93                                                         | FANNIE MAE FNR 2002 93 A1                                 | CUSIP: 31392GRW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132666 | PA      | $135789.87    | 0.06%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOFTBANK GROUP CORP SNR JP SP GST                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $2789.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE GRANTOR TRUST 2001-T5                                           | FANNIEMAE GRANTOR TRUST FNGT 2001 T5 A4                   | CUSIP: 31359SY38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     469084 | PA      | $483208.48    | 0.22%             | 2041-06-19      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $55005.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 323328 FN 09/28 FLOATING VAR                    | CUSIP: 31374TD97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1029 | PA      | $1034.67      | 0.00%             | 2028-09-01      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2010-76                                                         | FANNIE MAE FNR 2010 76 ZC                                 | CUSIP: 31398TFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     318001 | PA      | $316876.18    | 0.15%             | 2040-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL AD0938 FN 04/39 FIXED VAR                       | CUSIP: 31418NBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     230768 | PA      | $243299.67    | 0.11%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 447399 GN 07/27 FIXED 7.5                       | CUSIP: 36208C7L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         37 | PA      | $36.95        | 0.00%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQUINITI (ARMOR HOLDCO INC)                                                | ARMOR HOLDCO INC COMPANY GUAR 144A 11/29 8.5              | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1298265.80   | 0.60%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 1997-33                                                         | FANNIE MAE FNR 1997 33 PA                                 | CUSIP: 31359PQJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        467 | PA      | $468.65       | 0.00%             | 2027-06-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL CK0445 GN 02/52 FIXED 4                         | CUSIP: 3617XUP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223665 | PA      | $211835.41    | 0.10%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                            | IHEARTMEDIA INC   CLASS A COMMON STOCK                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      68102 | NS      | $195452.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ABSLT DE 2024 LLC                                                          | ABSLT DE 2024 LLC CLN 2024 1 05/33 1                      | CUSIP: 00401BAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2032580.44   | 0.94%             | 2033-05-20      | Floating      | 12.64%                | No            |                  3 | On Loan: No      |
| FANNIE MAE REMICS 2020-47                                                  | FANNIE MAE FNR 2020 47 SA                                 | CUSIP: 3136BATP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     786872 | PA      | $98629.41     | 0.05%             | 2050-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2004-92                                                         | FANNIE MAE FNR 2004 92 BW                                 | CUSIP: 31394BRK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126057 | PA      | $128934.67    | 0.06%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP CBK                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $11165.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ALT LN TR 2006-3                                                     | MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 1A3             | CUSIP: 57645DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180951 | PA      | $86925.47     | 0.04%             | 2036-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 743965 FN 11/33 FIXED 6.5                       | CUSIP: 31403BQS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        362 | PA      | $373.32       | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 743468 FN 10/33 FIXED 6.5                       | CUSIP: 31403A6D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11129 | PA      | $11509.07     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD CAD BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $509.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2001-W3                                               | FANNIEMAE WHOLE LOAN FNW 2001 W3 A                        | CUSIP: 3139216F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128669 | PA      | $128697.37    | 0.06%             | 2041-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 704395 FN 05/33 FIXED 6.5                       | CUSIP: 31401CRQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9119 | PA      | $9413.23      | 0.00%             | 2033-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 533972 GN 05/32 FIXED 6.5                       | CUSIP: 36212HFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73140 | PA      | $75613.13     | 0.03%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 702022 FN 05/33 FIXED 6.5                       | CUSIP: 31400Y4F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        908 | PA      | $937.66       | 0.00%             | 2033-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                       | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0606A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -300000 | PA      | $-306523.18   | -0.14%            | 2054-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 725246 FN 01/34 FIXED VAR                       | CUSIP: 31402CWF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9864 | PA      | $10185.22     | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4976                                                    | FREDDIE MAC FHR 4976 DI                                   | CUSIP: 3137FTAM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     446667 | PA      | $84867.12     | 0.04%             | 2050-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 748116 FN 10/33 FIXED 6.5                       | CUSIP: 31403GDV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        637 | PA      | $657.77       | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-47                                                         | FANNIE MAE FNR 2003 47 PE                                 | CUSIP: 31393CRH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6403 | PA      | $6654.87      | 0.00%             | 2033-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                               | HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65          | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     300000 | PA      | $279446.76    | 0.13%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES K071          | FHLMC MULTIFAMILY STRUCTURED P FHMS K071 X3               | CUSIP: 3137FCLG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5336000 | PA      | $212957.09    | 0.10%             | 2045-11-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2006-TM1                                   | COUNTRYWIDE HOME LOANS CWHL 2006 TM1 A1                   | CUSIP: 126694U97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     563248 | PA      | $427061.10    | 0.20%             | 2046-03-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3878839 | PA      | $-3923437.88  | -1.81%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1220.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 750859 FN 10/32 FIXED 6.5                       | CUSIP: 31403KE82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        512 | PA      | $528.82       | 0.00%             | 2032-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC            | UNITI GROUP/CSL CAPITAL SR SECURED 144A 02/28 10.5        | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     213000 | PA      | $224464.73    | 0.10%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NEW ORLEANS HOTEL TRUST 2019-HNLA                                          | NEW ORLEANS HOTEL TRUST NOHT 2019 HNLA C 144A             | CUSIP: 647622AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $981719.90    | 0.45%             | 2032-04-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL G06623 FG 04/39 FIXED 5.5               | CUSIP: 3128M8VQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     760536 | PA      | $788981.96    | 0.36%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                             | EPR PROPERTIES SR UNSECURED 08/29 3.75                    | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96301.07     | 0.04%             | 2029-08-15      | Fixed         | 3.75%                 | 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        |   25300000 | PA      | $2364444.39   | 1.09%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C36310 FG 02/30 FIXED 7.5               | CUSIP: 31294DAK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          4 | PA      | $4.03         | 0.00%             | 2030-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260206                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $56.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                     | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507      | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450056 | PA      | $479735.33    | 0.22%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                  | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375           | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1018204.64   | 0.47%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.50 9/18/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-364310.31   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 498356 GN 02/29 FIXED 7.5                       | CUSIP: 36210PTM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5872 | PA      | $5915.30      | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 616975 GN 02/36 FIXED 6                         | CUSIP: 36290TMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4444 | PA      | $4669.67      | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                                      | SYNIVERSE PFD PIK PFDJJZ917                               | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    1066208 | NS      | $1039537.76   | 0.48%             |  |  |  | Yes           |                  3 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-1A                                             | MARLETTE FUNDING TRUST MFT 2019 1A CERT 144A              | CUSIP: 57109X107<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       9871 | PA      | $0.00         | 0.00%             | 2029-04-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FAIRFAX INDIA HOLDINGS CORPORATION                                         | FAIRFAX INDIA HOLDINGS SR UNSECURED 144A 02/28 5          | CUSIP: 303897AA0<br>LEI: 549300K2JHXU7AX7CV78 | Long             | DBT              | CORP              | CA        |    2400000 | PA      | $2266800.00   | 1.04%             | 2028-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2007-20K                                   | SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1             | CUSIP: 83162CRK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      32812 | PA      | $33159.16     | 0.02%             | 2027-11-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 1829                                                           | FREDDIE MAC FHR 1829 ZB                                   | CUSIP: 3133T6J36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         15 | PA      | $15.05        | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2004-R2                                       | NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R2 A2 144A        | CUSIP: 62951MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     374987 | PA      | $344849.99    | 0.16%             | 2034-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 683892 FN 01/33 FIXED 6                         | CUSIP: 31400CXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13061 | PA      | $13539.89     | 0.01%             | 2033-01-01      | Fixed         | 6.00%                 | 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      | $78423.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-6NCX                                                     | EUROSAIL PLC ESAIL 2007 6NCX C1A REGS                     | CUSIP: G329A0AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    1129979 | PA      | $1368772.48   | 0.63%             | 2045-09-13      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     215371 | PA      | $156359.35    | 0.07%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 11/25 0.00000                               | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     319000 | PA      | $317514.10    | 0.15%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                              | AMSURG EQUITY EQTYAS910                                   | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     192582 | NS      | $8694435.42   | 4.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT BRL SOLD USD 20251202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $268.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1023059 | PA      | $-1024233.28  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | CITIGROUP REVERSE REPO                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -4254250 | PA      | $-4258887.49  | -1.96%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $18497.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | PANAMA LA SP BRC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4423.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED REGS 07/29 4                  | CUSIP: ACI1X3WT2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $406085.34    | 0.19%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 MONTH SOFR FUT  DEC25 XCME 20260317                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -5 | NC      | $19087.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 735487 FN 04/35 FIXED VAR                       | CUSIP: 31402RCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4483 | PA      | $4670.02      | 0.00%             | 2035-04-01      | Fixed         | 6.50%                 | 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      | $28918.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-5                                            | BEAR STEARNS ALT A TRUST BALTA 2006 5 2A2                 | CUSIP: 073873AK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     196302 | PA      | $89299.50     | 0.04%             | 2036-08-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-110                          | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 110 PS            | CUSIP: 38381YWG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10428728 | PA      | $1323986.41   | 0.61%             | 2049-09-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 12/25 0.00000                               | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     718000 | PA      | $713030.96    | 0.33%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.25000 06/15/22-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $5455839.37   | 2.51%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 684200 FN 01/33 FIXED 6                         | CUSIP: 31400DDD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        870 | PA      | $888.31       | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2019-2                                              | MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A              | CUSIP: 57109H102<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       6816 | PA      | $224.60       | 0.00%             | 2029-07-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC 2322                                                           | FREDDIE MAC FHR 2322 KZ                                   | CUSIP: 3133TUHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166270 | PA      | $173458.27    | 0.08%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 1997-79                                                         | FANNIE MAE FNR 1997 79 PL                                 | CUSIP: 31359RAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1008 | PA      | $1010.73      | 0.00%             | 2027-12-18      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST 2002-T19                                           | FANNIEMAE GRANTOR TRUST FNGT 2002 T19 A3                  | CUSIP: 31392GVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10770 | PA      | $11396.54     | 0.01%             | 2042-07-25      | Fixed         | 7.50%                 | 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        |     601714 | PA      | $176962.41    | 0.08%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | 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        |    1453900 | PA      | $1272162.50   | 0.59%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                       | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28800000 | PA      | $29765950.27  | 13.70%            | 2054-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 735504 FN 04/35 FIXED VAR                       | CUSIP: 31402RDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126888 | PA      | $131695.13    | 0.06%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BARCLAYS REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1854147 | PA      | $-1875363.94  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.00000 06/15/22-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-257146.96   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                       | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A   | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4310000 | PA      | $4310000.00   | 1.98%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 677569 FN 02/33 FIXED 6                         | CUSIP: 31391UW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1109 | PA      | $1136.86      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 454351 GN 01/28 FIXED 7.5                       | CUSIP: 36208LWL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13646 | PA      | $13750.62     | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOMURA ASSET ACCEPTANCE CORP 2004-R1                                       | NOMURA ASSET ACCEPTANCE CORPOR NAA 2004 R1 A2 144A        | CUSIP: 62951MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1172806 | PA      | $1103782.34   | 0.51%             | 2034-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                                 | OCS GROUP HOLDINGS LTD GBP TERM LOAN B                    | CUSIP: BA000BQB0<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |    1650000 | PA      | $2220005.04   | 1.02%             | 2031-11-28      | Floating      | 9.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251001                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $13996.49     | 0.01%             |  |  |  | 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        |     207627 | NS      | $89705.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260305                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-182.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2277395 | PA      | $-2280696.75  | -1.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL CL4384 GN 02/52 FIXED 4                         | CUSIP: 3617YB2R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     871083 | PA      | $827009.54    | 0.38%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 793441 FN 08/34 FIXED 6.5                       | CUSIP: 31405MP27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21055 | PA      | $21995.20     | 0.01%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75               | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     350000 | PA      | $377252.05    | 0.17%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 254463 FN 08/32 FIXED 6.5                       | CUSIP: 31371KTU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1477 | PA      | $1521.20      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP            | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A      | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     976280 | PA      | $962886.38    | 0.44%             | 2037-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C00450 FG 03/26 FIXED 7.5               | CUSIP: 31292GQB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         17 | PA      | $17.34        | 0.00%             | 2026-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4923                                                    | FREDDIE MAC FHR 4923 SE                                   | CUSIP: 3137FPZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12915147 | PA      | $1755017.40   | 0.81%             | 2048-04-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 ASH8 E 144A     | CUSIP: 46649JAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     987342 | PA      | $946971.84    | 0.44%             | 2035-02-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 888215 FN 12/36 FIXED VAR                       | CUSIP: 31410FYL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75358 | PA      | $79315.51     | 0.04%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 450811 FN 11/28 FIXED 6.5                       | CUSIP: 31380UYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        300 | PA      | $312.68       | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PATTERSON (PARADIGM PARENT LLC/PARADIGM PARENT CO-ISSUER INC)              | PARADIGM PRNT/CO ISSUER SR SECURED 144A 04/32 8.75        | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $972500.00    | 0.45%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -339600 | PA      | $-340103.74   | -0.16%            |  |  |  | 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        |       2103 | PA      | $851.79       | 0.00%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | 3 MONTH SOFR FUT  MAR26 XCME 20260616                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -4 | NC      | $13295.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-115                          | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 115 SY            | CUSIP: 38381YVM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20764784 | PA      | $2807843.13   | 1.29%             | 2049-09-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 448605 GN 07/27 FIXED 7.5                       | CUSIP: 36208EKS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5853 | PA      | $5889.58      | 0.00%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20251001                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-227.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                        | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/36 FIXED 3.487   | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $851917.50    | 0.39%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SCRIPPS (E.W. SCRIPPS COMPANY)                                             | EW SCRIPPS CO SR SECURED 144A 08/30 9.875                 | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     300000 | PA      | $281868.92    | 0.13%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-33A5                          | NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 33A5 1O 144A    | CUSIP: 63546CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3193437 | PA      | $470552.98    | 0.22%             | 2038-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 543927 GN 02/31 FIXED 8.5                       | CUSIP: 36212UHC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4265 | PA      | $4437.10      | 0.00%             | 2031-02-15      | Fixed         | 8.50%                 | 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      | $1304419.56   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 596712 FN 06/32 FIXED 6.5                       | CUSIP: 31387W3V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        855 | PA      | $882.69       | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                   | ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5       | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    3000000 | PA      | $1088032.98   | 0.50%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-R2                                             | COUNTRYWIDE HOME LOANS CWHL 2005 R2 2A2 144A              | CUSIP: 12669GP21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18715 | PA      | $19288.29     | 0.01%             | 2035-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.50000 06/15/22-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1163962.99  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOANS TR 2004-3                                          | MASTR ALTERNATIVE LOANS TRUST MALT 2004 3 8A1             | CUSIP: 576434PB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13346 | PA      | $13964.60     | 0.01%             | 2034-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                         | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                 | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |     291816 | NS      | $461069.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 09/32 5                 | CUSIP: ACI309N04<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     800000 | PA      | $928927.67    | 0.43%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | OIS CAD CAONREPO/3.5000 06/20/14-30Y CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-40241.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 758557 FN 07/34 FIXED 6.5                       | CUSIP: 31403UWS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4899 | PA      | $5058.30      | 0.00%             | 2034-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                               | NIGERIA OMO BILL OMO260629                                | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 2311830000 | PA      | $1359256.66   | 0.63%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -331800 | PA      | $-332286.64   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF DETROIT                                                            | DETROIT MI DET 04/44 ADJUSTABLE VAR                       | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |    2982954 | PA      | $2350166.25   | 1.08%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-33A6                          | NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 33A6 1O 144A    | CUSIP: 63546EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3193488 | PA      | $483781.50    | 0.22%             | 2038-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.00 9/16/23-7Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $606356.73    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 498247 FN 06/29 FIXED 6.5                       | CUSIP: 31383BP84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        487 | PA      | $502.53       | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                              | BGC GROUP INC SR UNSECURED 06/29 6.6                      | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1040453.96   | 0.48%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL CL1779 GN 03/52 FIXED 4                         | CUSIP: 3617Y86Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36687 | PA      | $34830.81     | 0.02%             | 2052-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2009-7                                        | RBSSP RESECURITIZATION TRUST RBSSP 2009 7 18A3 144A       | CUSIP: 75524MCS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2137575 | PA      | $1075411.83   | 0.50%             | 2037-02-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY                     | AVENIR ISSUER IV IRLND SR SECURED REGS 10/27 6            | CUSIP: ACI2S8C83<br>LEI: 894500E9CKDEAOMG0B46 | Long             | DBT              | NUSS              | IE        |     700139 | PA      | $675704.73    | 0.31%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA II POOL 004261 G2 10/38 FIXED 6.5                    | CUSIP: 36202EWW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        383 | PA      | $390.24       | 0.00%             | 2038-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL A54878 FG 12/30 FIXED 7.5               | CUSIP: 3128KHM37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61104 | PA      | $62761.94     | 0.03%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 257030 FN 11/47 FIXED 6.5                       | CUSIP: 31371NPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2743 | PA      | $2821.80      | 0.00%             | 2047-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 446811 GN 06/27 FIXED 7.5                       | CUSIP: 36208CKY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1379 | PA      | $1383.17      | 0.00%             | 2027-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL CK2706 GN 02/52 FIXED 4                         | CUSIP: 3617XXAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     918933 | PA      | $869995.61    | 0.40%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C80401 FG 05/26 FIXED 7.5               | CUSIP: 31335GNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         35 | PA      | $34.54        | 0.00%             | 2026-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-A                                    | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 A R 144A          | CUSIP: 78448P100<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       4500 | PA      | $1041339.71   | 0.48%             | 2048-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260223                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-289.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                                | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                   | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   10000000 | PA      | $236677.51    | 0.11%             | 2028-05-17      | Floating      | 48.48%                | 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      | $243340.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.6* 8/24/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-108916.19   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 569341 GN 04/32 FIXED 6.5                       | CUSIP: 36200QP24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50105 | PA      | $51833.66     | 0.02%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                                    | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B R 144A          | CUSIP: 83206NAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        441 | PA      | $457803.97    | 0.21%             | 2055-02-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A1A        | CUSIP: 12668BD91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     740390 | PA      | $678869.86    | 0.31%             | 2046-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR              | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    4388387 | PA      | $2475050.27   | 1.14%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2004-1                                       | CREDIT SUISSE FIRST BOSTON MOR CSFB 2004 1 3A1            | CUSIP: 22541SAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40381 | PA      | $40584.60     | 0.02%             | 2034-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMM 2021-2400 MORTGAGE TRUST                                              | COMM MORTGAGE TRUST COMM 2021 2400 G 144A                 | CUSIP: 20048FAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1380000 | PA      | $1197016.55   | 0.55%             | 2038-12-15      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| NATIONAL COLLEGIATE V COMMUTATION TRUST 2007-43A6                          | NATIONAL COLLEGIATE V COMMUTAT NCVCT 2007 43A6 1O 144A    | CUSIP: 63546GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $585800.00    | 0.27%             | 2038-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       5040 | NS      | $604.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-696.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $28897.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT INC/CENTRAL MERGER SUB INC)                     | CNTRL PARENT/CDK GLB INC SR SECURED 144A 06/29 7.25       | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $43240.25     | 0.02%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 421282 GN 04/27 FIXED 7.5                       | CUSIP: 36206T6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20416 | PA      | $20477.98     | 0.01%             | 2027-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-10                                    | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 10 2A1           | CUSIP: 576433SV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     191322 | PA      | $175255.26    | 0.08%             | 2034-10-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-71                                                         | FANNIE MAE FNR 2003 71 TA                                 | CUSIP: 31393EJT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16682 | PA      | $17713.19     | 0.01%             | 2032-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO TORONTO DOMINIO                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -399475 | PA      | $-400043.59   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                        | SVB FINL TR COMMON STOCK UNIT                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1202 | NS      | $655090.00    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 713298 FN 06/33 FIXED 6.5                       | CUSIP: 31401NNP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        548 | PA      | $566.31       | 0.00%             | 2033-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 02/36 5.625             | CUSIP: ACI309M21<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $1136704.11   | 0.52%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 699270 GN 09/38 FIXED 6                         | CUSIP: 36296R2B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64408 | PA      | $67012.30     | 0.03%             | 2038-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 12/25 0.00000                               | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      20000 | PA      | $19848.34     | 0.01%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2034                                                           | FREDDIE MAC FHR 2034 Z                                    | CUSIP: 3133TCV70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10261 | PA      | $10440.52     | 0.00%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS  COMM MTGE SEC 2005-PW1                                       | BEAR STEARNS COMMERCIAL MORTGA BSCMS 2005 PW10 C          | CUSIP: 07387BEG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82287 | PA      | $81650.40     | 0.04%             | 2040-12-11      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN 2003-W4                                              | FANNIEMAE WHOLE LOAN FNW 2003 W4 2A                       | CUSIP: 31393AP68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4891 | PA      | $4950.48      | 0.00%             | 2042-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                                                        | IVANTI SOFTWARE INC 2025 1ST LIEN TERM LOAN               | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    1233807 | PA      | $1030845.74   | 0.47%             | 2029-06-01      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT GBP SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $45972.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO TORONTO DOMINIO                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1131715 | PA      | $-1133374.85  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                               | HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95          | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     900000 | PA      | $888198.64    | 0.41%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2322                                                           | FREDDIE MAC FHR 2322 PZ                                   | CUSIP: 3133TUKA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150417 | PA      | $156734.19    | 0.07%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2004-W8                                               | FANNIEMAE WHOLE LOAN FNW 2004 W8 3A                       | CUSIP: 31394ALN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93171 | PA      | $95680.18     | 0.04%             | 2044-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MTG CTFS 2003-MS9                                    | WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2003 MS9 2A          | CUSIP: 939336N66<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56785 | PA      | $58650.02     | 0.03%             | 2033-04-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -851049 | PA      | $-860683.81   | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A                                 | SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1            | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     539886 | PA      | $512910.56    | 0.24%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.3* 08/25/23-5Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $740374.40    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2005-QS10                                       | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS10 2A          | CUSIP: 761118CW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     572976 | PA      | $510969.00    | 0.24%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACCESS FINANCIAL MANUF HSG 1995-1                                          | ACCESS FINANCIAL MANUF HSG CON ACCFC 1995 1 B1            | CUSIP: 004313AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     199764 | PA      | $487.56       | 0.00%             | 2049-05-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | AT&T INC SNR S* ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $7904.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 254881 FN 07/33 FIXED 6.5                       | CUSIP: 31371LCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7865 | PA      | $8122.01      | 0.00%             | 2033-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W18                                              | FANNIEMAE WHOLE LOAN FNW 2003 W18 1A7                     | CUSIP: 31393UNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     589474 | PA      | $587976.42    | 0.27%             | 2043-08-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO GOLDMAN                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -5865135 | PA      | $-5871469.26  | -2.70%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | 3 MONTH SOFR FUT  SEP25 XCME 20251216                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -4 | NC      | $18840.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 01/30 0.0000          | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      33568 | PA      | $28834.25     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                    | HF SINCLAIR CORP SR UNSECURED 01/35 6.25                  | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1045890.55   | 0.48%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 02/27 8.125              | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1339401.31   | 0.62%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C38907 FG 06/29 FIXED 6.5               | CUSIP: 31294F3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1080 | PA      | $1116.10      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20251124                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1618.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251203                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $272.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE STRIP-385                                                        | FANNIEMAE STRIP FNS 385 7                                 | CUSIP: 3136FEW32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     342862 | PA      | $48139.49     | 0.02%             | 2037-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GHANA GOVT                                                                 | REPUBLIC OF GHANA SR UNSECURED 144A 07/26 0.0000          | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      11376 | PA      | $11006.24     | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -188313 | PA      | $-188589.49   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                      | MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN                | CUSIP: BA000FDW9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     324129 | PA      | $95325.47     | 0.04%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FANNIE MAE REMICS 2022-3                                                   | FANNIE MAE FNR 2022 3 YS                                  | CUSIP: 3136BLFH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  104088175 | PA      | $455979.07    | 0.21%             | 2052-02-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                        | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/27 VAR       | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     665000 | PA      | $663855.28    | 0.31%             | 2027-09-13      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 540909 FN 05/31 FIXED 6.5                       | CUSIP: 31385C3S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1362 | PA      | $1371.53      | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ CAPITAL SA                                            | GAZPROM (GAZ CAPITAL SA) SR UNSECURED REGS 04/34 8.625    | CUSIP: L4191BAB9<br>LEI: 213800568PRHV2JR9650 | Long             | DBT              | CORP              | LU        |    1710000 | PA      | $1496250.00   | 0.69%             | 2034-04-28      | Fixed         | 8.62%                 | 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        |    1000000 | PA      | $966894.40    | 0.45%             | 2038-11-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC / CDK GLOBAL II LLC / CDK FINANCING CO INC) | CNT PRNT/CDK GLO II/FIN SR SECURED 144A 06/29 8           | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $44125.31     | 0.02%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL BJ3524 FN 11/47 FIXED 4                         | CUSIP: 3140H44J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     119653 | PA      | $115065.05    | 0.05%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-MKST           | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 MKST C 144A     | CUSIP: 46652DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $89250.00     | 0.04%             | 2036-12-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                         | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15          | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      63446 | PA      | $62050.19     | 0.03%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                       | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0406B8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1900000 | PA      | $-1790488.67  | -0.82%            | 2055-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL CL5027 GN 03/52 FIXED 4                         | CUSIP: 3617YCSQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179646 | PA      | $169606.86    | 0.08%             | 2052-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE GRANTOR TRUST 2001-T5                                           | FANNIEMAE GRANTOR TRUST FNGT 2001 T5 A3                   | CUSIP: 31359SY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51178 | PA      | $52835.11     | 0.02%             | 2041-06-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/2.00000 12/21/22-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-990489.40   | -0.46%            |  |  |  | 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        |    1131000 | PA      | $1029210.00   | 0.47%             | 2026-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2004-14                                            | GSR MORTGAGE LOAN TRUST GSR 2004 14 1A1                   | CUSIP: 36242DPB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27714 | PA      | $26079.82     | 0.01%             | 2034-12-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4990                                                    | FREDDIE MAC FHR 4990 SN                                   | CUSIP: 3137FUYG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     509488 | PA      | $69061.04     | 0.03%             | 2050-05-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| VENDEE MORTGAGE TRUST 1996-2                                               | VENDEE MORTGAGE TRUST VENDE 1996 2 1Z                     | CUSIP: 911760HH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2839 | PA      | $2855.53      | 0.00%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL P50545 FG 03/37 FIXED 7.5               | CUSIP: 31288LTA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25650 | PA      | $26064.21     | 0.01%             | 2037-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -783275 | PA      | $-784410.75   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ORACLE CORPORATION SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $45682.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2018-4A                                             | MARLETTE FUNDING TRUST MFT 2018 4A CERT 144A              | CUSIP: 57109G104<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       5800 | PA      | $0.00         | 0.00%             | 2028-12-15      | Fixed         | 0.00%                 | No            |                  3 | 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        |    1091480 | PA      | $946907.98    | 0.44%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251103                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $2817.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IM PASTOR FTH 3                                                            | PASTOR IM FTH/FTA IMPAS 3 A REGS                          | CUSIP: B0BL9JII2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | ES        |     143452 | PA      | $149141.25    | 0.07%             | 2043-03-22      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5060                                                    | FREDDIE MAC FHR 5060 IP                                   | CUSIP: 3137F87A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7386633 | PA      | $1375735.23   | 0.63%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-59                                        | FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A2               | CUSIP: 31394PPR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23069 | PA      | $24208.65     | 0.01%             | 2043-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THROUGH SEC T-41                                     | FHLMC STRUCTURED PASS THROUGH FSPC T 41 3A                | CUSIP: 31392MEN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52681 | PA      | $48616.63     | 0.02%             | 2032-07-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL AA8656 FN 10/36 FIXED 6                         | CUSIP: 31416STN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35576 | PA      | $36337.18     | 0.02%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 06/20/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-20747.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 725034 FN 12/33 FIXED VAR                       | CUSIP: 31402CPT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3699 | PA      | $3830.46      | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 627708 GN 09/36 FIXED 6                         | CUSIP: 36291GKV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8563 | PA      | $8913.90      | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2005-7                                                          | FANNIE MAE FNR 2005 7 ZY                                  | CUSIP: 31394B5P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14111 | PA      | $14623.06     | 0.01%             | 2035-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 443108 FN 01/29 FIXED 6.5                       | CUSIP: 31380LGR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1990 | PA      | $2059.51      | 0.00%             | 2029-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 451387 GN 08/27 FIXED 7.5                       | CUSIP: 36208HNC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         19 | PA      | $19.05        | 0.00%             | 2027-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-126                                                 | FANNIE MAE FNR 2012 126 PI                                | CUSIP: 3136A9ZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216119 | PA      | $17262.62     | 0.01%             | 2042-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260223                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-3185.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 632024 GN 12/36 FIXED 6                         | CUSIP: 36291MD59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3281 | PA      | $3397.41      | 0.00%             | 2036-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 489119 FN 07/29 FIXED 6.5                       | CUSIP: 31382QK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6630 | PA      | $6852.43      | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 253184 FN 04/30 FIXED 8                         | CUSIP: 31371JFZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        800 | PA      | $832.50       | 0.00%             | 2030-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 254072 FN 10/31 FIXED 6.5                       | CUSIP: 31371KFM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        920 | PA      | $930.00       | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PANAMA LA SP BOA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $4147.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                            | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25             | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     171000 | PA      | $41698.35     | 0.02%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251106                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $3395.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                             | REPUBLIC OF COLOMBIA SR UNSECURED 09/28 3.75              | CUSIP: ACI309MY1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $1172900.09   | 0.54%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 353706 GN 06/27 FIXED 7.5                       | CUSIP: 36203M3P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1046 | PA      | $1053.46      | 0.00%             | 2027-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION PARTICIPATION CERTIFICATES 2007-20H          | SMALL BUSINESS ADMINISTRATION SBAP 2007 20H 1             | CUSIP: 83162CRE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1666 | PA      | $1685.75      | 0.00%             | 2027-08-01      | Fixed         | 5.78%                 | 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        |     200000 | PA      | $203557.60    | 0.09%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 1980                                                           | FREDDIE MAC FHR 1980 Z                                    | CUSIP: 3133TAG22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12591 | PA      | $12671.07     | 0.01%             | 2027-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2947                                                           | FREDDIE MAC FHR 2947 OZ                                   | CUSIP: 31395R6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23177 | PA      | $23431.59     | 0.01%             | 2035-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 398916 FN 09/27 FIXED 8                         | CUSIP: 31378HDV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        109 | PA      | $108.88       | 0.00%             | 2027-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.75000 06/15/22-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-4611334.15  | -2.12%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 456586 GN 08/27 FIXED 7.5                       | CUSIP: 36208PF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3806 | PA      | $3826.93      | 0.00%             | 2027-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-59                                                  | FANNIE MAE FNR 2019 59 HS                                 | CUSIP: 3136B6MJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5337663 | PA      | $741476.71    | 0.34%             | 2049-10-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO BANK OF NEW YORK                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -911174 | PA      | $-911308.57   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-47                                                  | FANNIE MAE FNR 2014 47 BI                                 | CUSIP: 3136AKTL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3016081 | PA      | $160490.50    | 0.07%             | 2054-08-25      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO)                                        | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                  | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $551803.81    | 0.25%             | 2030-11-30      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                   | ALTICE FRANCE HOLDING SA SR SECURED REGS 05/27 8          | CUSIP: BL5F4LII6<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    1100000 | PA      | $468800.11    | 0.22%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1135.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $583.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 463328 GN 01/28 FIXED 7.5                       | CUSIP: 36208WVV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        716 | PA      | $716.62       | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECURITIES 2005-A                                     | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 A 2A1           | CUSIP: 05949AH86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2813 | PA      | $2745.80      | 0.00%             | 2035-02-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE GRANTOR TR 2004-T1                                              | FANNIEMAE GRANTOR TRUST FNGT 2004 T1 1A1                  | CUSIP: 31393XFS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     402013 | PA      | $416913.49    | 0.19%             | 2044-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 627727 GN 07/37 FIXED 6                         | CUSIP: 36291GLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75892 | PA      | $78392.06     | 0.04%             | 2037-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251208                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $755.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL CL3208 GN 03/52 FIXED 4                         | CUSIP: 3617YAR59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     759544 | PA      | $721325.37    | 0.33%             | 2052-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                                  | STEENBOK LUX FINCO 2 SARL 2023 EUR PIK TL A2 RESTRUCTURE  | CUSIP: 948FWKII5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    6604175 | PA      | $2406844.87   | 1.11%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 627597 GN 12/37 FIXED 6                         | CUSIP: 36291GGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4723 | PA      | $4890.81      | 0.00%             | 2037-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MRTG CAPITAL CERT 2006-2                                     | CREDIT SUISSE MORTGAGE TRUST CSMC 2006 2 3A1              | CUSIP: 225470YJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     731399 | PA      | $76712.65     | 0.04%             | 2036-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 763753 FN 01/34 FIXED 6.5                       | CUSIP: 31404BQE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1719 | PA      | $1789.14      | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                  | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    1546762 | PA      | $15063915.00  | 6.93%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1376220 | PA      | $-1378396.53  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 602008 FN 08/31 FIXED 8                         | CUSIP: 31388DYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1003 | PA      | $1009.46      | 0.00%             | 2031-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-60                                                         | FANNIE MAE FNR 2001 60 ZM                                 | CUSIP: 3139213J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4354 | PA      | $4565.92      | 0.00%             | 2030-06-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TRONOX INCORPORATED                                                        | TRONOX INC SR SECURED 144A 09/30 9.125                    | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     900000 | PA      | $882313.46    | 0.41%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.00000 06/21/23-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $24570.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                           | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3             | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     950000 | PA      | $763208.11    | 0.35%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ZCS BRL 11.7883 08/30/22-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $322411.66    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                     | CS AT1 CLAIMS US225401AL29 CREDIT SUISSE GROUP AG         | CUSIP: 952NPL005<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     600000 | PA      | $78000.00     | 0.04%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1860650 | PA      | $-1869436.50  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                        | ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35             | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1534527.15   | 0.71%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | EGYPT EM SP BRC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-31999.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 743878 FN 11/33 FIXED 6.5                       | CUSIP: 31403BM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12586 | PA      | $12995.16     | 0.01%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL 1B0797 FH 04/33 FLOATING VAR            | CUSIP: 31336SNN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        351 | PA      | $357.79       | 0.00%             | 2033-04-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -288057 | PA      | $-291255.46   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-12                                             | COUNTRYWIDE HOME LOANS CWHL 2004 12 16A1                  | CUSIP: 12669FP98<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100093 | PA      | $97953.83     | 0.05%             | 2034-08-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2003-1                                             | GSR MORTGAGE LOAN TRUST GSR 2003 1 A2                     | CUSIP: 36229RJJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        184 | PA      | $184.21       | 0.00%             | 2033-03-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2003-89                                                         | FANNIE MAE FNR 2003 89 IO                                 | CUSIP: 31393TFP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2066669 | PA      | $31750.66     | 0.01%             | 2042-12-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                                    | XBP GLOBAL HOLDINGS INC COMMON STOCK USD.0001             | CUSIP: 98400V101<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |       3717 | NS      | $2999.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR REPERFORMING LOAN TRUST 2005-2                                       | MASTR REPERFORMING LOAN TRUST MARP 2005 2 1A2 144A        | CUSIP: 57643QAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1971890 | PA      | $1290903.09   | 0.59%             | 2035-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 687742 FN 02/33 FIXED 6                         | CUSIP: 31400HBK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5417 | PA      | $5532.95      | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 768504 FN 01/34 FIXED 6.5                       | CUSIP: 31404GX97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2814 | PA      | $2929.58      | 0.00%             | 2034-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                               | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 11.5       | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     615000 | PA      | $643988.03    | 0.30%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2457                                                           | FREDDIE MAC FHR 2457 PE                                   | CUSIP: 31392PKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36126 | PA      | $37798.86     | 0.02%             | 2032-06-15      | Fixed         | 6.50%                 | 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        |    1700000 | PA      | $1598034.17   | 0.74%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4923                                                    | FREDDIE MAC FHR 4923 NS                                   | CUSIP: 3137FPYZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4914299 | PA      | $665946.01    | 0.31%             | 2049-11-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD 2017-23A                                    | MADISON PARK FUNDING LTD MDPK 2017 23A SUB 144A           | CUSIP: 55820UAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $152828.64    | 0.07%             | 2047-07-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.4* 04/07/21-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1588918.96   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C37903 FG 04/30 FIXED 7.5               | CUSIP: 31294EX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         20 | PA      | $19.60        | 0.00%             | 2030-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -914475 | PA      | $-915755.27   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 681706 GN 12/38 FIXED 6                         | CUSIP: 36295VKT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1789 | PA      | $1872.84      | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                               | PERATON CORP TERM LOAN B                                  | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    2360570 | PA      | $1996900.60   | 0.92%             | 2028-02-01      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2311                                                           | FREDDIE MAC FHR 2311 Z                                    | CUSIP: 3133TSDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10401 | PA      | $10714.91     | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -707628 | PA      | $-712200.50   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-RF3                                         | STRUCTURED ASSET SECURITIES CO SASC 2006 RF3 1A4 144A     | CUSIP: 863592AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2008295 | PA      | $1136709.60   | 0.52%             | 2036-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                               | CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/26 8          | CUSIP: ACI11QWM1<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |     149797 | PA      | $71227.15     | 0.03%             | 2026-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CALI MORTGAGE TRUST 2019-101C                                              | CALI MORTGAGE TRUST 2019 101C CALI 2019 101C A 144A       | CUSIP: 129890AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $959964.30    | 0.44%             | 2039-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 535597 FN 10/30 FIXED VAR                       | CUSIP: 31384V7J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         41 | PA      | $40.99        | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -816000 | PA      | $-819890.77   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                        | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/50 FIXED 3.85    | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      45000 | PA      | $41026.55     | 0.02%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                            | MAREX GROUP PLC SR UNSECURED 05/28 5.829                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $202961.11    | 0.09%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 749783 FN 11/33 FIXED 6.5                       | CUSIP: 31403H6U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10253 | PA      | $10743.70     | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                  | HA SUSTAINABLE INF CAP COMPANY GUAR 01/31 6.15            | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2363669.11   | 1.09%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2152                                                           | FREDDIE MAC FHR 2152 BZ                                   | CUSIP: 3133TKXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24261 | PA      | $24513.71     | 0.01%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 451321 GN 07/27 FIXED 7.5                       | CUSIP: 36208HLA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         60 | PA      | $59.85        | 0.00%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 0.50000 09/21/22-30Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $1875820.35   | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -765000 | PA      | $-770299.96   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 414844 GN 11/25 FIXED 7                         | CUSIP: 36206LZH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         52 | PA      | $51.74        | 0.00%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C42995 FG 12/26 FIXED 8                 | CUSIP: 31298BKG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3907 | PA      | $3917.61      | 0.00%             | 2026-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.00000 06/21/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $306582.90    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GC PASTOR HIPOTECARIO FTA 5                                                | PASTOR GC HIPOTECARIO GCPAS 5 A2 REGS                     | CUSIP: 997AAZII7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | ES        |     464534 | PA      | $505451.04    | 0.23%             | 2046-06-21      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                               | STEPSTONE GROUP M 2 GMBH THE EUR TERM LOAN B              | CUSIP: BA000BNR8<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |    2000000 | PA      | $2315814.93   | 1.07%             | 2032-04-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 742880 FN 10/33 FIXED 6.5                       | CUSIP: 31403AJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        357 | PA      | $368.11       | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4066                                                    | FREDDIE MAC FHR 4066 SA                                   | CUSIP: 3137ARFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1412707 | PA      | $121755.02    | 0.06%             | 2038-05-15      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2020-40                                                  | FANNIE MAE FNR 2020 40 IO                                 | CUSIP: 3136B9P50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     965990 | PA      | $180889.85    | 0.08%             | 2050-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 780580 GN 06/27 FIXED 7.5                       | CUSIP: 36225AUD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         25 | PA      | $25.37        | 0.00%             | 2027-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 781808 FN 11/34 FIXED 6.5                       | CUSIP: 31404XR55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19270 | PA      | $19958.99     | 0.01%             | 2034-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2040                                                           | FREDDIE MAC FHR 2040 PE                                   | CUSIP: 3133TD3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2729 | PA      | $2778.35      | 0.00%             | 2028-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-43                                                  | FANNIE MAE FNR 2012 43 SI                                 | CUSIP: 3136A5YM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180429 | PA      | $6449.26      | 0.00%             | 2041-07-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 8.5                        | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $731770.29    | 0.34%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2012-138                                                 | FANNIE MAE FNR 2012 138 AI                                | CUSIP: 3136AAEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     195139 | PA      | $3152.44      | 0.00%             | 2027-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-200687.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST 2002-18                                            | FANNIEMAE GRANTOR TRUST FNGT 2002 T18 A1                  | CUSIP: 31392GFN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65094 | PA      | $67118.40     | 0.03%             | 2042-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWGATE FUNDING PLC 2007-3X                                                | NEWGATE FUNDING PLC NGATE 2007 3X BB REGS                 | CUSIP: B2NDQHII8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    1016469 | PA      | $1163375.09   | 0.54%             | 2050-12-15      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -4404141 | PA      | $-4451458.77  | -2.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                                     | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM B 144A        | CUSIP: 04965JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1572800.16   | 0.72%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 2003-3                                           | GSMPS MORTGAGE LOAN TRUST GSMPS 2003 3 A1 144A            | CUSIP: 36290PAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1109028 | PA      | $1172056.43   | 0.54%             | 2043-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 748671 FN 10/33 FIXED 6.5                       | CUSIP: 31403GW81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11270 | PA      | $11633.66     | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                         | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/36 6.75          | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     700000 | PA      | $743961.40    | 0.34%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2417                                                           | FREDDIE MAC FHR 2417 CJ                                   | CUSIP: 31339D5N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     263594 | PA      | $273681.08    | 0.13%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.75000 06/15/22-30Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2584514.45   | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 10/30 3                         | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     900000 | PA      | $804746.12    | 0.37%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                | SES S A COMMON STOCK                                      | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      98888 | NS      | $1176841.46   | 0.54%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL BM2006 FN 01/48 FIXED VAR                       | CUSIP: 3140J6GQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61974 | PA      | $59611.00     | 0.03%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.00000 06/15/22-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-45213.64    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP JPM                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1128.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251020                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $39.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO PARIBAS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2542117 | PA      | $-2568574.91  | -1.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251107                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $3060.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 735861 FN 09/33 FIXED VAR                       | CUSIP: 31402RQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15163 | PA      | $15612.36     | 0.01%             | 2033-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST 1998-1                                           | GSMPS MORTGAGE LOAN TRUST GSMPS 1998 1 A 144A             | CUSIP: 36228FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     238501 | PA      | $233519.35    | 0.11%             | 2027-09-19      | Fixed         | 8.00%                 | 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        |    3558000 | PA      | $3499059.24   | 1.61%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                     | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                    | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |    4744473 | PA      | $4642537.57   | 2.14%             | 2027-05-13      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA II TBA 30 YR 6.5 JUMBOS                              | CUSIP: 21H0626B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     600000 | PA      | $616259.60    | 0.28%             | 2054-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20251126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-4981.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL MA3183 FN 11/47 FIXED 4                         | CUSIP: 31418CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35108 | PA      | $33763.87     | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | 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      | $121025.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 453008 GN 01/28 FIXED 7.5                       | CUSIP: 36208KGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5310 | PA      | $5344.82      | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | ISRAEL GOVT EM SP CBK                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $1128.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 786574 FN 07/34 FIXED 6.5                       | CUSIP: 31405D2F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18808 | PA      | $19419.68     | 0.01%             | 2034-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                                   | SOFTBANK VISION FUND II FIXED TERM LOAN                   | CUSIP: 944YFGII6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    1167510 | PA      | $1167510.15   | 0.54%             | 2025-12-21      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| FREDDIE MAC REMICS 5051                                                    | FREDDIE MAC FHR 5051 SX                                   | CUSIP: 3137F83L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4210387 | PA      | $146891.14    | 0.07%             | 2048-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 685192 GN 10/38 FIXED 6                         | CUSIP: 36296AF90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33429 | PA      | $34589.58     | 0.02%             | 2038-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT CAD SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-22.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | IRS EUR 2.50000 03/18/26-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $8181.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 557681 GN 08/31 FIXED 6                         | CUSIP: 36213LRA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1118 | PA      | $1137.80      | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                       | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     700000 | PA      | $693831.88    | 0.32%             | 2055-11-13      | Fixed         | 5.00%                 | 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        |    1300000 | PA      | $1299324.00   | 0.60%             | 2030-12-19      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 257154 FN 03/28 FIXED 4.5                       | CUSIP: 31371NTK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2371 | PA      | $2366.82      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | 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      | $1580429.06   | 0.73%             |  |  |  | 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        |    2231126 | PA      | $66933.78     | 0.03%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25              | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104033.37    | 0.05%             | 2030-03-15      | Fixed         | 6.25%                 | 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      | $-6830.93     | -0.00%            |  |  |  | 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        |     247428 | PA      | $209158.96    | 0.10%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-60                                        | FHLMC STRUCTURED PASS THROUGH FSPC T 60 1A1               | CUSIP: 31394XVD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1017592 | PA      | $1029665.53   | 0.47%             | 2044-03-25      | Fixed         | 6.50%                 | 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        |     216285 | PA      | $155004.83    | 0.07%             | 2027-12-31      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 596686 FN 11/31 FIXED 6.5                       | CUSIP: 31387W2T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1010 | PA      | $1034.62      | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2007-20G                                   | SMALL BUSINESS ADMINISTRATION SBAP 2007 20G 1             | CUSIP: 83162CRD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2131 | PA      | $2157.90      | 0.00%             | 2027-07-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                                 | EQTYWM927 WESTMORELAND MINING                             | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        219 | NS      | $246.48       | 0.00%             |  |  |  | Yes           |                  3 | 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      | $-664790.98   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260320                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $5878.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MTG CTFS 2004-RA1                                    | WASHINGTON MUTUAL MSC MORTGAGE WAMMS 2004 RA1 2A          | CUSIP: 939336P80<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23140 | PA      | $24043.28     | 0.01%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W3                                               | FANNIEMAE WHOLE LOAN FNW 2003 W3 1A3                      | CUSIP: 31392JYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        888 | PA      | $939.87       | 0.00%             | 2042-08-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                                 | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN    | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    3738401 | PA      | $3850552.57   | 1.77%             | 2028-09-15      | Fixed         | 12.23%                | No            |                  3 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251003                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $19938.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1204423 | PA      | $-1218262.98  | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE GRANTOR TRUST 2002-T19                                           | FANNIEMAE GRANTOR TRUST FNGT 2002 T19 A2                  | CUSIP: 31392GVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16739 | PA      | $17777.37     | 0.01%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                                              | STEINHOFF CVR                                             | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |   17707907 | NS      | $20.79        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 430603 GN 02/28 FIXED 7.5                       | CUSIP: 36207FKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        822 | PA      | $827.03       | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 01/36 8.375                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      80000 | PA      | $82672.65     | 0.04%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL G01227 FG 03/31 FIXED 7                 | CUSIP: 31283HLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4486 | PA      | $4691.08      | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD MXN BOUGHT USD 20251217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-4287.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD INC 2004-SL2                                   | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL2 A4           | CUSIP: 7609856D8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115559 | PA      | $107868.32    | 0.05%             | 2031-10-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-535.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-1                                              | COUNTRYWIDE HOME LOANS CWHL 2005 1 1A1                    | CUSIP: 12669GRM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     574773 | PA      | $503783.35    | 0.23%             | 2035-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FHLMC 2173 REMIC                                                           | FREDDIE MAC FHR 2173 Z                                    | CUSIP: 3133TLM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9847 | PA      | $10114.18     | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESECURITIZATION TRUST 2014-R2                              | MORGAN STANLEY REREMIC TRUST MSRR 2014 R2 2B 144A         | CUSIP: 61763LBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5785121 | PA      | $5373931.16   | 2.47%             | 2046-12-26      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 447529 GN 04/27 FIXED 7.5                       | CUSIP: 36208DEA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         42 | PA      | $42.34        | 0.00%             | 2027-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 422120 GN 05/27 FIXED 7.5                       | CUSIP: 36206U4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        115 | PA      | $115.39       | 0.00%             | 2027-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 190328 FN 12/32 FIXED VAR                       | CUSIP: 31368HLH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44881 | PA      | $46400.81     | 0.02%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W1                                               | FANNIEMAE WHOLE LOAN FNW 2003 W1 1A1                      | CUSIP: 31392GVX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11785 | PA      | $11841.72     | 0.01%             | 2042-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                               | NIGERIA OMO BILL OMO120626                                | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  107700000 | PA      | $63867.02     | 0.03%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 802206 FN 10/34 FIXED 6.5                       | CUSIP: 31405XGP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2017 | PA      | $2115.34      | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                               | NIGERIA OMO BILL OMO110626                                | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  107400000 | PA      | $63721.20     | 0.03%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-54                                        | FHLMC STRUCTURED PASS THROUGH FSPC T 54 3A                | CUSIP: 31393LFM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     225267 | PA      | $235174.19    | 0.11%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 06/20/24-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-143487.73   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2004-W2                                               | FANNIEMAE WHOLE LOAN FNW 2004 W2 5A                       | CUSIP: 31393XGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20118 | PA      | $20859.06     | 0.01%             | 2044-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                        | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    2600000 | PA      | $2450980.77   | 1.13%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                               | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     281000 | PA      | $277694.62    | 0.13%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-97                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 97 SB             | CUSIP: 38381YHY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8957917 | PA      | $1141399.92   | 0.53%             | 2049-08-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 831551 FN 06/36 FIXED 6.5                       | CUSIP: 31407HZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31714 | PA      | $33583.31     | 0.02%             | 2036-06-01      | Fixed         | 6.50%                 | 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        |     172062 | PA      | $167943.51    | 0.08%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                                 | INCORA INTERMEDIATE II SR SECURED 144A 01/30 VAR          | CUSIP: 45338XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3747918 | PA      | $3747918.00   | 1.73%             | 2030-01-31      | Fixed         | 12.39%                | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 583498 FN 05/31 FIXED 8                         | CUSIP: 31387GGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11412 | PA      | $11507.74     | 0.01%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR GBP SONIO/0.75000 09/21/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $4782418.92   | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A6                                           | JP MORGAN MORTGAGE TRUST JPMMT 2006 A6 4A1                | CUSIP: 46628BCC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     567489 | PA      | $443369.63    | 0.20%             | 2036-10-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.50 7/12/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $171597.25    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 632082 GN 07/37 FIXED 6                         | CUSIP: 36291MFX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85338 | PA      | $88149.29     | 0.04%             | 2037-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                               | HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25          | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     300000 | PA      | $257915.93    | 0.12%             | 2030-01-15      | Fixed         | 3.25%                 | 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        |     728658 | PA      | $231690.15    | 0.11%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL D72941 FG 07/26 FIXED 7.5               | CUSIP: 3128FEHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        559 | PA      | $559.16       | 0.00%             | 2026-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -497728 | PA      | $-498585.29   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                                         | NEWFOLD DIGITAL HLDGS GR SR SECURED 144A 10/28 11.75      | CUSIP: 650929AA0<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $887500.00    | 0.41%             | 2028-10-15      | Fixed         | 11.75%                | No            |                  3 | 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      | $123515.46    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2002-W1                                               | FANNIEMAE WHOLE LOAN FNW 2002 W1 2A                       | CUSIP: 31392CMS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     183374 | PA      | $183986.08    | 0.08%             | 2042-02-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1011909 | PA      | $-1023521.02  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1438528 | PA      | $-1450931.12  | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL MA3306 FN 03/48 FIXED 4                         | CUSIP: 31418CU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63480 | PA      | $61152.57     | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL AI1162 FN 04/41 FIXED 4.5                       | CUSIP: 3138AEJG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42474 | PA      | $42537.79     | 0.02%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C00489 FG 12/26 FIXED 7.5               | CUSIP: 31292GRJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5637 | PA      | $5670.05      | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-42                                        | FHLMC STRUCTURED PASS THROUGH FSPC T 42 A5                | CUSIP: 31392MH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14647 | PA      | $15657.52     | 0.01%             | 2042-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 503001 GN 02/29 FIXED 7.5                       | CUSIP: 36210UX65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3073 | PA      | $3133.48      | 0.00%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1505.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED 144A 10/29 5.5                | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     391000 | PA      | $340145.11    | 0.16%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 410324 GN 03/26 FIXED 7.5                       | CUSIP: 36206FYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2040 | PA      | $2043.02      | 0.00%             | 2026-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3871                                                           | FREDDIE MAC FHR 3871 JB                                   | CUSIP: 3137AC7C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     859656 | PA      | $898147.43    | 0.41%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                          | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN           | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    3979794 | PA      | $3810035.70   | 1.75%             | 2028-06-28      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-3                                       | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 7A1            | CUSIP: 007036JA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     102911 | PA      | $99788.19     | 0.05%             | 2035-07-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BURBERRY GROUP PLC                                                         | BURBERRY GROUP PLC COMPANY GUAR REGS 06/30 5.75           | CUSIP: ACI2PKL89<br>LEI: 213800PE1KEFCNFR1R50 | Long             | DBT              | CORP              | GB        |    2627000 | PA      | $3551199.34   | 1.63%             | 2030-06-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                       | EDISON INTERNATIONAL SR UNSECURED 11/28 5.25              | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3327221.77   | 1.53%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT TRY SOLD USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $621.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO THE BANK OF NOVA REVERSE REPO                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2046118 | PA      | $-2065830.27  | -0.95%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 780798 GN 12/27 FIXED 7.5                       | CUSIP: 36225A3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1208 | PA      | $1227.19      | 0.00%             | 2027-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1914098 | PA      | $-1917103.14  | -0.88%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                     | VENTURE GLOBAL LNG INC VENTURE GLOBAL LNG INC             | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1553235.30   | 0.72%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                         | SW (FINANCE) I PLC SR SECURED REGS 03/27 1.625            | CUSIP: ACI1WPQH7<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $1009986.01   | 0.46%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 01/26 0.00000                               | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     262000 | PA      | $258719.47    | 0.12%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD GBP BOUGHT USD 20251104                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-45967.27    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL 785735 FH 12/26 FLOATING VAR            | CUSIP: 31348SLQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        601 | PA      | $599.26       | 0.00%             | 2026-12-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-1                                                   | FANNIE MAE FNR 2019 1 HS                                  | CUSIP: 3136B3ZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49722 | PA      | $5656.33      | 0.00%             | 2049-02-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C80397 FG 04/26 FIXED 7.5               | CUSIP: 31335GNN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        107 | PA      | $106.67       | 0.00%             | 2026-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL G04614 FG 02/34 FIXED 6                 | CUSIP: 3128M6N79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1435 | PA      | $1488.65      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN 2003-W4                                              | FANNIEMAE WHOLE LOAN FNW 2003 W4 4A                       | CUSIP: 31393AQ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     130109 | PA      | $133350.52    | 0.06%             | 2042-10-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 373604 GN 03/26 FIXED 7                         | CUSIP: 36204MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         46 | PA      | $45.51        | 0.00%             | 2026-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                          | MNSN HOLDINGS INC COMMON STOCK                            | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1054 | NS      | $63240.00     | 0.03%             |  |  |  | Yes           |                  1 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-54739.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                   | F+G ANNUITIES + LIFE INC F+G ANNUITIES + LIFE INC         | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $730225.41    | 0.34%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4923                                                    | FREDDIE MAC FHR 4923 QS                                   | CUSIP: 3137FPZ32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5316555 | PA      | $722399.73    | 0.33%             | 2049-11-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-1996-46                                                         | FANNIE MAE FNR 1996 46 ZA                                 | CUSIP: 31359KF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         29 | PA      | $29.06        | 0.00%             | 2026-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.75000 06/15/22-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-31016.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR5                                                 | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR5 A6           | CUSIP: 92922FM21<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36152 | PA      | $35841.93     | 0.02%             | 2035-05-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE WHOLE LOAN 2003-W2                                              | FANNIEMAE WHOLE LOAN FNW 2003 W2 1A3                      | CUSIP: 31392JAD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        523 | PA      | $549.74       | 0.00%             | 2042-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 755211 FN 10/33 FIXED 6.5                       | CUSIP: 31403RAL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1117 | PA      | $1153.32      | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO DEUTSCHE REVERSE REPO                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2577309 | PA      | $-2583852.89  | -1.19%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED REGS 02/27 5.875              | CUSIP: ACI13Z7Z8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $318651.70    | 0.15%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                             | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                     | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     411893 | PA      | $211709.48    | 0.10%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 888743 FN 01/36 FIXED VAR                       | CUSIP: 31410GLY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175779 | PA      | $185170.69    | 0.09%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                               | NIGERIA OMO BILL OMO260626                                | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 1706060000 | PA      | $1004604.19   | 0.46%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA SR UNSECURED 144A 09/31 5.125                     | CUSIP: ACI2R9YZ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    2800000 | PA      | $3283692.91   | 1.51%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-88                           | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 88 SA             | CUSIP: 38380FRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4294238 | PA      | $562207.19    | 0.26%             | 2047-06-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | NEW WINDSTREAM WARRANTS                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       6551 | NC      | $36765.53     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL AL0152 FN 06/40 FIXED VAR                       | CUSIP: 3138EGE26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     597956 | PA      | $630469.10    | 0.29%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INCORA INTERMEDIATE II LLC                                                 | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                   | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2693881 | PA      | $4358335.49   | 2.01%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| FREDDIE MAC-2325                                                           | FREDDIE MAC FHR 2325 ZN                                   | CUSIP: 3133TU5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78130 | PA      | $81678.91     | 0.04%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 735394 FN 02/35 FIXED VAR                       | CUSIP: 31402Q7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6215 | PA      | $6478.11      | 0.00%             | 2035-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                            | UNITI GROUP INC COMMON STOCK USD.0001                     | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      32871 | NS      | $201170.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/1.00000 06/15/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-517439.85   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ZCS BRL 12.015 03/17/22-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-276416.28   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                            | IHEARTMEDIA INC   CLASS B COMMON STOCK                    | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      52880 | NS      | $133553.73    | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 752997 FN 10/33 FIXED 6.5                       | CUSIP: 31403MRS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5572 | PA      | $5751.08      | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 503901 FN 07/29 FIXED 6.5                       | CUSIP: 31383HX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        204 | PA      | $210.51       | 0.00%             | 2029-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 918263 FN 04/37 FIXED 6.5                       | CUSIP: 31411YFC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     103840 | PA      | $105621.18    | 0.05%             | 2037-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MANUCHAR GROUP BV                                                          | MANUCHAR GROUP SARL SR SECURED 144A 07/32 VAR             | CUSIP: ACI2YDMC5<br>LEI: 2549001MEFA4EOZSYR71 | Long             | DBT              | CORP              | BE        |     500000 | PA      | $580531.27    | 0.27%             | 2032-07-07      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERT 2007-BC2                                     | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 BC2 1A            | CUSIP: 12669QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1257372 | PA      | $1269220.10   | 0.58%             | 2037-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED PASS THRU SEC T-59                                        | FHLMC STRUCTURED PASS THROUGH FSPC T 59 1A1               | CUSIP: 31394PPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107424 | PA      | $110598.69    | 0.05%             | 2043-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                   | F+G ANNUITIES + LIFE INC COMPANY GUAR 10/34 6.25          | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $408231.40    | 0.19%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 662051 FN 08/32 FIXED 6.5                       | CUSIP: 31391BQC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1737 | PA      | $1761.07      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 445792 GN 01/28 FIXED 7.5                       | CUSIP: 36207YF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4150 | PA      | $4181.64      | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                | ILLINOIS ST ILS 04/35 FIXED 6.725                         | CUSIP: 452152FA4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      11538 | PA      | $12266.65     | 0.01%             | 2035-04-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-46                                                         | FANNIE MAE FNR 2001 46 ZL                                 | CUSIP: 313920XQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31340 | PA      | $32191.62     | 0.01%             | 2031-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 496602 GN 04/29 FIXED 6                         | CUSIP: 36210MU33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2517 | PA      | $2555.37      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECAF I LTD 2015-1A                                                         | ECAF LTD ECAF 2015 1A A2 144A                             | CUSIP: 26827EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     592682 | PA      | $534910.17    | 0.25%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2020-38                                                         | FANNIE MAE FNR 2020 38 QI                                 | CUSIP: 3136BADX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     498591 | PA      | $96610.53     | 0.04%             | 2050-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                  | BLOCK INC SR UNSECURED 144A 08/33 6                       | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     900000 | PA      | $922248.00    | 0.42%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2007-118                                                 | FANNIE MAE FNR 2007 118 AC                                | CUSIP: 31396YCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1588160 | PA      | $1621705.23   | 0.75%             | 2038-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 06/20/24-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2468.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                    | FREDDIE MAC   STACR STACR 2021 DNA7 B2 144A               | CUSIP: 35564KNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2800000 | PA      | $2969324.96   | 1.37%             | 2041-11-25      | Floating      | 12.16%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                         | TREASURY BILL 10/25 0.00000                               | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      26000 | PA      | $25941.66     | 0.01%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 07/28 2.45                      | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     900000 | PA      | $837029.66    | 0.39%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GSMPS MTGE LOAN TRUST 1998-5                                               | GSMPS MORTGAGE LOAN TRUST GSMPS 1998 5 A 144A             | CUSIP: 36228FAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9546 | PA      | $9449.64      | 0.00%             | 2027-06-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-10                                      | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 10 MV5            | CUSIP: 126673JX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2296723 | PA      | $1944968.46   | 0.90%             | 2034-11-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD INC 2004-SL1                                   | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL1 A6           | CUSIP: 760985W72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     596853 | PA      | $283041.04    | 0.13%             | 2031-11-25      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 807392 FN 10/31 FIXED 8                         | CUSIP: 31406D7D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5051 | PA      | $5131.26      | 0.00%             | 2031-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MASTR REPERFORMING LOAN TR 2006-1                                          | MASTR REPERFORMING LOAN TRUST MARP 2006 1 1A3 144A        | CUSIP: 57643QBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1039575 | PA      | $692364.60    | 0.32%             | 2035-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                                             | ADLER GROUP SA   VTG SHS COMMON STOCK                     | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |     906702 | NS      | $1.07         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BCAP LLC TRUST 2011-R11                                                    | BCAP LLC TRUST BCAP 2011 R11 8A7 144A                     | CUSIP: 05533FCN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      87839 | PA      | $73682.22     | 0.03%             | 2036-07-26      | Floating      | 4.85%                 | 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        |     827000 | PA      | $839510.03    | 0.39%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. COMMON STOCK                                      | CUSIP: B7XL4M900<br>LEI: 254900YEMWCRRAGD4978 | Long             | EC               | CORP              | BR        |     358638 | NS      | $35713.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                        | SOLD EUR BOUGHT USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1831.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-S2                                           | JP MORGAN MORTGAGE TRUST JPMMT 2007 S2 3A1                | CUSIP: 46630WBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1089 | PA      | $1071.20      | 0.00%             | 2037-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5065                                                    | FREDDIE MAC FHR 5065 IG                                   | CUSIP: 3137F8RG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     429642 | PA      | $78516.92     | 0.04%             | 2051-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                              | ALTICE FRANCE SA SR SECURED REGS 01/28 3.375              | CUSIP: ACI1FL2Y4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    1100000 | PA      | $1113880.57   | 0.51%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                        | CENTENE CORP SR UNSECURED 02/30 3.375                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92056.19     | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-79                                                         | FANNIE MAE FNR 2001 79 BA                                 | CUSIP: 31392BMM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142190 | PA      | $144499.48    | 0.07%             | 2045-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                    | DOMINICAN REPUBLIC SR UNSECURED 144A 03/37 10.5           | CUSIP: 25714PFD5<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |  130400000 | PA      | $2245974.06   | 1.03%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 735741 FN 07/35 FIXED VAR                       | CUSIP: 31402RLW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1593 | PA      | $1649.42      | 0.00%             | 2035-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSETBACKED SEC 2005-C                                        | BEAR STEARNS ASSET BACKED SECU BSABS 2005 CL1 A1          | CUSIP: 073879U97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57339 | PA      | $57449.43     | 0.03%             | 2034-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELECTRIC COMPANY                                                  | HAWAIIAN ELEC CO SR UNSECURED 144A 10/33 6                | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1009317.25   | 0.46%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 447328 GN 06/27 FIXED 7.5                       | CUSIP: 36208C4M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        248 | PA      | $248.56       | 0.00%             | 2027-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1283994 | PA      | $-1296217.84  | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-6NCX                                                     | EUROSAIL PLC ESAIL 2007 6NCX B1A REGS                     | CUSIP: G329A0AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    1581971 | PA      | $1997400.16   | 0.92%             | 2045-09-13      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 448600 GN 06/27 FIXED 7.5                       | CUSIP: 36208EKM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4130 | PA      | $4159.34      | 0.00%             | 2027-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                                   | TITANIUM 2L BONDCO S.? R.L. EO 01/31 6.25                 | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |    5074400 | PA      | $1565566.36   | 0.72%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2138                                                           | FREDDIE MAC FHR 2138 KC                                   | CUSIP: 3133TJTN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     162307 | PA      | $165303.73    | 0.08%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL D76893 FG 12/26 FIXED 7.5               | CUSIP: 3128FJUS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        990 | PA      | $994.70       | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                                      | PROMOTORA DE INFORMACIONES SA 2025 EUR 1ST LIEN TERM LOAN | CUSIP: BA000KZZ7<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |    5052105 | PA      | $5842456.22   | 2.69%             | 2029-12-31      | Floating      | 7.49%                 | No            |                  3 | On Loan: No      |
| FANNIE MAE GRANTOR TRUST 2000-T6                                           | FANNIEMAE GRANTOR TRUST FNGT 2000 T6 A1                   | CUSIP: 31358SR37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25686 | PA      | $25765.69     | 0.01%             | 2040-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 12/20/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-420523.74   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | ROMANIA EM SP BPS                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $578.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO MORGAN STANLEY                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1277040 | PA      | $-1277215.95  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 453009 GN 01/28 FIXED 7.5                       | CUSIP: 36208KGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6288 | PA      | $6334.99      | 0.00%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                               | ECOPETROL SA SR UNSECURED 04/30 6.875                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2860000 | PA      | $2933206.50   | 1.35%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | PARIBAS REVERSE REPO GBP ZCP                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |   -2436542 | PA      | $-3282511.21  | -1.51%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL G01324 FG 10/31 FIXED 7                 | CUSIP: 31283HPH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30018 | PA      | $31387.89     | 0.01%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL G02472 FG 01/36 FIXED 7                 | CUSIP: 3128M4CH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22550 | PA      | $23574.38     | 0.01%             | 2036-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                               | ROMANIA ROMANIA                                           | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1900000 | PA      | $2229045.54   | 1.03%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | BOUGHT EUR SOLD USD 20251002                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1308.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                         | ELMWOOD CLO II LTD. ELMW2 2019 2A SUB 144A                | CUSIP: 29001RAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1212500 | PA      | $594594.80    | 0.27%             | 2034-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                       | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  229000000 | PA      | $236814824.23 | 109.02%           | 2054-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C80453 FG 12/26 FIXED 7.5               | CUSIP: 31335GQE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        317 | PA      | $319.01       | 0.00%             | 2026-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC            | UNITI GROUP/CSL CAPITAL COMPANY GUAR 144A 06/32 8.625     | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $95597.73     | 0.04%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                       | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0206A2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -1950000 | PA      | $-1572154.56  | -0.72%            | 2055-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                       | FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0204A4<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -200000 | PA      | $-183863.30   | -0.08%            | 2040-10-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD INC 2004-SL3                                   | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2004 SL3 A4           | CUSIP: 76112BBS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4592 | PA      | $2085.92      | 0.00%             | 2031-12-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | US 10YR NOTE (CBT)DEC25 XCBT 20251219                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         18 | NC      | $16429.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | EQUINIX INC SNR S* SP GST                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $37103.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 995050 FN 09/37 FIXED VAR                       | CUSIP: 31416BL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     140507 | PA      | $148138.11    | 0.07%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.6* 04/08/21-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-883696.24   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 06/20/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-13475.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2008-67                                                         | FANNIE MAE FNR 2008 67 ZW                                 | CUSIP: 31397MCX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43848 | PA      | $44598.27     | 0.02%             | 2038-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                                            | OI S.A. SR SECURED 144A 06/27 10                          | CUSIP: 67117EAE8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    2391569 | PA      | $1578435.54   | 0.73%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO SOCIETE GENERALE REVERSE REPO                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1576815 | PA      | $-1579085.62  | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.70 7/12/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-567366.95   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                                | INTELSAT EMERGENCE SA COMMON STOCK                        | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      98888 | NS      | $0.10         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GNMA PASS THRU POOLS                                                       | GNMA POOL 701432 GN 11/38 FIXED 6                         | CUSIP: 36296UHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104435 | PA      | $108823.47    | 0.05%             | 2038-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 535283 FN 05/30 FIXED VAR                       | CUSIP: 31384VUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2591 | PA      | $2699.06      | 0.00%             | 2030-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 2104                                                           | FREDDIE MAC FHR 2104 ZM                                   | CUSIP: 3133THB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13117 | PA      | $13389.19     | 0.01%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                       | FNMA TBA 30 YR 7 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F0706B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20800000 | PA      | $21780168.18  | 10.03%            | 2054-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-70                                                         | FANNIE MAE FNR 2002 70 QZ                                 | CUSIP: 31392FCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     862723 | PA      | $885333.15    | 0.41%             | 2032-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD DOP BOUGHT USD 20260206                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $540.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | REVERSE REPO TORONTO DOMINIO                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -646238 | PA      | $-647153.00   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 253973 FN 08/31 FIXED 6.5                       | CUSIP: 31371KCJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        612 | PA      | $618.18       | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFR USD SOFR/3.75000 09/17/25-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-159.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL D73735 FG 08/26 FIXED 7.5               | CUSIP: 3128FFEG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        634 | PA      | $636.68       | 0.00%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                        | SOLD TRY BOUGHT USD 20251015                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-80.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC                                                      | NEW UNITY COMMON STOCKK                                   | CUSIP: 958WDX907<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      33629 | NS      | $189033.12    | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                       | FNMA POOL 712129 FN 06/33 FIXED 6.5                       | CUSIP: 31401MEA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         71 | PA      | $73.36        | 0.00%             | 2033-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                   | VIRIDIEN SR SECURED 144A 10/30 10                         | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $411484.49    | 0.19%             | 2030-10-15      | Fixed         | 10.00%                | 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      | $480982.36    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                        | RFRF USD SF+26.161/1.4* 8/24/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $35367.18     | 0.02%             |  |  |  | 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        |    2738000 | PA      | $2481615.71   | 1.14%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                      | FED HM LN PC POOL C62740 FG 01/32 FIXED 7                 | CUSIP: 31287NBH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25542 | PA      | $26701.18     | 0.01%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Strategic Income Fund, Inc.

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer