# EDGAR Filing Document

**Accession Number:** 0001318025
**File Stem:** 0001099263-26-007299
**Filing Date:** 2026-5
**Character Count:** 455138
**Document Hash:** 8a2be988a6226b87b51b6055c15f150d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007299.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007299

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Global StocksPLUS & Income Fund
- **CENTRAL INDEX KEY:** 0001318025

**ORGANIZATION NAME:**
- **EIN:** 202726382
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21734
- **FILM NUMBER:** 261043609

**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 Global StocksPLUS Income Fund
- **DATE OF NAME CHANGE:** 20050321

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO International StocksPLUS Income Fund
- **DATE OF NAME CHANGE:** 20050216

## Nport-Ex

<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** | **(AMOUNTS IN THOUSANDS\*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)** |
|  | PRINCIPAL<br>AMOUNT<br>(000s) | MARKET<br>VALUE<br>(000s) |
| **INVESTMENTS IN SECURITIES 154.5% ¤** |  |  |
| **LOAN PARTICIPATIONS AND ASSIGNMENTS 27.4%**  |  |  |
| **Aligned Data Centers International LP**<br>7.223% due 12/18/2029 «~ | $500 | $503 |
| **Altice France SA**  |  |  |
| 8.735% (TSFR3M + 5.063%) due 10/30/2028 ~ | 296 | 295 |
| 10.547% (TSFR3M + 6.875%) due 05/31/2031 ~ | 419 | 421 |
| **Bausch Health Cos., Inc.**<br>9.918% (TSFR1M + 6.250%) due 10/08/2030 ~ | 694 | 672 |
| **Central Parent, Inc.**<br>6.950% (TSFR3M + 3.250%) due 07/06/2029 ~ | 1592 | 1141 |
| **Clover Holdings 2 LLC**  |  |  |
| TBD% - 3.500% due 12/10/2029 ~µ | 106 | 97 |
| 7.676% (TSFR1M + 4.000%) due 12/09/2031 ~ | 469 | 451 |
| **Coreweave Compute Acquisition Co. IV LLC**<br>9.669% - 9.700% (TSFR3M + 6.000%) due 05/16/2029 «~ | 757 | 780 |
| **Databricks, Inc.**  |  |  |
| 1.000% due 01/05/2032 ~µ | 36 | 36 |
| 8.171% (TSFR1M + 4.500%) due 01/05/2032 ~ | 164 | 163 |
| **Dun & Bradstreet Corp.**  |  |  |
| 0.500% - 5.500% due 08/26/2032 «~µ | 19 | 19 |
| 0.500% - 5.500% (TSFR1M + 5.500%) due 08/26/2032 «~ | 188 | 184 |
| **Envision Healthcare Corp.**  |  |  |
| 11.641% (TSFR3M + 7.875%) due 07/20/2026 «~ | 234 | 234 |
| 11.641% (TSFR3M + 7.875%) due 11/03/2028 «~ | 2062 | 2124 |
| **Forward Air Corp.**<br>8.167% (TSFR3M + 4.500%) due 12/19/2030 ~ | 400 | 390 |
| **Gateway Casinos & Entertainment Ltd.**<br>9.936% (TSFR3M + 6.250%) due 12/18/2030 ~ | 817 | 819 |
| **Ivanti Software, Inc.**  |  |  |
| 8.411% (TSFR3M + 4.750%) due 06/01/2029 ~ | 741 | 503 |
| 9.411% (TSFR3M + 5.750%) due 06/01/2029 ~µ | 99 | 99 |
| **Lealand Finance Co. BV**<br>6.782% (TSFR1M + 3.000%) due 06/30/2027 ~ | 7 | 6 |
| **Lealand Finance Co. BV (7.782% Cash)**<br>7.782% (TSFR1M + 4.000%) due 12/31/2027 ~ | 75 | 63 |
| **Mercury Aggregator LP**<br>TBD% due 04/03/2027 «~ | 15 | 0 |
| **MPH Acquisition Holdings LLC**  |  |  |
| 7.417% (TSFR3M + 3.750%) due 12/31/2030 ~ | 749 | 748 |
| 8.528% (TSFR3M + 4.600%) due 12/31/2030 ~ | 174 | 155 |
| **Newfold Digital Holdings Group, Inc.**  |  |  |
| 7.269% - 9.442% (TSFR1M + 3.500%) due 04/30/2029 ~ | 168 | 112 |
| 7.269% - 9.442% (TSFR3M + 5.750%) due 04/30/2029 «~ | 21 | 16 |
| **OCS Group Holdings Ltd.**<br>8.980% due 11/28/2031 ~ | 1000 | 1319 |
| **Peraton Corp.**  |  |  |
| 7.517% (TSFR3M + 3.750%) due 02/01/2028 ~ | $2332 | 1996 |
| 11.523% (TSFR3M + 7.750%) due 02/01/2029 ~ | 100 | 73 |
| **Polaris Newco LLC**  |  |  |
| 6.026% (EUR003M + 4.000%) due 06/02/2028 ~ | 830 | 817 |
| 7.928% (TSFR3M + 4.000%) due 06/02/2028 ~ | $637 | 562 |
| **Poseidon Bidco SASU**<br>7.504% (EUR006M + 5.000%) due 03/13/2030 ~ | 400 | 139 |
| **Promotora de Informaciones SA**<br>7.249% (EUR003M + 5.220%) due 06/29/2029 ~ | 3393 | 3941 |
| **Softbank Vision Fund II**<br>7.350% (TSFR3M + 3.650%) due 04/25/2029 «~ | $365 | 371 |
| **Spruce Bidco II, Inc.**  |  |  |
| 0.500% - 8.371% (TSFR6M + 4.750%) due 01/30/2032 «~µ | 31 | 31 |
| 0.500% - 8.371% (JY0003M + 5.000%) due 01/30/2032 «~ | 2611 | 16 |
| 0.500% - 8.371% (CDOR06 + 4.750%) due 01/30/2032 «~ | 24 | 17 |
| 0.500% - 8.371% (TSFR6M + 4.750%) due 01/30/2032 «~ | $135 | 133 |
| **Steenbok Lux Finco 2 SARL**<br>1TBD% due 12/31/2028 ~ | 2341 | 814 |
| **Stepstone Group Midco 2 GmbH**<br>8.199% (TSFR6M + 4.500%) due 12/19/2031 ~ | $199 | 175 |
| **Syniverse Holdings, Inc.**<br>10.700% (TSFR3M + 7.000%) due 05/13/2027 «~ | 2024 | 1875 |
| **U.S. Renal Care, Inc.**  |  |  |
| 1.500% - 9.675% (TSFR1M + 6.000%) due 09/25/2030 «~ | 1239 | 1262 |
| 8.782% (TSFR1M + 5.000%) due 06/28/2028 ~ | 1556 | 1470 |
| **Unicorn Bay**<br>13.000% due 12/31/2026 «~ | 5216 | 673 |
| **Upfield BV**<br>TBD% due 10/31/2030 | 700 | 887 |

---

------

<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Westmoreland Coal Co.**<br>8.000% due 03/15/2029 «~ | $371 | 161 |
| Total Loan Participations and Assignments (Cost $29,308) |  | 26763 |
| **CORPORATE BONDS & NOTES 30.8%**  |  |  |
| **BANKING & FINANCE 5.0%**  |  |  |
| **Ambac Assurance Corp.** <br>5.100% due 12/31/2099 (g) | 13 | 16 |
| **Armor Holdco, Inc.** <br>8.500% due 11/15/2029 (i) | 200 | 183 |
| **CI Financial Corp.** <br>7.500% due 05/30/2029 (i) | 600 | 630 |
| **Corestate Capital Holding SA (8.000% Cash or 9.000% PIK)** <br>8.000% due 12/31/2028 (b) | 153 | 92 |
| **Credit Suisse AG AT1 Claim** | $200 | 70 |
| **Ford Motor Credit Co. LLC** <br>5.676% (SOFRRATE + 2.030%) due 03/20/2028 ~(i) | 900 | 902 |
| **Hestia Re Ltd.** <br>3.640% (BNMMDTSC + 0.100%) due 04/22/2029 ~ | 7 | 4 |
| **Integrity Re Ltd.** <br>26.306% (FHMMUSTF + 22.796%) due 06/08/2026 ~ | 100 | 104 |
| **ION Platform Finance SARL**  |  |  |
| 6.500% due 09/30/2030  | 500 | 483 |
| 7.875% due 05/01/2029  | 100 | 108 |
| **ION Platform Finance U.S., Inc./ION Platform Finance SARL**  |  |  |
| 8.750% due 05/01/2029  | $200 | 186 |
| 9.000% due 08/01/2029  | 200 | 186 |
| **Long Point Re IV Ltd.** <br>7.810% (BRMMUSDF + 4.250%) due 06/01/2026 ~ | 500 | 501 |
| **Sanders Re III Ltd.** <br>15.880% (BRMMUSDF + 12.320%) due 04/09/2029 ~ | 250 | 162 |
| **Thames Ssnm Unfunded Comm** <br>9.750% due 10/10/2027 | 3 | 4 |
| **Titanium 2l Bondco SARL** <br>6.250% due 01/14/2031 | 967 | 182 |
| **Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC** <br>6.000% due 01/15/2030 (i) | $1127 | 1061 |
| **Voyager Aviation Holdings LLC** <br>8.500% due 05/09/2026 ^«(c) | 1203 | 0 |
|  |  | 4874 |
| **INDUSTRIALS 23.0%**  |  |  |
| **Altice France Lux 3/Altice Holdings 1** <br>10.000% due 01/15/2033 | 347 | 315 |
| **Altice France SA** <br>9.500% due 11/01/2029 | 556 | 563 |
| **ams-OSRAM AG** <br>12.250% due 03/30/2029 (i) | 1200 | 1277 |
| **APLD ComputeCo 2 LLC** <br>6.750% due 03/15/2031 | 100 | 99 |
| **Aston Martin Capital Holdings Ltd.** <br>10.000% due 03/31/2029 (i) | 200 | 151 |
| **Beignet Investor LLC** <br>6.581% due 05/30/2049 (i) | 1710 | 1759 |
| **Central Parent, Inc./CDK Global, Inc.** <br>7.250% due 06/15/2029 | 100 | 72 |
| **Cheplapharm Arzneimittel GmbH** <br>7.500% due 05/15/2030 | 900 | 1051 |
| **Cogent Communications Group LLC/Cogent Finance, Inc.** <br>7.000% due 06/15/2027 (i) | $725 | 717 |
| **CoreWeave, Inc.** <br>9.000% due 02/01/2031 | 200 | 191 |
| **DISH DBS Corp.**  |  |  |
| 5.250% due 12/01/2026  | 2000 | 1984 |
| 5.750% due 12/01/2028  | 100 | 97 |
| 7.750% due 07/01/2026  | 800 | 798 |
| **Ecopetrol SA** <br>7.750% due 02/01/2032 (i) | 1750 | 1769 |
| **Flora Food Management BV** <br>7.500% due 10/31/2030 | 100 | 115 |
| **GSG Bidco Ltd.** <br>5.375% due 06/15/2036 | 180 | 207 |
| **HF Sinclair Corp.** <br>6.250% due 01/15/2035 (i) | $450 | 465 |
| **Incora Intermediate II LLC (0.500% PIK)** <br>0.500% due 01/31/2030 «(b) | 1638 | 1638 |
| **Incora Top Holdco LLC** <br>6.000% due 01/30/2033 «(h) | 1139 | 1724 |
| **MPH Acquisition Holdings LLC** <br>5.750% due 12/31/2030 | 400 | 306 |
| **MPH Acquisition Holdings LLC (6.500% Cash and 5.000% PIK)** <br>11.500% due 12/31/2030 (b) | 105 | 95 |

---

------

<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **National Mentor Holdings, Inc.** <br>10.500% due 12/15/2030 (i) | 200 | 207 |
| **Newfold Digital Holdings Group, Inc.** <br>7.269% due 04/30/2029 | 229 | 94 |
| **Nissan Motor Co. Ltd.** <br>4.810% due 09/17/2030 (i) | 900 | 818 |
| **Noble Finance II LLC** <br>8.000% due 04/15/2030 (i) | 400 | 412 |
| **Ocado Group PLC** <br>11.000% due 06/15/2030 | 750 | 991 |
| **Petroleos de Venezuela SA**  |  |  |
| 6.000% due 11/15/2026 ^(c)  | $400 | 138 |
| 9.750% due 05/17/2035 ^(c)  | 300 | 125 |
| **Petroleos Mexicanos**  |  |  |
| 6.700% due 02/16/2032 (i)  | 100 | 98 |
| 6.840% due 01/23/2030 (i)  | 200 | 201 |
| **Prime Healthcare Services, Inc.** <br>9.375% due 09/01/2029 (i) | 400 | 415 |
| **Sonangol Finance Ltd.** <br>10.000% due 01/29/2031 | 200 | 199 |
| **Thames Water Super Senior Issuer PLC** <br>9.750% due 10/10/2027 | 13 | 19 |
| **Topaz Solar Farms LLC** <br>4.875% due 09/30/2039 | $121 | 109 |
| **U.S. Renal Care, Inc.** <br>10.625% due 06/28/2028 | 756 | 632 |
| **Ubisoft Entertainment SA** <br>0.878% due 11/24/2027 | 100 | 93 |
| **Vale SA** <br>0.000% due 12/29/2049 ~(g) | 20000 | 1692 |
| **Venture Global LNG, Inc.** <br>9.500% due 02/01/2029 (i) | $296 | 320 |
| **Viridien**  |  |  |
| 8.500% due 10/15/2030  | 271 | 330 |
| 10.000% due 10/15/2030 (i)  | $200 | 213 |
|  |  | 22499 |
| **UTILITIES 2.8%**  |  |  |
| **Altice Holdings 1 SARL** <br>0.010% due 12/31/2099 « | 1 | 20 |
| **FORESEA Holding SA** <br>7.500% due 06/15/2030 | $239 | 235 |
| **Nova Securitisation SARL**  |  |  |
| 5.750% due 02/03/2031 (i)  | 500 | 484 |
| 6.500% due 02/03/2036 (i)  | 500 | 476 |
| **OI SA (10.000% Cash or 6.000% PIK and 7.500% Cash or 13.500% PIK)** <br>10.000% due 06/30/2027 ^(b)(c) | 1678 | 814 |
| **OI SA (8.500% PIK)** <br>8.500% due 12/31/2028 ^(b)(c) | 2532 | 27 |
| **Peru LNG SRL** <br>5.375% due 03/22/2030 (i) | 667 | 648 |
|  |  | 2704 |
| Total Corporate Bonds & Notes (Cost $33,409) |  | 30077 |
| **CONVERTIBLE BONDS & NOTES 0.8%**  |  |  |
| **BANKING & FINANCE 0.0%**  |  |  |
| **Corestate Capital Holding SA (8.000% Cash or 9.000% PIK)** <br>8.000% due 12/31/2028 (b) | 25 | 15 |
| **INDUSTRIALS 0.8%**  |  |  |
| **DISH Network Corp.** <br>3.375% due 08/15/2026 | $600 | 583 |
| **Ubisoft Entertainment SA** <br>2.375% due 11/15/2028 | 200 | 221 |
|  |  | 804 |
| Total Convertible Bonds & Notes (Cost $853) |  | 819 |
| **MUNICIPAL BONDS & NOTES 0.8%**  |  |  |
| **WEST VIRGINIA 0.8%**  |  |  |
| **Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007** <br>0.000% due 06/01/2047 (f) | $8800 | 818 |
| Total Municipal Bonds & Notes (Cost $1,264) |  | 818 |
| **U.S. GOVERNMENT AGENCIES 44.5%**  |  |  |
| **Federal Home Loan Mortgage Corp. Military Housing Bonds Resecuritization Trust Certificates**<br>0.700% due 11/25/2055 ~(a) | 5200 | 310 |

---

------

<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Federal Home Loan Mortgage Corp. REMICS**  |  |  |
| 2.374% due 05/25/2050 •(a) | 794 | 95 |
| 2.653% due 03/15/2037 •(a) | 191 | 18 |
| 2.783% due 09/15/2036 •(a) | 102 | 10 |
| 2.793% due 09/15/2036 •(a) | 221 | 22 |
| **Federal Home Loan Mortgage Corp. STACR REMICS Trust**<br>11.162% due 10/25/2041 •(i) | 1200 | 1234 |
| **Federal National Mortgage Association**  |  |  |
| 3.500% due 03/01/2048 - 04/01/2048 | 289 | 270 |
| 7.000% due 03/01/2045 | 327 | 344 |
| **Federal National Mortgage Association Connecticut Avenue Securities Trust**<br>6.762% due 10/25/2041 •  | 900 | 909 |
| **Federal National Mortgage Association REMICS**  |  |  |
| 1.034% due 06/25/2044 •  | 224 | 147 |
| 2.224% due 11/25/2049 •(a) | 86 | 11 |
| 2.274% due 03/25/2037 •(a) | 75 | 6 |
| 2.374% due 11/25/2039 •(a) | 73 | 6 |
| 2.524% due 01/25/2038 •(a) | 110 | 10 |
| 2.604% due 03/25/2037 •(a) | 82 | 8 |
| 2.624% due 12/25/2037 •(a) | 104 | 8 |
| 2.634% due 06/25/2037 •(a) | 37 | 3 |
| 2.674% due 04/25/2037 •(a) | 206 | 24 |
| 2.824% due 11/25/2035 •(a) | 1 | 0 |
| 3.000% due 04/25/2050 (a)(i) | 9469 | 1541 |
| 3.024% due 11/25/2036 •(a) | 383 | 46 |
| 3.424% due 02/25/2037 •(a) | 74 | 9 |
| **Federal National Mortgage Association Trust**<br>7.148% due 12/25/2042 ~ | 18 | 18 |
| **Government National Mortgage Association**<br>6.500% due 01/20/2055 - 02/20/2055 | 110 | 114 |
| **Government National Mortgage Association REMICS**<br>2.310% due 12/20/2048 •(a) | 638 | 59 |
| **Government National Mortgage Association, TBA**  |  |  |
| 3.500% due 04/01/2056 | 3300 | 3027 |
| 4.500% due 06/01/2040 | 2100 | 2025 |
| 5.000% due 06/01/2040 | 100 | 99 |
| 6.000% due 05/01/2056 | 700 | 711 |
| 6.500% due 05/01/2056 | 300 | 311 |
| **Uniform Mortgage-Backed Security, TBA**  |  |  |
| 2.500% due 05/01/2056 | 150 | 126 |
| 3.000% due 06/01/2040 | 1250 | 1096 |
| 3.500% due 06/01/2056 | 8100 | 7410 |
| 4.000% due 06/01/2056 | 1650 | 1554 |
| 4.500% due 04/01/2056 - 06/01/2056 | 1360 | 1312 |
| 5.000% due 04/01/2056 - 05/01/2056 | 2880 | 2837 |
| 5.500% due 05/01/2056 | 5500 | 5518 |
| 6.000% due 06/01/2056 | 5200 | 5293 |
| 6.500% due 05/01/2056 | 6600 | 6823 |
| Total U.S. Government Agencies (Cost $43,388) |  | 43364 |
| **U.S. TREASURY OBLIGATIONS 0.2%**  |  |  |
| **U.S. Treasury Bonds**  |  |  |
| 4.875% due 08/15/2045 (l) | 59 | 59 |
| **U.S. Treasury Notes**  |  |  |
| 4.250% due 08/15/2035 (l) | 96 | 95 |
| Total U.S. Treasury Obligations (Cost $159) |  | 154 |
| **NON-AGENCY MORTGAGE-BACKED SECURITIES 9.1%**  |  |  |
| **Atrium Hotel Portfolio Trust** <br>5.470% due 12/15/2036 •  | 600 | 590 |
| **Banc of America Funding Trust**  |  |  |
| 2.372% due 03/20/2036 ~  | 69 | 67 |
| 2.765% due 12/20/2034 ~  | 82 | 70 |
| 5.846% due 01/25/2037 ~  | 73 | 68 |
| **Bear Stearns ALT-A Trust**  |  |  |
| 3.179% due 04/25/2035 ~  | 69 | 58 |
| 4.567% due 11/25/2035 ~  | 45 | 34 |
| 4.718% due 09/25/2035 ~  | 51 | 26 |
| **Bear Stearns ARM Trust** <br>4.203% due 07/25/2036 ~ | 58 | 50 |
| **Bear Stearns Structured Products, Inc. Trust**  |  |  |
| 3.920% due 12/26/2046 ~  | 113 | 88 |
| 4.788% due 01/26/2036 ~  | 184 | 132 |
| **CBA Commercial Small Balance Commercial Mortgage** <br>6.040% due 01/25/2039 þ | 60 | 58 |
| **CD Mortgage Trust** <br>5.688% due 10/15/2048 | 46 | 44 |
| **Chevy Chase Funding LLC Mortgage-Backed Certificates**  |  |  |
| 4.093% due 08/25/2035 •  | 19 | 18 |
| 4.473% due 10/25/2034 •  | 1 | 1 |
| **CHL Mortgage Pass-Through Trust**  |  |  |
| 3.684% due 03/25/2037 ~  | 171 | 145 |
| 4.273% due 03/25/2036 •  | 83 | 79 |
| 4.493% due 10/20/2035 ~  | 43 | 42 |

---

------

<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| 4.503% due 10/20/2035 ~  | 13 | 13 |
| 4.573% due 02/25/2035 •  | 37 | 35 |
| 5.500% due 08/25/2035  | 10 | 5 |
| **Citigroup Mortgage Loan Trust, Inc.**  |  |  |
| 4.871% due 11/25/2035 ~(i)  | 931 | 441 |
| 6.201% due 03/25/2037 ~  | 44 | 45 |
| **Countrywide Alternative Loan Trust**  |  |  |
| 3.357% due 07/25/2036 •(a)  | 702 | 121 |
| 4.130% due 10/25/2035 ~  | 65 | 57 |
| 4.143% due 05/25/2036 •  | 1156 | 289 |
| 4.273% due 12/25/2046 •  | 26 | 17 |
| 4.453% due 10/25/2035 •  | 367 | 244 |
| 4.474% due 02/25/2037 ~  | 45 | 41 |
| 5.500% due 08/25/2034  | 137 | 133 |
| 5.500% due 02/25/2036  | 11 | 6 |
| 6.250% due 09/25/2034  | 19 | 19 |
| 6.500% due 08/25/2036 (i)  | 1966 | 559 |
| 9.369% due 07/25/2035 •(i)  | 304 | 276 |
| **CSMC Mortgage-Backed Trust** <br>6.000% due 11/25/2036 | 66 | 58 |
| **First Horizon Alternative Mortgage Securities Trust** <br>4.919% due 11/25/2036 ~ | 112 | 76 |
| **First Horizon Mortgage Pass-Through Trust** <br>4.442% due 01/25/2037 ~ | 143 | 63 |
| **GSR Mortgage Loan Trust** <br>4.271% due 04/25/2035 ~ | 49 | 44 |
| **HarborView Mortgage Loan Trust**  |  |  |
| 2.267% due 11/19/2034 ~  | 24 | 20 |
| 4.391% due 04/19/2034 •  | 2 | 2 |
| 5.498% due 08/19/2036 ~  | 1 | 1 |
| 6.569% due 02/25/2036 ~  | 15 | 4 |
| **HSI Asset Loan Obligation Trust** <br>5.280% due 01/25/2037 ~ | 79 | 46 |
| **IndyMac INDX Mortgage Loan Trust**  |  |  |
| 3.287% due 06/25/2037 ~  | 227 | 206 |
| 4.333% due 06/25/2037 •  | 357 | 453 |
| **JP Morgan Mortgage Trust**  |  |  |
| 0.000% due 04/25/2037 ~  | 129 | 69 |
| 5.500% due 01/25/2036  | 25 | 11 |
| **MASTR Adjustable Rate Mortgages Trust**  |  |  |
| 3.830% due 10/25/2034 ~  | 46 | 42 |
| 5.314% due 11/25/2035 ~  | 221 | 90 |
| **Merrill Lynch Alternative Note Asset Trust** <br>3.933% due 01/25/2037 •  | 576 | 172 |
| **Opteum Mortgage Acceptance Corp. Trust** <br>4.333% due 07/25/2036 •  | 148 | 47 |
| **RALI Trust**  |  |  |
| 4.554% due 12/26/2034 ~  | 40 | 36 |
| 4.973% due 01/25/2036 ~  | 281 | 188 |
| 6.000% due 09/25/2035  | 255 | 74 |
| 6.000% due 08/25/2036  | 77 | 65 |
| **RBSSP Resecuritization Trust** <br>5.000% due 09/26/2036 ~ | 654 | 504 |
| **Seasoned Credit Risk Transfer Trust** <br>5.000% due 06/25/2065 ~ | 800 | 676 |
| **STARM Mortgage Loan Trust** <br>6.341% due 01/25/2037 ~ | 22 | 12 |
| **Structured Adjustable Rate Mortgage Loan Trust**  |  |  |
| 3.981% due 04/25/2036 ~  | 139 | 71 |
| 4.219% due 01/25/2036 ~  | 165 | 87 |
| 4.243% due 09/25/2036 ~  | 106 | 71 |
| 4.305% due 09/25/2035 ~  | 28 | 19 |
| 5.259% due 05/25/2035 •(i)  | 576 | 458 |
| **Structured Asset Mortgage Investments II Trust**  |  |  |
| 4.253% due 02/25/2036 •(i)  | 121 | 101 |
| 4.353% due 02/25/2036 •  | 76 | 65 |
| **WaMu Mortgage Pass-Through Certificates Trust**  |  |  |
| 4.108% due 12/25/2036 ~(i)  | 144 | 134 |
| 4.647% due 07/25/2037 ~  | 37 | 34 |
| **Wells Fargo Commercial Mortgage Trust** <br>4.928% due 12/15/2039 ~(i) | 1065 | 958 |
| Total Non-Agency Mortgage-Backed Securities (Cost $10,163) |  | 8828 |
| **ASSET-BACKED SECURITIES 6.3%**  |  |  |
| **AUTOMOBILE ABS OTHER 0.6%**  |  |  |
| **FHF Trust** <br>7.050% due 01/15/2030 | 568 | 568 |
| **HOME EQUITY OTHER 0.2%**  |  |  |
| **Carrington Mortgage Loan Trust** <br>4.093% due 08/25/2036 •  | 19 | 19 |
| **Citigroup Mortgage Loan Trust, Inc.** <br>4.113% due 01/25/2037 •  | 112 | 37 |

---

------

<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Countrywide Asset-Backed Certificates** <br>4.893% due 09/25/2034 •  | 24 | 24 |
| **Morgan Stanley ABS Capital I, Inc. Trust** <br>3.853% due 05/25/2037 •  | 51 | 47 |
| **Soundview Home Loan Trust** <br>3.913% due 11/25/2036 •  | 144 | 38 |
| **Washington Mutual Asset-Backed Certificates Trust** <br>3.913% due 10/25/2036 •  | 72 | 25 |
|  |  | 190 |
| **MANUFACTURING HOUSE SEQUENTIAL 0.1%**  |  |  |
| **BCMSC Trust** <br>7.830% due 06/15/2030 ~ | 1421 | 79 |
| **Conseco Finance Securitizations Corp.** <br>7.960% due 05/01/2031 | 364 | 63 |
|  |  | 142 |
| **WHOLE LOAN COLLATERAL 0.6%**  |  |  |
| **Bear Stearns Asset-Backed Securities I Trust** <br>11.030% due 03/25/2036 •(i) | 1610 | 408 |
| **Bear Stearns Asset-Backed Securities Trust** <br>6.500% due 08/25/2036 | 517 | 149 |
| **Lehman XS Trust** <br>4.208% due 05/25/2037 þ | 12 | 11 |
|  |  | 568 |
| **OTHER ABS 4.8%**  |  |  |
| **Adagio VI CLO DAC** <br>0.000% due 04/30/2031 ~ | 187 | 46 |
| **Avoca CLO XX DAC** <br>0.000% due 07/15/2032 ~ | 1000 | 645 |
| **Belle Haven ABS CDO Ltd.** <br>7.000% due 07/05/2046 •  | $34966 | 76 |
| **Carlyle Global Market Strategies CLO Ltd.** <br>0.000% due 04/17/2031 ~ | 1700 | 18 |
| **Carlyle Global Market Strategies Euro CLO DAC**  |  |  |
| 0.000% due 01/25/2032 ~  | 300 | 74 |
| 0.000% due 04/15/2038 ~  | 613 | 417 |
| **Carlyle U.S. CLO Ltd.** <br>0.000% due 10/15/2031 ~ | $600 | 10 |
| **Marlette Funding Trust** <br>0.000% due 07/16/2029 «(f) | 2 | 0 |
| **RCKT Trust** <br>7.830% due 11/27/2034 | 500 | 491 |
| **SMB Private Education Loan Trust**  |  |  |
| 0.000% due 09/18/2046 «(f)  | 1 | 238 |
| 0.000% due 10/15/2048 «(f)  | 2 | 357 |
| 0.000% due 02/16/2055 «(f)  | 0 | 173 |
| **South Coast Funding VII Ltd.** <br>0.454% due 01/06/2041 •  | 11457 | 2150 |
|  |  | 4695 |
| Total Asset-Backed Securities (Cost $19,558) |  | 6163 |
| **SOVEREIGN ISSUES 13.1%**  |  |  |
| **Angola Government International Bonds**  |  |  |
| 9.375% due 03/31/2033  | 200 | 198 |
| 9.875% due 03/31/2037  | 200 | 198 |
| **Argentina Bonar Bonds** <br>0.750% due 07/09/2030 þ(i) | 369 | 300 |
| **Argentina Republic Government International Bonds**  |  |  |
| 1.000% due 07/09/2029  | 68 | 60 |
| 3.500% due 07/09/2041 þ  | 205 | 138 |
| 5.000% due 01/09/2038 þ(i)  | 1597 | 1207 |
| **Avenir Issuer IV Ireland DAC** <br>6.000% due 10/25/2027 | 255 | 247 |
| **Colombia Government International Bonds**  |  |  |
| 1.000% due 03/26/2031  | 20300 | 4 |
| 3.750% due 09/19/2028  | 500 | 567 |
| 5.000% due 09/19/2032  | 400 | 437 |
| 5.375% due 01/21/2029  | $1000 | 992 |
| 5.625% due 02/19/2036  | 500 | 530 |
| **Colombia TES**  |  |  |
| 1.000% due 08/22/2029  | 39500 | 10 |
| 9.250% due 05/28/2042  | 25000 | 5 |
| 11.500% due 07/25/2046  | 63800 | 15 |
| 11.750% due 01/24/2035  | 8106800 | 2010 |
| 12.750% due 11/28/2040  | 174200 | 46 |
| **Costa Rica Government International Bonds** <br>6.001% due 01/16/2036 | 750 | 893 |
| **Dominican Republic International Bonds** <br>10.500% due 03/15/2037 (i) | 57800 | 992 |

---

------

<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **Egypt Government Bonds** <br>19.698% due 10/14/2030 | 91500 | 1648 |
| **Hellenic Republic Government Bonds**  |  |  |
| 2.000% due 04/22/2027  | 73 | 84 |
| 3.900% due 01/30/2033  | 162 | 193 |
| 4.000% due 01/30/2037  | 127 | 148 |
| 4.200% due 01/30/2042  | 159 | 183 |
| **Republic of Kenya Government International Bonds**  |  |  |
| 7.875% due 02/26/2034  | $200 | 182 |
| 8.700% due 02/26/2039  | 200 | 182 |
| **Romania Government International Bonds** <br>5.875% due 07/11/2032 | 300 | 352 |
| **Russia Foreign Bonds - Eurobond** <br>5.625% due 04/04/2042 | $200 | 140 |
| **Turkiye Government Bonds**  |  |  |
| 39.740% (BISTREFI) due 05/17/2028 ~  | 4400 | 99 |
| 40.299% (BISTREFI) due 09/06/2028 ~  | 24200 | 542 |
| **Venezuela Government International Bonds**  |  |  |
| 6.000% due 12/09/2049 ^(c)  | $50 | 19 |
| 9.250% due 09/15/2027 ^(c)  | 262 | 126 |
| 9.250% due 05/07/2028 ^(c)  | 100 | 46 |
| Total Sovereign Issues (Cost $12,836) |  | 12793 |
|  | SHARES |  |
| **COMMON STOCKS 8.8%**  |  |  |
| **COMMUNICATION SERVICES 1.1%**  |  |  |
| **Clear Channel Outdoor Holdings, Inc. (d)** | 97913 | 232 |
| **iHeartMedia, Inc. Class A (d)** | 22927 | 67 |
| **iHeartMedia, Inc. Class B «(d)** | 17837 | 46 |
| **SES SA «(d)** | 34354 | 515 |
| **Uniti Group, Inc. (d)** | 19694 | 185 |
|  |  | 1045 |
| **CONSUMER DISCRETIONARY 0.0%**  |  |  |
| **Steinhoff International Holdings NV «(d)(h)** | 4155239 | 0 |
| **FINANCIALS 1.7%**  |  |  |
| **Banca Monte dei Paschi di Siena SpA** | 123500 | 1077 |
| **Windstream Services LLC (d)** | 62982 | 591 |
| **XBP Global Holdings, Inc. (d)** | 131 | 1 |
|  |  | 1669 |
| **HEALTH CARE 3.2%**  |  |  |
| **AmSurg Corp. «(d)(h)** | 71417 | 3141 |
| **INDUSTRIALS 2.8%**  |  |  |
| **Drillco Holdings Luxembourg SA «(h)** | 5770 | 133 |
| **Foresea Holdings SA «** | 13432 | 309 |
| **Incora New Equity «(d)(h)** | 49990 | 1893 |
| **Luxco Co. Ltd. «(d)(h)** | 9156 | 169 |
| **Sierra Hamilton Holder LLC «(d)(h)** | 100456 | 0 |
| **Westmoreland Mining Holdings «(d)(h)** | 13114 | 8 |
| **Westmoreland Mining LLC «(d)(h)** | 41325 | 176 |
|  |  | 2688 |
| **REAL ESTATE 0.0%**  |  |  |
| **MNSN Holdings, Inc. «(d)(h)** | 508 | 31 |
| Total Common Stocks (Cost $8,653) |  | 8574 |
| **WARRANTS 0.1%**  |  |  |
| **COMMUNICATION SERVICES 0.1%**  |  |  |
| **Windstream Holdings II LLC - Exp. 08/01/2035** | 12269 | 115 |
| Total Warrants (Cost $75) |  | 115 |
| **PREFERRED SECURITIES 3.9%**  |  |  |
| **BANKING & FINANCE 3.3%**  |  |  |
| **ADLER Group SA** « | 173624 | 0 |
| **AGFC Capital Trust I**<br>5.684% (US0003M + 1.750%) due 01/15/2067 ~(i) | 1000000 | 626 |
| **OCP CLO Ltd.**<br>0.000% due 04/26/2036 ~ | 2501 | 966 |

---

------

<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | |
|:---|:---|:---|
| **WAFC Voussoir** « | 1167912 | 1168 |
| **Windstream Holdings II LLC**<br>11.000% « | 402 | 427 |
|  |  | 3187 |
| **INDUSTRIALS 0.6%**  |  |  |
| **SVB Financial Trust**  |  |  |
| 0.000% due 11/07/2032 (f) | 440 | 0 |
| 11.000% due 11/07/2032 | 579 | 274 |
| **Syniverse Holdings, Inc.**<br>12.500% «(h) | 443134 | 373 |
|  |  | 647 |
| Total Preferred Securities (Cost $4,369) |  | 3834 |
|  | PRINCIPAL<br>AMOUNT<br>(000s) |  |
| **SHORT-TERM INSTRUMENTS 8.7%**  |  |  |
| **EGYPT TREASURY BILLS 0.1%**  |  |  |
| 24.205% due 08/04/2026 - 10/20/2026 (e)(f) | 3000 | 49 |
| **NIGERIA TREASURY BILLS 2.3%**  |  |  |
| 20.606% due 01/14/2027 - 01/28/2027 (e)(f) | 3549400 | 2230 |
| **U.S. TREASURY BILLS 6.3%**  |  |  |
| 3.678% due 05/05/2026 - 07/21/2026 (e)(f)(l) | $6174 | 6119 |
| Total Short-Term Instruments (Cost $8,362) |  | 8399 |
| Total Investments in Securities (Cost $172,397) |  | 150700 |
|  | SHARES |  |
| **INVESTMENTS IN AFFILIATES 8.6%**  |  |  |
| **SHORT-TERM INSTRUMENTS 8.6%**  |  |  |
| **CENTRAL FUNDS USED FOR CASH MANAGEMENT PURPOSES 8.6%**  |  |  |
| **PIMCO Short-Term Floating NAV Portfolio III** | 858774 | 8364 |
| Total Short-Term Instruments (Cost $8,356) |  | 8364 |
| Total Investments in Affiliates (Cost $8,356) |  | 8364 |
| Total Investments 163.1% (Cost $180,753) |  | $159064 |
| **Financial Derivative Instruments (j)(k) 1.2**%(Cost or Premiums, net $(433)) |  | 1209 |
| Other Assets and Liabilities, net (64.3)% |  | (62758) |
| Net Assets 100.0% |  | $97515 |

---

------

<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  | **NOTES TO SCHEDULE OF INVESTMENTS:**  |
| **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** | **\* A zero balance may reflect actual amounts rounding to less than one thousand.** |
| **¤** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** | **The geographical classification of foreign (non-U.S.) securities in this report, if any, are classified by the country of incorporation of a holding. In certain instances, a security's country of incorporation may be different from its country of economic exposure.** |
| **^** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** | **Security is in default.** |
| **«** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** | **Security valued using significant unobservable inputs (Level 3).** |
| **µ** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** | **All or a portion of this amount represents unfunded loan commitments. The interest rate for the unfunded portion will be determined at the time of funding.** |
| **~** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** | **Variable or Floating rate security. Rate shown is the rate in effect as of period end. Certain variable rate securities are not based on a published reference rate and spread, rather are determined by the issuer or agent and are based on current market conditions. Reference rate is as of reset date, which may vary by security. These securities may not indicate a reference rate and/or spread in their description.** |
| **•** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** | **Rate shown is the rate in effect as of period end. The rate may be based on a fixed rate, a capped rate or a floor rate and may convert to a variable or floating rate in the future. These securities do not indicate a reference rate and spread in their description.** |
| **þ** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** | **Coupon represents a rate which changes periodically based on a predetermined schedule or event. Rate shown is the rate in effect as of period end.** |
| **(a)** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** | **Security is an Interest Only ("IO") or IO Strip.** |
| **(b)** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** | **Payment in-kind security.** |
| **(c)** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** | **Security is not accruing income as of the date of this report.** |
| **(d)** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** | **Security did not produce income within the last twelve months.** |
| **(e)** | **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.** |
| **(f)** | **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.** |
| **(g)** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** | **Perpetual maturity; date shown, if applicable, represents next contractual call date.** |
| **(h)** | **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 | $2984 | 2984 | $3141 | 3141 | 3.22 |
| Drillco Holdings Luxembourg SA | Drillco Holdings Luxembourg SA | Drillco Holdings Luxembourg SA | 06/08/2023 | 06/08/2023 | 116 | 116 | 133 | 133 | 0.14 |
| Incora New Equity | Incora New Equity | Incora New Equity | 01/31/2025 | 01/31/2025 | 2428 | 2428 | 1893 | 1893 | 1.94 |
| Incora Top Holdco LLC6.000% due 01/30/2033 | Incora Top Holdco LLC6.000% due 01/30/2033 | Incora Top Holdco LLC6.000% due 01/30/2033 | 01/31/2025 - 01/31/2026 | 01/31/2025 - 01/31/2026 | 1139 | 1139 | 1724 | 1724 | 1.77 |
| Luxco Co. Ltd. | Luxco Co. Ltd. | Luxco Co. Ltd. | 10/01/2025 | 10/01/2025 | 161 | 161 | 169 | 169 | 0.17 |
| MNSN Holdings, Inc. | MNSN Holdings, Inc. | MNSN Holdings, Inc. | 03/16/2023 - 03/29/2023 | 03/16/2023 - 03/29/2023 | 6 | 6 | 31 | 31 | 0.03 |
| Sierra Hamilton Holder LLC | Sierra Hamilton Holder LLC | Sierra Hamilton Holder LLC | 07/31/2017 | 07/31/2017 | 25 | 25 | 0 | 0 | 0.00 |
| Steinhoff International Holdings NV | Steinhoff International Holdings NV | Steinhoff International Holdings NV | 06/30/2023 - 10/30/2023 | 06/30/2023 - 10/30/2023 | 0 | 0 | 0 | 0 | 0.00 |
| Syniverse Holdings, Inc. | Syniverse Holdings, Inc. | Syniverse Holdings, Inc. | 05/12/2022 - 11/30/2025 | 05/12/2022 - 11/30/2025 | 437 | 437 | 373 | 373 | 0.38 |
| Westmoreland Mining Holdings | Westmoreland Mining Holdings | Westmoreland Mining Holdings | 12/08/2014 - 08/05/2016 | 12/08/2014 - 08/05/2016 | 367 | 367 | 8 | 8 | 0.01 |
| Westmoreland Mining LLC | Westmoreland Mining LLC | Westmoreland Mining LLC | 06/30/2023 - 02/03/2025 | 06/30/2023 - 02/03/2025 | 172 | 172 | 176 | 176 | 0.18 |
|  |  |  |  |  | $7835 | 7835 | $7648 | 7648 | 7.84%  |
| **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 | 4.830%  | 01/27/2026 | 07/23/2026 | 07/23/2026 | $(224) | (224) | $(226) | (226) |
|  |  | 5.170  | 01/22/2026 | 04/22/2026 | 04/22/2026 | (814) | (814) | (822) | (822) |
| BRC | BRC | 2.500  | 02/09/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (880) | (880) | (883) | (883) |
|  |  | 4.120  | 03/05/2026 | 04/06/2026 | 04/06/2026 | (1331) | (1331) | (1336) | (1336) |
| BYR | BYR | 4.180  | 12/05/2025 | 04/06/2026 | 04/06/2026 | (1671) | (1671) | (1688) | (1688) |
| CDC | CDC | 4.130  | 03/23/2026 | 07/21/2026 | 07/21/2026 | (3396) | (3396) | (3400) | (3400) |
|  |  | 4.140  | 03/03/2026 | 06/01/2026 | 06/01/2026 | (667) | (667) | (669) | (669) |
| CEW | CEW | 4.120  | 02/26/2026 | 05/27/2026 | 05/27/2026 | (1719) | (1719) | (1726) | (1726) |
| DBL | DBL | 3.900  | 12/12/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (540) | (540) | (546) | (546) |
|  |  | 4.100  | 03/06/2026 | 04/06/2026 | 04/06/2026 | (952) | (952) | (955) | (955) |
| GLM | GLM | 4.930  | 12/23/2025 | 09/23/2026 | 09/23/2026 | (1526) | (1526) | (1547) | (1547) |
| IND | IND | 4.310  | 02/09/2026 | 05/11/2026 | 05/11/2026 | (809) | (809) | (814) | (814) |
| JML | JML | 4.060  | 03/20/2026 | 05/01/2026 | 05/01/2026 | (249) | (249) | (249) | (249) |
|  |  | 4.100  | 03/20/2026 | 05/01/2026 | 05/01/2026 | (1024) | (1024) | (1025) | (1025) |
| SOG | SOG | 3.990  | 03/10/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (85) | (85) | (85) | (85) |
|  |  | 4.190  | 03/17/2026 | 04/07/2026 | 04/07/2026 | (226) | (226) | (227) | (227) |
|  |  | 4.190  | 03/17/2026 | 04/08/2026 | 04/08/2026 | (706) | (706) | (707) | (707) |
| TDM | TDM | 3.830  | 12/12/2025 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (1066) | (1066) | (1079) | (1079) |
|  |  | 3.900  | 02/13/2026 | TBD<sup>(2)</sup> | TBD<sup>(2)</sup> | (788) | (788) | (791) | (791) |
| UBS | UBS | 4.120  | 01/22/2026 | 04/22/2026 | 04/22/2026 | (281) | (281) | (283) | (283) |
|  |  | 4.170  | 01/22/2026 | 04/22/2026 | 04/22/2026 | (158) | (158) | (159) | (159) |

---

------

<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

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

---

| | | | | | | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  | 4.820  | 4.820  | 11/19/2025 | 11/19/2025 | 11/19/2025 | 11/19/2025 | 11/19/2025 | 05/19/2026 | 05/19/2026 | 05/19/2026 | 05/19/2026 |  | (195) | (195) | (195) | (195) |  | (198) | (198) | (198) |
| **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** | **Total Reverse Repurchase Agreements** |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | **$** | $**(19415)** | **(19415)** | **(19415)** |
| **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:** | **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 | Description | Description | Description | Description | Description | Coupon | Maturity<br>Date | Maturity<br>Date | Maturity<br>Date | Principal<br>Amount | Principal<br>Amount | Principal<br>Amount | Principal<br>Amount | Proceeds | Proceeds | Proceeds | Proceeds |  | Payable for<br>Short Sales |
| U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% | U.S. Government Agencies (0.7)% |
| &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  | &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% | 05/01/2056 | 05/01/2056 | 05/01/2056 | $ | 800 | 800 | 800 | $ | (641) | (641) | (641) | $ | $(644) |
| **Total Short Sales (0.7)%** | **Total Short Sales (0.7)%** | **Total Short Sales (0.7)%** | **Total Short Sales (0.7)%** | **Total Short Sales (0.7)%** | **Total Short Sales (0.7)%** | **Total Short Sales (0.7)%** | **Total Short Sales (0.7)%** | **Total Short Sales (0.7)%** | **Total Short Sales (0.7)%** | **Total Short Sales (0.7)%** | **Total Short Sales (0.7)%** |  |  |  |  |  |  |  |  | **$** | **(641)** | **(641)** | **(641)** | **$** | $**(644)** |
| **(i)** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $21,832 have been pledged as collateral under the terms of master agreements as of March 31, 2026.** |
| <sup>(1)</sup> | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. | The average amount of borrowings outstanding during the period ended March 31, 2026 was $(17227) at a weighted average interest rate of 4.480%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period. |
| <sup>(2)</sup> | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | Open maturity reverse repurchase agreement. | 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. |
| **(j)** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED** | **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** |
| **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** | **PURCHASED OPTIONS:** |
| **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** |
| Description | Description | Description | Description | Description | Description | Description | Strike<br>Price | Strike<br>Price | Strike<br>Price | Strike<br>Price | Expiration<br>Date | Expiration<br>Date | Expiration<br>Date | # of<br>Contracts | # of<br>Contracts | Notional Amount | Notional Amount | Notional Amount | Cost | Cost | Cost | Cost |  |  | Market<br>Value |
| Put - CME E-mini S&P 500 April 2026 Futures  | Put - CME E-mini S&P 500 April 2026 Futures  | Put - CME E-mini S&P 500 April 2026 Futures  | Put - CME E-mini S&P 500 April 2026 Futures  | Put - CME E-mini S&P 500 April 2026 Futures  | Put - CME E-mini S&P 500 April 2026 Futures  | Put - CME E-mini S&P 500 April 2026 Futures  | $6290.000 | 6290.000 | 6290.000 | 6290.000 | 04/17/2026 | 04/17/2026 | 04/17/2026 | 141 | 141 | 7 | 7 | 7 | 447 | 447 | 447 | 447 | $ | $ | 328 |
| **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **Total Purchased Options** | **$** | $**447** | **447** | **447** | **447** | **$** | **$** | **328** |
| **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** | **WRITTEN OPTIONS:** |
| **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** | **OPTIONS ON EXCHANGE-TRADED FUTURES CONTRACTS** |
| Description | Description | Description | Description | Description | Description | Description | Strike<br>Price | Strike<br>Price | Strike<br>Price | Strike<br>Price | Expiration<br>Date | Expiration<br>Date | Expiration<br>Date | # of<br>Contracts | # of<br>Contracts | Notional Amount | Notional Amount | Notional Amount | Premiums<br>(Received) | Premiums<br>(Received) | Premiums<br>(Received) | Premiums<br>(Received) |  |  | Market<br>Value |
| Call - CME E-mini S&P 500 April 2026 Futures  | Call - CME E-mini S&P 500 April 2026 Futures  | Call - CME E-mini S&P 500 April 2026 Futures  | Call - CME E-mini S&P 500 April 2026 Futures  | Call - CME E-mini S&P 500 April 2026 Futures  | Call - CME E-mini S&P 500 April 2026 Futures  | Call - CME E-mini S&P 500 April 2026 Futures  | $6625.000 | 6625.000 | 6625.000 | 6625.000 | 04/17/2026 | 04/17/2026 | 04/17/2026 | 141 | 141 | 7 | 7 | 7 | (1183) | (1183) | (1183) | (1183) | $ | $ | (651) |
| **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **Total Written Options** | **$** | $**(1183)** | **(1183)** | **(1183)** | **(1183)** | **$** | **$** | **(651)** |
| **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **FUTURES CONTRACTS:** | **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** | **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> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Description | 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) | Unrealized<br>Appreciation/<br>(Depreciation) |  | Asset | Asset | Asset |  |  | Liability |
| E-Mini S&P 500 Index June Futures  | E-Mini S&P 500 Index June Futures  | E-Mini S&P 500 Index June Futures  | E-Mini S&P 500 Index June Futures  | E-Mini S&P 500 Index June Futures  | 06/2026 | 06/2026 | 151 | 151 | $49609 | 49609 | 49609 | 49609 | 49609 | $(856) | (856) | (856) | (856) | (856) | $ | 1350 | 1350 | 1350 | $ | $ | 0 |
| U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | U.S. Treasury 10-Year Note June Futures  | 06/2026 | 06/2026 | 1 | 1 | 111 | 111 | 111 | 111 | 111 | (3) | (3) | (3) | (3) | (3) |  | 0 | 0 | 0 |  |  | 0 |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  | $(859) | (859) | (859) | (859) | (859) | $ | 1350 | 1350 | 1350 | $ | $ | 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** | **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> | <u>Variation Margin</u> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Description | Description | Description | 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) | Unrealized<br>Appreciation/<br>(Depreciation) |  | Asset | Asset | Asset |  |  | Liability |
| 3-Month SOFR Active Contract March Futures  | 3-Month SOFR Active Contract March Futures  | 3-Month SOFR Active Contract March Futures  | 3-Month SOFR Active Contract March Futures  | 3-Month SOFR Active Contract March Futures  | 06/2026 | 06/2026 | 1 | 1 | $(241) | (241) | (241) | (241) | (241) | $4 | 4 | 4 | 4 | 4 | $ | 0 | 0 | 0 | $ | $ | 0 |
| **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | **Total Futures Contracts** | $**(855)** | **(855)** | **(855)** | **(855)** | **(855)** | **$** | **1350** | **1350** | **1350** | **$** | **$** | **0** |
| **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:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** | **SWAP AGREEMENTS:** |
| **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **INTEREST RATE SWAPS** | **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> | <u>Variation Margin</u> | <u>Variation Margin</u> |
| Pay/<br>Receive<br>Floating Rate | Pay/<br>Receive<br>Floating Rate | Floating Rate Index | Fixed Rate | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Notional<br>Amount | Notional<br>Amount |  | Premiums<br>Paid/<br>(Received) | Premiums<br>Paid/<br>(Received) |  |  | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Market<br>Value | Market<br>Value | Market<br>Value | Market<br>Value | Asset | Asset | Asset | Asset | Liability |
| Pay | Pay | 1-Day GBP-SONIO Compounded-OIS | 3.500% | Annual | 03/18/2031 | 03/18/2031 | 1300 | 1300 | $ | $(6) | (6) | $ | $ | (49) | (49) | (49) | $(55) | (55) | (55) | (55) | $4 | 4 | 4 | 4 | $0 |
| Receive | Receive | 1-Day GBP-SONIO Compounded-OIS | 0.750 | Annual | 09/21/2052 | 09/21/2052 | 600 | 600 |  | 123 | 123 |  |  | 374 | 374 | 374 | 497 | 497 | 497 | 497 | 0 | 0 | 0 | 0 | (1) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 4.250 | Annual | 06/15/2027 | 06/15/2027 | 26000 | 26000 |  | (151) | (151) |  |  | 353 | 353 | 353 | 202 | 202 | 202 | 202 | 8 | 8 | 8 | 8 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1.500 | Semi-Annual | 12/15/2028 | 12/15/2028 | 1250 | 1250 |  | (12) | (12) |  |  | 84 | 84 | 84 | 72 | 72 | 72 | 72 | 0 | 0 | 0 | 0 | (1) |

---

------

<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

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| | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Annual | Annual | 06/15/2029 |  | 340 |  | (37) |  | 12 |  | (25) | 0 | 0 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 06/20/2029 |  | 1200 |  | (23) |  | 20 |  | (3) | 0 | 0 | (1) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Semi-Annual | Semi-Annual | 01/15/2030 |  | 600 |  | (5) |  | 52 |  | 47 | 0 | 0 | (1) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.000 | Semi-Annual | Semi-Annual | 02/12/2030 |  | 4400 |  | (56) |  | 362 |  | 306 | 0 | 0 | (4) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 2.000 | Semi-Annual | Semi-Annual | 03/10/2030 |  | 500 |  | 0 |  | 35 |  | 35 | 0 | 0 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.250 | Annual | Annual | 06/18/2030 |  | 8300 |  | (76) |  | (89) |  | (165) | 8 | 8 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.000 | Semi-Annual | Semi-Annual | 12/16/2030 |  | 400 |  | (12) |  | 61 |  | 49 | 0 | 0 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.500 | Annual | Annual | 03/18/2031 |  | 28850 |  | 127 |  | (285) |  | (158) | 30 | 30 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 0.750 | Semi-Annual | Semi-Annual | 06/16/2031 |  | 2229 |  | (174) |  | (158) |  | (332) | 2 | 2 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Annual | Annual | 06/15/2032 |  | 220 |  | (9) |  | (19) |  | (28) | 0 | 0 | 0 |
| Pay | Pay | 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 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/17/2032 |  | 10 |  | 0 |  | 0 |  | 0 | 0 | 0 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 03/18/2033 |  | 60 |  | (1) |  | 1 |  | 0 | 0 | 0 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.000 | Annual | Annual | 06/21/2033 |  | 40 |  | 0 |  | (2) |  | (2) | 0 | 0 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.500 | Annual | Annual | 12/20/2033 |  | 2900 |  | 93 |  | (41) |  | 52 | 0 | 0 | (3) |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.500 | Annual | Annual | 12/20/2033 |  | 1500 |  | 21 |  | (49) |  | (28) | 2 | 2 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 06/20/2034 |  | 2450 |  | (73) |  | 61 |  | (12) | 3 | 3 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/17/2035 |  | 1180 |  | (19) |  | 29 |  | 10 | 0 | 0 | (1) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.750 | Annual | Annual | 12/17/2045 |  | 730 |  | 15 |  | 26 |  | 41 | 1 | 1 | 0 |
| Pay | Pay | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 3.000 | Semi-Annual | Semi-Annual | 12/19/2048 |  | 1900 |  | (5) |  | (393) |  | (398) | 0 | 0 | (4) |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.500 | Annual | Annual | 06/15/2052 |  | 5400 |  | 468 |  | 1951 |  | 2419 | 16 | 16 | 0 |
| Receive | Receive | 1-Day USD-SOFR Compounded-OIS | 1-Day USD-SOFR Compounded-OIS | 1.750 | Annual | Annual | 06/15/2052 |  | 6000 |  | 713 |  | 1723 |  | 2436 | 18 | 18 | 0 |
| Pay | Pay | 1-Year BRL-CDI | 1-Year BRL-CDI | 11.250 | Maturity | Maturity | 01/04/2027 | BRL | 300 |  | 0 |  | (4) |  | (4) | 0 | 0 | 0 |
| Pay | Pay | 1-Year BRL-CDI | 1-Year BRL-CDI | 11.275 | Maturity | Maturity | 01/04/2027 |  | 100 |  | 0 |  | (1) |  | (1) | 0 | 0 | 0 |
| Pay | Pay | 1-Year BRL-CDI | 1-Year BRL-CDI | 11.290 | Maturity | Maturity | 01/04/2027 |  | 100 |  | 0 |  | (1) |  | (1) | 0 | 0 | 0 |
| Pay | Pay | 1-Year BRL-CDI | 1-Year BRL-CDI | 11.731 | Maturity | Maturity | 01/04/2027 |  | 100 |  | 0 |  | (1) |  | (1) | 0 | 0 | 0 |
| Pay | Pay | 1-Year BRL-CDI | 1-Year BRL-CDI | 11.746 | Maturity | Maturity | 01/04/2027 |  | 300 |  | 0 |  | (3) |  | (3) | 0 | 0 | 0 |
| Pay | Pay | 1-Year BRL-CDI | 1-Year BRL-CDI | 11.901 | Maturity | Maturity | 01/04/2027 |  | 800 |  | 0 |  | (8) |  | (8) | 0 | 0 | 0 |
| Pay | Pay | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.650 | Annual | Annual | 02/26/2029 | EUR | 6100 |  | 6 |  | (438) |  | (432) | 14 | 14 | 0 |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.150 | Annual | Annual | 03/18/2030 |  | 1300 |  | (18) |  | 187 |  | 169 | 0 | 0 | (4) |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.150 | Annual | Annual | 06/17/2030 |  | 3000 |  | (132) |  | 521 |  | 389 | 0 | 0 | (10) |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.250 | Annual | Annual | 09/21/2032 |  | 800 |  | 72 |  | 73 |  | 145 | 0 | 0 | (4) |
| Receive | Receive | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 1.250 | Annual | Annual | 08/19/2049 |  | 2700 |  | 11 |  | 975 |  | 986 | 0 | 0 | (21) |
| Pay | Pay | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.250 | Annual | Annual | 03/18/2050 |  | 400 |  | 48 |  | (277) |  | (229) | 3 | 3 | 0 |
| Pay | Pay | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.500 | Annual | Annual | 06/17/2050 |  | 1000 |  | 171 |  | (700) |  | (529) | 6 | 6 | 0 |
| Receive<sup>(1)</sup> | Receive<sup>(1)</sup> | 6-Month EUR-EURIBOR | 6-Month EUR-EURIBOR | 0.830 | Annual | Annual | 12/09/2052 |  | 1600 |  | 11 |  | 187 |  | 198 | 2 | 2 | 0 |
| Pay | Pay | CAONREPO | CAONREPO | 3.500 | Semi-Annual | Semi-Annual | 06/19/2034 | CAD | 1000 |  | 35 |  | (12) |  | 23 | 2 | 2 | 0 |
| Receive | Receive | CAONREPO | CAONREPO | 3.500 | Semi-Annual | Semi-Annual | 06/20/2044 |  | 600 |  | 7 |  | (6) |  | 1 | 1 | 1 | 0 |
| Pay | Pay | Worldline SA/France | Worldline SA/France | 5.000 | Quarterly | Quarterly | 12/20/2030 | EUR | 1700 |  | (284) |  | (70) |  | (354) | 0 | 0 | (25) |
| **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** | **$** | $**828** | **828** | $**4481** | **4481** | $**5309** | **5309** | $**120** | **120** | $**(80)** |
| **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** | **Cash of $2,916 has been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of March 31, 2026.** |
| <sup>(1)</sup> | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | This instrument has a forward starting effective date. | 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. |
| **(k)** | **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:** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  | <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 | Liability | Liability |
| &nbsp;&nbsp;&nbsp;&nbsp; AZD | &nbsp;&nbsp;&nbsp;&nbsp; AZD | &nbsp;&nbsp;&nbsp;&nbsp; AZD | 04/2026  | 04/2026  | 04/2026  | CAD | 57 | 57 | 57 | $ | $41 | 41 | 41 | 1 | 1 | 1 | $0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | &nbsp;&nbsp;&nbsp;&nbsp; BOA | 04/2026  | 04/2026  | 04/2026  | BRL | 563 | 563 | 563 |  | 108 | 108 | 108 | 0 | 0 | 0 | (1) | (1) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | DOP | 3498 | 3498 | 3498 |  | 56 | 56 | 56 | 0 | 0 | 0 | (1) | (1) |
|  |  |  | 04/2026  | 04/2026  | 04/2026  | $ | $108 | 108 | 108 | BRL | 564 | 564 | 564 | 1 | 1 | 1 | 0 | 0 |

---

------

<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  | 04/2026  | 04/2026  |  |  | 187 | EUR | 161 | 161 | 0 | 0 | 0 | (1) | (1) | (1) |
|  |  | 05/2026  | 05/2026  | DOP | DOP | 195 | $ | 3 | 3 | 0 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BPS | &nbsp;&nbsp;&nbsp;&nbsp; BPS | 05/2026  | 05/2026  | JPY | JPY | 132400 |  | 832 | 832 | 0 | 0 | 0 | (4) | (4) | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp; BRC | &nbsp;&nbsp;&nbsp;&nbsp; BRC | 04/2026  | 04/2026  | HKD | HKD | 348 |  | 45 | 45 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  | 04/2026  | 04/2026  | TRY | TRY | 28047 |  | 609 | 609 | 0 | 0 | 0 | (10) | (10) | (10) |
|  |  | 04/2026  | 04/2026  | $ | $ | 1392 | TRY | 62613 | 62613 | 6 | 6 | 6 | 0 | 0 | 0 |
|  |  | 05/2026  | 05/2026  | TRY | TRY | 4709 | $ | 101 | 101 | 0 | 0 | 0 | (1) | (1) | (1) |
|  |  | 05/2026  | 05/2026  | $ | $ | 18 | TRY | 833 | 833 | 0 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; BSH | &nbsp;&nbsp;&nbsp;&nbsp; BSH | 04/2026  | 04/2026  | JPY | JPY | 41879 | $ | 262 | 262 | 0 | 0 | 0 | (2) | (2) | (2) |
|  |  | 04/2026  | 04/2026  | $ | $ | 1086 | GBP | 816 | 816 | 0 | 0 | 0 | (6) | (6) | (6) |
|  |  | 05/2026  | 05/2026  | GBP | GBP | 816 | $ | 1086 | 1086 | 6 | 6 | 6 | 0 | 0 | 0 |
|  |  | 05/2026  | 05/2026  | $ | $ | 262 | JPY | 41753 | 41753 | 2 | 2 | 2 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; CBK | &nbsp;&nbsp;&nbsp;&nbsp; CBK | 04/2026  | 04/2026  | EUR | EUR | 786 | $ | 910 | 910 | 2 | 2 | 2 | 0 | 0 | 0 |
|  |  | 04/2026  | 04/2026  | GBP | GBP | 85 |  | 113 | 113 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  | 04/2026  | 04/2026  | $ | $ | 293 | EUR | 252 | 252 | 0 | 0 | 0 | (2) | (2) | (2) |
|  |  | 04/2026  | 04/2026  |  |  | 1653 | GBP | 1246 | 1246 | 0 | 0 | 0 | (4) | (4) | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp; DUB | &nbsp;&nbsp;&nbsp;&nbsp; DUB | 04/2026  | 04/2026  | HKD | HKD | 1693 | $ | 216 | 216 | 0 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; FAR | &nbsp;&nbsp;&nbsp;&nbsp; FAR | 04/2026  | 04/2026  | GBP | GBP | 1962 |  | 2651 | 2651 | 55 | 55 | 55 | 0 | 0 | 0 |
|  |  | 04/2026  | 04/2026  | JPY | JPY | 52143 |  | 327 | 327 | 0 | 0 | 0 | (2) | (2) | (2) |
|  |  | 04/2026  | 04/2026  | $ | $ | 105 | JPY | 16335 | 16335 | 0 | 0 | 0 | (2) | (2) | (2) |
|  |  | 05/2026  | 05/2026  |  |  | 327 |  | 51985 | 51985 | 2 | 2 | 2 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; GLM | &nbsp;&nbsp;&nbsp;&nbsp; GLM | 04/2026  | 04/2026  | BRL | BRL | 1132 | $ | 213 | 213 | 0 | 0 | 0 | (5) | (5) | (5) |
|  |  | 04/2026  | 04/2026  | $ | $ | 324 | BRL | 1701 | 1701 | 4 | 4 | 4 | 0 | 0 | 0 |
|  |  | 05/2026  | 05/2026  | DOP | DOP | 15496 | $ | 240 | 240 | 0 | 0 | 0 | (15) | (15) | (15) |
|  |  | 06/2026  | 06/2026  |  |  | 2025 |  | 33 | 33 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  | 06/2026  | 06/2026  | $ | $ | 213 | BRL | 1147 | 1147 | 6 | 6 | 6 | 0 | 0 | 0 |
|  |  | 07/2026  | 07/2026  | DOP | DOP | 1351 | $ | 22 | 22 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  | 08/2026  | 08/2026  |  |  | 14858 |  | 239 | 239 | 0 | 0 | 0 | (2) | (2) | (2) |
|  |  | 09/2026  | 09/2026  |  |  | 17870 |  | 297 | 297 | 8 | 8 | 8 | (1) | (1) | (1) |
| &nbsp;&nbsp;&nbsp;&nbsp; IND | &nbsp;&nbsp;&nbsp;&nbsp; IND | 04/2026  | 04/2026  | EUR | EUR | 13770 |  | 16260 | 16260 | 343 | 343 | 343 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; JPM | &nbsp;&nbsp;&nbsp;&nbsp; JPM | 04/2026  | 04/2026  | HKD | HKD | 1975 |  | 253 | 253 | 1 | 1 | 1 | 0 | 0 | 0 |
|  |  | 04/2026  | 04/2026  | $ | $ | 244 | EUR | 208 | 208 | 0 | 0 | 0 | (4) | (4) | (4) |
| &nbsp;&nbsp;&nbsp;&nbsp; MBC | &nbsp;&nbsp;&nbsp;&nbsp; MBC | 04/2026  | 04/2026  | EUR | EUR | 124 | $ | 142 | 142 | 0 | 0 | 0 | (1) | (1) | (1) |
|  |  | 04/2026  | 04/2026  | GBP | GBP | 15 |  | 20 | 20 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  | 04/2026  | 04/2026  | JPY | JPY | 23238 |  | 145 | 145 | 0 | 0 | 0 | (1) | (1) | (1) |
|  |  | 04/2026  | 04/2026  | $ | $ | 1263 | EUR | 1091 | 1091 | 0 | 0 | 0 | (2) | (2) | (2) |
|  |  | 04/2026  | 04/2026  |  |  | 114 | JPY | 17685 | 17685 | 0 | 0 | 0 | (2) | (2) | (2) |
|  |  | 05/2026  | 05/2026  | EUR | EUR | 85 | $ | 98 | 98 | 0 | 0 | 0 | (1) | (1) | (1) |
|  |  | 05/2026  | 05/2026  | $ | $ | 145 | JPY | 23168 | 23168 | 1 | 1 | 1 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; NGF | &nbsp;&nbsp;&nbsp;&nbsp; NGF | 04/2026  | 04/2026  |  |  | 151 | TRY | 6943 | 6943 | 0 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SCX | &nbsp;&nbsp;&nbsp;&nbsp; SCX | 04/2026  | 04/2026  |  |  | 41 | CAD | 57 | 57 | 0 | 0 | 0 | 0 | 0 | 0 |
|  |  | 04/2026  | 04/2026  |  |  | 82 | JPY | 12846 | 12846 | 0 | 0 | 0 | (1) | (1) | (1) |
|  |  | 05/2026  | 05/2026  | CAD | CAD | 57 | $ | 41 | 41 | 0 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SOG | &nbsp;&nbsp;&nbsp;&nbsp; SOG | 04/2026  | 04/2026  | EUR | EUR | 306 |  | 362 | 362 | 8 | 8 | 8 | 0 | 0 | 0 |
|  |  | 04/2026  | 04/2026  | $ | $ | 15318 | EUR | 13274 | 13274 | 25 | 25 | 25 | 0 | 0 | 0 |
|  |  | 04/2026  | 04/2026  |  |  | 455 | JPY | 70856 | 70856 | 0 | 0 | 0 | (9) | (9) | (9) |
|  |  | 05/2026  | 05/2026  | EUR | EUR | 13274 | $ | 15342 | 15342 | 0 | 0 | 0 | (24) | (24) | (24) |
|  |  | 06/2026  | 06/2026  | EGP | EGP | 225 |  | 4 | 4 | 0 | 0 | 0 | 0 | 0 | 0 |
| &nbsp;&nbsp;&nbsp;&nbsp; SSB | &nbsp;&nbsp;&nbsp;&nbsp; SSB | 08/2026  | 08/2026  | COP | COP | 8238565 |  | 2160 | 2160 | 0 | 0 | 0 | (15) | (15) | (15) |
| **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** | $**471** | **471** | **471** | $**(119)** | **(119)** | **(119)** |
| **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 ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON ASSET-BACKED SECURITIES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> |
| Counterparty | Reference Obligation | Reference Obligation | Reference Obligation | Reference Obligation | Fixed <br>Receive Rate | Maturity<br>Date | Maturity<br>Date | Maturity<br>Date | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/(Received) | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Asset | Liability |
| BOA | Long Beach Mortgage Loan Trust 6.584% due 07/25/2033  | Long Beach Mortgage Loan Trust 6.584% due 07/25/2033  | Long Beach Mortgage Loan Trust 6.584% due 07/25/2033  | Long Beach Mortgage Loan Trust 6.584% due 07/25/2033  | 6.250% | 07/25/2033 | 07/25/2033 | 07/25/2033 | 67 | 0 | 0 | $0 | 0 | 0 | $0 |
| **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> | <u>Swap Agreements, at Value</u><sup>(4)</sup> |
| Counterparty | Reference Entity | Reference Entity | Fixed <br>Receive Rate | Fixed <br>Receive Rate | Payment<br>Frequency | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Implied<br>Credit Spread at<br>March 31, 2026<sup>(2)</sup> | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/(Received) |  | Unrealized<br>Appreciation/<br>(Depreciation) | Asset |  | Liability |
| CBK | Petroleos Mexicanos  | Petroleos Mexicanos  | 1.000% | 1.000% | Quarterly | 2.033% | 2.033% | 2.033% | $200 | (2) | $ | 1 | 0 | $ | (1) |
| DUB | Eskom « | Eskom « | 4.650 | 4.650 | Quarterly | —◆ | —◆ | —◆ | 400 | 0 |  | 17 | 17 |  | 0 |
| GST | Soft Bank Group,Inc.  | Soft Bank Group,Inc.  | 1.000 | 1.000 | Quarterly | 1.662 | 1.662 | 1.662 | 500 | (4) |  | 3 | 0 |  | (1) |
| MYC | Petroleos Mexicanos  | Petroleos Mexicanos  | 1.000 | 1.000 | Quarterly | 2.711 | 2.711 | 2.711 | 100 | (20) |  | 16 | 0 |  | (4) |
|  |  |  |  |  |  |  |  |  |  | (26) | $ | 37 | 17 | $ | (6) |
| **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> | **CREDIT DEFAULT SWAPS ON CREDIT INDEXES - SELL PROTECTION**<sup>(1)</sup> |
|  |  |  |  |  |  |  |  |  |  |  |  |  | <u>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 | Index/Tranches | Index/Tranches | Index/Tranches | Index/Tranches | Fixed <br>Receive Rate | Maturity<br>Date | Maturity<br>Date | Maturity<br>Date | Notional<br>Amount<sup>(3)</sup> | Premiums<br>Paid/(Received) |  | Unrealized<br>Appreciation/<br>(Depreciation) | Asset |  | Liability |
| GST | ABX.HE.AA.6-1 Index « | ABX.HE.AA.6-1 Index « | ABX.HE.AA.6-1 Index « | ABX.HE.AA.6-1 Index « | 0.320% | 07/25/2045 | 07/25/2045 | 07/25/2045 | 581 | (116) | $ | 67 | 0 | $ | (49) |

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<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

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| | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | ABX.HE.PENAAA.7-1 Index « | ABX.HE.PENAAA.7-1 Index « | ABX.HE.PENAAA.7-1 Index « | ABX.HE.PENAAA.7-1 Index « | 0.090 | Monthly | Monthly | 08/25/2037 | 08/25/2037 |  | 356 | (383) | 378 | 378 | 0 | (5) |
|  |  |  |  |  |  |  |  |  |  |  |  | $(499) | $445 | 445 | $0 | $(54) |
| **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** | **TOTAL RETURN SWAPS ON INDEXES** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | <u>Swap Agreements, at Value</u> | <u>Swap Agreements, at Value</u> |
| &nbsp;&nbsp; Counterparty | &nbsp;&nbsp; Counterparty | Underlying<br>Reference | # of Units | &nbsp;&nbsp; Financing Rate | &nbsp;&nbsp; Financing Rate | &nbsp;&nbsp; Financing Rate | Payment<br>Frequency | Payment<br>Frequency | Maturity<br>Date | Maturity<br>Date | Notional<br>Amount | Premiums<br>Paid/(Received) | Unrealized<br>Appreciation/<br>(Depreciation) | Unrealized<br>Appreciation/<br>(Depreciation) | Asset | Liability |
| &nbsp;&nbsp; JPM | &nbsp;&nbsp; JPM | NDDUEAFE Index  | 98 | &nbsp;&nbsp; 3.925% (SOFR plus a specified spread) | &nbsp;&nbsp; 3.925% (SOFR plus a specified spread) | &nbsp;&nbsp; 3.925% (SOFR plus a specified spread) | Monthly | Monthly | 07/08/2026 | 07/08/2026 | $1026 | $0 | $(4) | (4) | $0 | $(4) |
| &nbsp;&nbsp; MYI | &nbsp;&nbsp; MYI | NDDUEAFE Index  | 4549 | &nbsp;&nbsp; 3.800% (SOFR plus a specified spread) | &nbsp;&nbsp; 3.800% (SOFR plus a specified spread) | &nbsp;&nbsp; 3.800% (SOFR plus a specified spread) | Monthly | Monthly | 07/15/2026 | 07/15/2026 | 47643 | 0 | (163) | (163) | 0 | (163) |
|  |  |  |  |  |  |  |  |  |  |  |  | $0 | $(167) | (167) | $0 | $(167) |
| **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** | $**(525)** | $**315** | **315** | $**17** | $**(227)** |
| **(l)** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** | **Securities with an aggregate market value of $5,986 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of March 31, 2026.** |
| <sup>◆</sup> | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. | Implied credit spread is not available due to significant unobservable inputs being used in the fair valuation. |
| <sup>(1)</sup> | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. | If the Fund is a seller of protection and a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash, securities or other deliverable obligations equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| <sup>(2)</sup> | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. | Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap agreements on corporate issues as of period end serve as indicators of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include upfront payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement. |
| <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. |
| <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. |
| <sup>(5)</sup> | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. | Receive represents that the Fund receives payments for any positive net return on the underlying reference. The Fund makes payments for any negative net return on such underlying reference. Pay represents that the Fund receives payments for any negative net return on the underlying reference. The Fund makes payments for any positive net return on such underlying reference. |
| **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 March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: | **The following is a summary of the fair valuations according to the inputs used as of March 31, 2026 in valuing the Fund's assets and liabilities**: |  |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Category and Subcategory | Level 1 | Level 1 | Level 1 | Level 1 | Level 2 | Level 2 | Level 3 | Level 3 | Fair Value<br>at 03/31/2026 | Fair Value<br>at 03/31/2026 |  |

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<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **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 | $0 | 0 | $18364 | 18364 | $8399 | 8399 | $ | 26763 |  |
| 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 | 0 | 0 | 4874 | 4874 | 0 | 0 |  | 4874 |  |
| Industrials | Industrials | Industrials | Industrials | 0 | 0 | 19137 | 19137 | 3362 | 3362 |  | 22499 |  |
| Utilities | Utilities | Utilities | Utilities | 0 | 0 | 2684 | 2684 | 20 | 20 |  | 2704 |  |
| 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 | 0 | 0 | 15 | 15 | 0 | 0 |  | 15 |  |
| Industrials | Industrials | Industrials | Industrials | 0 | 0 | 804 | 804 | 0 | 0 |  | 804 |  |
| 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 |  |
| West Virginia | West Virginia | West Virginia | West Virginia | 0 | 0 | 818 | 818 | 0 | 0 |  | 818 |  |
| U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | U.S. Government Agencies | 0 | 0 | 43364 | 43364 | 0 | 0 |  | 43364 |  |
| U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | U.S. Treasury Obligations | 0 | 0 | 154 | 154 | 0 | 0 |  | 154 |  |
| Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | Non-Agency Mortgage-Backed Securities | 0 | 0 | 8828 | 8828 | 0 | 0 |  | 8828 |  |
| 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 |  |
| Automobile ABS Other | Automobile ABS Other | Automobile ABS Other | Automobile ABS Other | 0 | 0 | 568 | 568 | 0 | 0 |  | 568 |  |
| Home Equity Other | Home Equity Other | Home Equity Other | Home Equity Other | 0 | 0 | 190 | 190 | 0 | 0 |  | 190 |  |
| Manufacturing House Sequential | Manufacturing House Sequential | Manufacturing House Sequential | Manufacturing House Sequential | 0 | 0 | 142 | 142 | 0 | 0 |  | 142 |  |
| Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | Whole Loan Collateral | 0 | 0 | 568 | 568 | 0 | 0 |  | 568 |  |
| Other ABS | Other ABS | Other ABS | Other ABS | 0 | 0 | 3927 | 3927 | 768 | 768 |  | 4695 |  |
| Sovereign Issues | Sovereign Issues | Sovereign Issues | Sovereign Issues | 0 | 0 | 12793 | 12793 | 0 | 0 |  | 12793 |  |
| 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 | 484 | 484 | 0 | 0 | 561 | 561 |  | 1045 |  |
| Financials | Financials | Financials | Financials | 1 | 1 | 1668 | 1668 | 0 | 0 |  | 1669 |  |
| Health Care | Health Care | Health Care | Health Care | 0 | 0 | 0 | 0 | 3141 | 3141 |  | 3141 |  |
| Industrials | Industrials | Industrials | Industrials | 0 | 0 | 0 | 0 | 2688 | 2688 |  | 2688 |  |
| Real Estate | Real Estate | Real Estate | Real Estate | 0 | 0 | 0 | 0 | 31 | 31 |  | 31 |  |
| Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants | Warrants |  |
| Communication Services | Communication Services | Communication Services | Communication Services | 0 | 0 | 115 | 115 | 0 | 0 |  | 115 |  |
| 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 | 0 | 0 | 1592 | 1592 | 1595 | 1595 |  | 3187 |  |
| Industrials | Industrials | Industrials | Industrials | 0 | 0 | 274 | 274 | 373 | 373 |  | 647 |  |
| 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 |  |
| Egypt Treasury Bills | Egypt Treasury Bills | Egypt Treasury Bills | Egypt Treasury Bills | 0 | 0 | 49 | 49 | 0 | 0 |  | 49 |  |
| Nigeria Treasury Bills | Nigeria Treasury Bills | Nigeria Treasury Bills | Nigeria Treasury Bills | 0 | 0 | 2230 | 2230 | 0 | 0 |  | 2230 |  |
| U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | U.S. Treasury Bills | 0 | 0 | 6119 | 6119 | 0 | 0 |  | 6119 |  |
|  |  |  |  | $485 | 485 | $129277 | 129277 | $20938 | 20938 | $ | 150700 |  |
| **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 |  |
| 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 | $8364 | 8364 | $0 | 0 | $0 | 0 | $ | 8364 |  |
| Total Investments | Total Investments | Total Investments | Total Investments | $8849 | 8849 | $129277 | 129277 | $20938 | 20938 | $ | 159064 |  |
| **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 | $0 | 0 | $(644) | (644) | $0 | 0 | $ | (644) |  |
| **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 | 1678 | 1678 | 120 | 120 | 0 | 0 |  | 1798 |  |
| Over the counter | Over the counter | Over the counter | Over the counter | 0 | 0 | 471 | 471 | 17 | 17 |  | 488 |  |
|  |  |  |  | $1678 | 1678 | $591 | 591 | $17 | 17 | $ | 2286 |  |
| **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 | (651) | (651) | (80) | (80) | 0 | 0 |  | (731) |  |
| Over the counter | Over the counter | Over the counter | Over the counter | 0 | 0 | (292) | (292) | (54) | (54) |  | (346) |  |
|  |  |  |  | $(651) | (651) | $(372) | (372) | $(54) | (54) | $ | (1077)) |  |
| Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | Total Financial Derivative Instruments | $1027 | 1027 | $219 | 219 | $(37) | (37) | $ | 1209 |  |
| Totals | Totals | Totals | Totals | $9876 | 9876 | $128852 | 128852 | $20901 | 20901 | $ | 159629 |  |
| **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** | **The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended March 31, 2026:** |
| Category and Subcategory | Beginning<br>Balance<br>at 06/30/2025 | Net<br>Purchases<sup>(1)</sup> | Net<br>Sales/Settlements<sup>(1)</sup> | Accrued<br>Discounts/<br>(Premiums) | Realized<br>Gain/(Loss) | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<sup>(2)</sup> | Transfers into<br>Level 3 | Transfers into<br>Level 3 | Transfers out<br>of Level 3 | Transfers out<br>of Level 3 | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(2)</sup> | Net Change in<br>Unrealized<br>Appreciation/<br>(Depreciation)<br>on Investments<br>Held at<br>03/31/2026<sup>(2)</sup> |
| **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** | **Investments in Securities, at Value** |
| Loan Participations and Assignments | $6852 | $1429 | $(1824) | 21 | $4 | 42 | $1875 | 1875 | $0 | 0 | 8399 | $58 |
| Corporate Bonds & Notes |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance | 7 | (3) | (13) | 0 | 1 | 12 | 0 | 0 | (4) | (4) | 0 | 0 |
| Industrials | 3151 | 215 | (251) | 6 | 0 | 241 | 0 | 0 | 0 | 0 | 3362 | 171 |
| Utilities | 0 | 17 | 0 | 0 | 0 | 3 | 0 | 0 | 0 | 0 | 20 | 3 |
| Asset-Backed Securities |  |  |  |  |  |  |  |  |  |  |  |  |
| Other ABS | 822 | 0 | (2) | 0 | (1630) | 1578 | 0 | 0 | 0 | 0 | 768 | (55) |
| Common Stocks |  |  |  |  |  |  |  |  |  |  |  |  |

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<br> Schedule of Investments PIMCO Global StocksPLUS<sup>®</sup> & Income Fund (Cont.) March 31, 2026 (Unaudited)

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| | | | | | | | | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Communication Services | Communication Services | 1058 |  | 0 |  |  |  |  | (928) | 0 | 525 |  |  | (94) | 0 | 0 |  | 561 |  | 533 |
| Financials | Financials | 1187 |  | 0 |  |  |  |  | (1216) | 0 | (1189) |  |  | 1218 | 0 | 0 |  | 0 |  | 0 |
| Health Care | Health Care | 3224 |  | 0 |  |  |  |  | 0 | 0 | 0 |  |  | (83) | 0 | 0 |  | 3141 |  | (83) |
| Industrials | Industrials | 2187 |  | 479 |  |  |  |  | (319) | 0 | 2 |  |  | 339 | 0 | 0 |  | 2688 |  | 339 |
| Real Estate | Real Estate | 0 |  | 0 |  |  |  |  | 0 | 0 | 0 |  |  | 31 | 0 | 0 |  | 31 |  | 31 |
| Warrants | Warrants |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Communication Services | Communication Services | 205 |  | 0 |  |  |  |  | (185) | 0 | 49 |  |  | (69) | 0 | 0 |  | 0 |  | 0 |
| Financials | Financials | 0 |  | 0 |  |  |  |  | (2) | 0 | (761) |  |  | 763 | 0 | 0 |  | 0 |  | 0 |
| Preferred Securities | Preferred Securities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Banking & Finance | Banking & Finance | 0 |  | 1569 |  |  |  |  | 0 | 0 | 0 |  |  | 26 | 0 | 0 |  | 1595 |  | 26 |
| Industrials | Industrials | 395 |  | 26 |  |  |  |  | 0 | 0 | 0 |  |  | (48) | 0 | 0 |  | 373 |  | (48) |
|  |  | $19088 | $ | 3732 | $ | $ | $ | $ | $(4740) | $27 | $(2999) | $ | $ | $3959 | $(4) | (4) | $ | 20938 | $ | 975 |
| **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** |
| Over the counter | Over the counter | $24 | $ | 0 | $ | $ | $ | $ | $0 | $0 | $0 | $ | $ | $(7) | $0 | 0 | $ | 17 | $ | (7) |
| **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** | **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** |
| Over the counter | Over the counter | $(53) | $ | 104 | $ | $ | $ | $ | $(78) | $0 | $30 | $ | $ | $(57) | $0 | 0 | $ | (54) | $ | (2) |
| Totals | Totals | $19059 | $ | 3836 | $ | $ | $ | $ | $(4818) | $27 | $(2969) | $ | $ | $3895 | $(4) | (4) | $ | 20901 | $ | 966 |
| <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** | <br>**The following is a summary of significant unobservable inputs used in the fair valuations of assets and liabilities categorized within Level 3 of the fair value hierarchy:** |
|  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) | (% Unless Noted Otherwise) |
| Category and Subcategory | Category and Subcategory | Category and Subcategory | Ending<br>Balance<br>at 03/31/2026 | Ending<br>Balance<br>at 03/31/2026 | Ending<br>Balance<br>at 03/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valuation Technique | &nbsp;&nbsp;&nbsp;&nbsp;&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** | **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 | $ | 2358 | 2358 | 2358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.360 | 16.360 | 16.360 |  |  |
|  |  |  |  | 3316 | 3316 | 3316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 6.312 - 9.260 | 6.312 - 9.260 | 6.312 - 9.260 | 8.025 | 8.025 |
|  |  |  |  | 673 | 673 | 673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 101.250 | 101.250 | 101.250 |  |  |
|  |  |  |  | 2052 | 2052 | 2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Third Party Vendor | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | 43.500 - 92.625 | 43.500 - 92.625 | 43.500 - 92.625 | 88.636 | 88.636 |
| 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 | Corporate Bonds & Notes | Corporate Bonds & Notes |
| Industrials | Industrials | Industrials |  | 3362 | 3362 | 3362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | - | - | - |  |  |
| Utilities | Utilities | Utilities |  | 20 | 20 | 20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&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 | 12.000 | 12.000 | 12.000 |  |  |
| 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 | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities | Asset-Backed Securities |
| Other ABS | Other ABS | Other ABS |  | 768 | 768 | 768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&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 | 12.000 - 14.500 | 12.000 - 14.500 | 12.000 - 14.500 | 13.813 | 13.813 |
| Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks | Common Stocks |
| Communication Services | Communication Services | Communication Services |  | 515 | 515 | 515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | $15.000 | 15.000 | 15.000 |  |  |
|  |  |  |  | 46 | 46 | 46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reference Instrument | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Discount | &nbsp;&nbsp;&nbsp;&nbsp; Liquidity Discount | 12.000 | 12.000 | 12.000 |  |  |
| Health Care | Health Care | Health Care |  | 3141 | 3141 | 3141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple | 16.360 | 16.360 | 16.360 |  |  |
|  |  |  |  | 1893 | 1893 | 1893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comparable Companies / Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; EBITDA Multiple/Discount Rate | - | - | - |  |  |
| Industrials | Industrials | Industrials |  | 625 | 625 | 625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | $0.594 - 23.000 | 0.594 - 23.000 | 0.594 - 23.000 |  |  |
|  |  |  |  | 169 | 169 | 169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&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 | 16.000 | 16.000 | 16.000 |  |  |
| Real Estate | Real Estate | Real Estate |  | 31 | 31 | 31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Valuation Techniques<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |  |  |  |  |  |
| Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities | Preferred Securities |
| Banking & Finance | Banking & Finance | Banking & Finance |  | 428 | 428 | 428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 11.900 | 11.900 | 11.900 |  |  |
|  |  |  |  | 1168 | 1168 | 1168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent transaction | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recent transaction | &nbsp;&nbsp;&nbsp;&nbsp;&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 | $- | - | - |  |  |
| Industrials | Industrials | Industrials |  | 373 | 373 | 373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discounted Cash Flow | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | &nbsp;&nbsp;&nbsp;&nbsp; Discount Rate | 19.155 | 19.155 | 19.155 |  |  |
| **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** | **Financial Derivative Instruments** **- Assets** |
| Over the counter | Over the counter | Over the counter |  | 17 | 17 | 17 | 17 | 17 | &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 | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote |  | - | - | - |  |
| **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** | **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** |
| Over the counter | Over the counter | Over the counter | Over the counter | (54) | (54) | (54) | (54) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Indicative Market Quotation | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote | &nbsp;&nbsp;&nbsp;&nbsp; Broker Quote |  |  |  |  |  |
| Total | Total | Total | Total | $20901 | 20901 | 20901 | 20901 | 20901 |  |  |  |  |  |  |  |  |  |  |  |  |
| <sup>(1)</sup> | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. | Net Purchases and Settlements for Financial Derivative Instruments may include payments made or received upon entering into swap agreements to compensate for differences between the stated terms of the swap agreement and prevailing market conditions. |
| <sup>(2)</sup> | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. | Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at March 31, 2026 may be due to an investment no longer held or categorized as Level 3 at period end. |
| <sup>(3)</sup> | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. | Includes valuation techniques not defined in the Notes to Financial Statements as securities valued using such techniques are not considered significant to the Fund. |

---

------

Notes to Financial Statements

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

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

**(a) Investment Valuation Policies** The 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 thanETFs), the Fund's NAV will be calculated based on the NAVs of such investments.

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.

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). Transfers from Level 3 to Level 2 are a result of the availability of current and reliable market-based data provided by Pricing Sources or other valuation techniques which utilize significant observable inputs. 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

------

Notes to Financial Statements(Cont.)

observed from actively quoted markets such as the overnight index swap rate, LIBOR forward rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.

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

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.

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

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

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

**2. FEDERAL INCOME TAX MATTERS**

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

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

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

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

**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 endedMarch 31, 2026 (amounts in thousands<sup>†</sup>):

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

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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>03/31/2026** | **Dividend<br>Income**<sup>(1)</sup> | **Realized Net<br>Capital<br>Gain<br>Distributions**<sup>(1)</sup> |
| $10174 | $81990 | $(83800) | $0 | $0 | $8364 | $289 | $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 | **DBL** | Deutsche Bank AG London | **MYC** | Morgan Stanley Bank, N.A. |
| **BOA** | Bank of America N.A. | **DUB** | Deutsche Bank AG | **MYI** | Morgan Stanley & Co. International PLC |
| **BPS** | BNP Paribas S.A. | **FAR** | Wells Fargo Bank National Association | **NGF** | Nomura Global Financial Products, Inc. |
| **BRC** | Barclays Bank PLC | **GLM** | Goldman Sachs Bank USA | **SCX** | Standard Chartered Bank, London |
| **BSH** | Banco Santander S.A. - New York Branch | **GST** | Goldman Sachs International | **SOG** | Societe Generale Paris |
| **BYR** | The Bank of Nova Scotia - Toronto | **IND** | Crédit Agricole Corporate and Investment Bank <br> S.A. | **SSB** | State Street Bank and Trust Co. |
| **CBK** | Citibank N.A. | **JML** | JP Morgan Securities Plc | **TDM** | TD Securities (USA) LLC |
| **CDC** | Natixis Securities Americas LLC | **JPM** | JP Morgan Chase Bank N.A. | **UBS** | UBS Securities LLC |
| **CEW** | Canadian Imperial Bank of Commerce World Markets | **MBC** | HSBC Bank Plc |  |  |
| **Currency Abbreviations:** | **Currency Abbreviations:** |  |  |  |  |
| **BRL** | Brazilian Real | **EGP** | Egyptian Pound | **JPY** | Japanese Yen |
| **CAD** | Canadian Dollar | **EUR** | Euro | **NGN** | Nigerian Naira |
| **COP** | Colombian Peso | **GBP** | British Pound | **TRY** | Turkish New Lira |
| **DOP** | Dominican Peso | **HKD** | Hong Kong Dollar | **USD (or $)** | United States Dollar |
| **Exchange Abbreviations:** | **Exchange Abbreviations:** |  |  |  |  |
| **CME** | Chicago Mercantile Exchange |  |  |  |  |
| **Index/Spread Abbreviations:** | **Index/Spread Abbreviations:** |  |  |  |  |
| **ABX.HE** | Asset-Backed Securities Index - Home Equity | **EUR006M** | 6 Month EUR Swap Rate | **SOFR** | Secured Overnight Financing Rate |
| **BISTREFI** | Turkish Lira Overnight Reference Rate | **FHMMUSTF** | Federated Hermes US Treasury Cash Reserves <br> Fund Yield | **SONIO** | Sterling Overnight Interbank Average Rate |
| **BNMMDTSC** | Dreyfus Treasury Securites Cash Management Fund Yield | **JY0003M** | 3 Month JPY-LIBOR | **TSFR1M** | Term SOFR 1-Month |
| **BRMMUSDF** | BlackRock Money Market US Treasury Fund Index | **NDDUEAFE** | MSCI EAFE Index | **TSFR3M** | Term SOFR 3-Month |
| **CAONREPO** | Canadian Overnight Repo Rate Average | **PENAAA** | Penultimate AAA Sub-Index | **TSFR6M** | Term SOFR 6-Month |
| **CDOR06** | 6 month CDN Swap Rate | **S&P 500** | Standard & Poor's 500 Index | **US0003M** | ICE 3-Month USD LIBOR |
| **EUR003M** | 3 Month EUR Swap Rate |  |  |  |  |
| **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 |
| **BRL-CDI** | Brazil Interbank Deposit Rate | **EURIBOR** | Euro Interbank Offered Rate | **TBD** | To-Be-Determined |
| **CDO** | Collateralized Debt Obligation | **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 Global StocksPLUS & Income Fund

- **b. Investment Company Act file number:** 811-21734

- **c. CIK number of Registrant:** 0001318025

- **d. LEI of Registrant:** CW3W37V8QY7DVX87PQ66

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

  - **Street Address 1:** 1633 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $257435398.15

**Total Liabilities:** $159970966.15

**Net Assets:** $97464432.00

**Delayed Delivery Securities:** $481090.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 303.887900 | **1-Year:** 4833.528600 | **5-Year:** 14449.614400 | **10-Year:** 2445.910600 | **30-Year:** -513.799000

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

- **3-Month:** 5415.719100 | **1-Year:** 5140.059400 | **5-Year:** 8117.284200 | **10-Year:** 2272.891900 | **30-Year:** 381.711300

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.41%                | 1.95%                | -10.57%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $270231.19               | $91067.21                                  |
| Month 2  | $396302.91               | $-1048531.96                               |
| Month 3  | $-133106.65              | $-2434981.83                               |

**Designated Index Information**

- **Index Name:** MSCI World Net Total Return USD Index

- **Index Identifier:** NDDUWI

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CARLYLE GLOBAL MARKET STRATEGIES 2018-2A                    | CARLYLE GLOBAL MARKET STRATEGI CGMS 2018 2A SUB 144A       | CUSIP: 14317QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $9720.00      | 0.01%             | 2031-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-401.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                          | NEWFOLD DIGITAL HLDGS GRP INC. 2025 NEW MONEY TRANCHE A TL | CUSIP: 65131PAB5<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      21124 | PA      | $16054.42     | 0.02%             | 2029-04-30      | Floating      | 9.42%                 | No            |                  3 | 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        |    1200000 | PA      | $1234451.04   | 1.27%             | 2041-10-25      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| COREWEAVE COMPUTE ACQUISITION CO II LLC                     | COREWEAVE CMPTE ACQU CO II LLC 2024 DELAYED DRAW TERM LOAN | CUSIP: BA0004JK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     756926 | PA      | $780041.90    | 0.80%             | 2029-05-30      | Floating      | 9.70%                 | No            |                  3 | On Loan: No      |
| FORESEA HOLDING SA                                          | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5               | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     180107 | PA      | $176988.83    | 0.18%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $269.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-707.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | RFR USD SOFR/3.50000 12/20/23-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-27622.02    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SA RL                                    | TITANIUM 2L BONDCO SARL SR SECURED 01/31 6.25              | CUSIP: ACI2R0R44<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |     967100 | PA      | $181646.02    | 0.19%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2007-6                                      | LEHMAN XS TRUST LXS 2007 6 3A5                             | CUSIP: 52524PAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11811 | PA      | $11004.40     | 0.01%             | 2037-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD EGP BOUGHT USD 20260618                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $244.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                              | REPUBLIC OF COLOMBIA SR UNSECURED 09/32 5                  | CUSIP: ACI309N04<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     400000 | PA      | $436453.67    | 0.45%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260409                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-865.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                       | CLOVER HOLDINGS 2 LLC TERM LOAN B                          | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     469441 | PA      | $450662.89    | 0.46%             | 2031-12-09      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260723                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-34.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-3 DAC        | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 3A SUB 144A      | CUSIP: ACI18FBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     300000 | PA      | $73896.07     | 0.08%             | 2032-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO TORONTO DOMINIO                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1066078 | PA      | $-1078554.20  | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| STEENBOK LUX FINCO 2 SARL                                   | STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN PIK TERM LOAN A2    | CUSIP: 948FWKII5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    1979668 | PA      | $701333.04    | 0.72%             | 2028-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260521                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-5996.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | RFR USD SOFR/4.25000 03/20/24-3Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $201988.95    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                  | HELLENIC REPUBLIC SR UNSECURED 144A REGS 04/27 2           | CUSIP: ACI1LSSZ1<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      73000 | PA      | $84065.71     | 0.09%             | 2027-04-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                  | EQTYWM927 WESTMORELAND MINING                              | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      41325 | NS      | $175632.48    | 0.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STRUCTURED ADJ RATE MTG LN 2006-3                           | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 3 4A              | CUSIP: 863579Y69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     138537 | PA      | $70959.35     | 0.07%             | 2036-04-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR2                            | GSR MORTGAGE LOAN TRUST GSR 2005 AR2 1A2                   | CUSIP: 36242DH55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49340 | PA      | $43669.67     | 0.04%             | 2035-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                     | VALE SA SUBORDINATED 12/49 VAR                             | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |   20000000 | PA      | $1692133.94   | 1.74%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                              | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                      | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     368797 | PA      | $300411.61    | 0.31%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  3 | On Loan: No      |
| UNITI GROUP INC                                             | UNITI GROUP INC COMMON STOCK USD.0001                      | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      19694 | NS      | $184729.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS8                         | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS8 A2            | CUSIP: 75115AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77258 | PA      | $65130.92     | 0.07%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260521                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1123.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -952119 | PA      | $-954938.33   | -0.98%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                              | REPUBLIC OF COLOMBIA SR UNSECURED 01/29 5.375              | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $992000.00    | 1.02%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-9                     | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 9 2A2A            | CUSIP: 863579QX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     575851 | PA      | $457537.55    | 0.47%             | 2035-05-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| SANDERS RE III LTD                                          | SANDERS RE III LTD UNSECURED 144A 04/29 VAR                | CUSIP: 80000XAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $162500.00    | 0.17%             | 2029-04-09      | Floating      | 15.86%                | No            |                  2 | On Loan: No      |
| N/A                                                         | RFRF USD SF+26.161/2.00 8/12/23-7Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $306201.74    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QA1                         | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA1 A21           | CUSIP: 761118TB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280863 | PA      | $188354.94    | 0.19%             | 2036-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                               | PRIME HEALTHCARE SERVICE SR SECURED 144A 09/29 9.375       | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $415078.00    | 0.43%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HSI ASSET LOAN OBLIGATION 2007-AR1                          | HSI ASSET LOAN OBLIGATION HALO 2007 AR1 2A1                | CUSIP: 40431LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78537 | PA      | $45786.51     | 0.05%             | 2037-01-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST FUNDING 7A                                      | SOUTH COAST FUNDING SCF 7A A1AV 144A                       | CUSIP: 83743YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     377192 | PA      | $70772.85     | 0.07%             | 2041-01-06      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                    | DISH NETWORK CORP SR UNSECURED 08/26 3.375                 | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     600000 | PA      | $582900.00    | 0.60%             | 2026-08-15      | Fixed         | 3.38%                 | 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        |    8800000 | PA      | $817644.96    | 0.84%             | 2047-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO PARIBAS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -814398 | PA      | $-822468.00   | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE HOLDINGS 1                     | ALTICE FRAN LUX 3/HOLD 1 SR UNSECURED 144A 01/33 10        | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     346688 | PA      | $315481.89    | 0.32%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                          | TREASURY BILL 06/26 0.00000                                | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99312.47     | 0.10%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2007-AR11                     | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 AR11 1A1          | CUSIP: 45669FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     227148 | PA      | $206396.64    | 0.21%             | 2037-06-25      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| VOUSSOIR RE LTD                                             | WAFC VOUSSOIR WAFC VOUSSOIR                                | CUSIP: 957IQY903<br>LEI: 549300XW5WDY1508DB60 | Long             | EP               | CORP              | US        |    1167912 | NS      | $1167912.00   | 1.20%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                         | ZCS BRL 11.715 03/24/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-3199.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1620.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA18                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA18 A2          | CUSIP: 23244GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25886 | PA      | $17082.82     | 0.02%             | 2046-12-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS (1261229 BC LTD)                          | BAUSCH HEALTH COMPANIES INC 2025 TERM LOAN B               | CUSIP: C6903HAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     694252 | PA      | $671880.21    | 0.69%             | 2030-10-08      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5500000 | PA      | $5518242.68   | 5.66%             | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-4503.44     | -0.00%            |  |  |  | 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        |     123500 | NS      | $1077602.33   | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-2                          | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 2 1A             | CUSIP: 41161PJ38<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14791 | PA      | $3839.23      | 0.00%             | 2036-02-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | ZCS BRL 11.26 03/25/22-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-1433.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                       | INCORA NEW EQUITY                                          | CUSIP: 955PRF008<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49990 | NS      | $1893320.26   | 1.94%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                         | ZCS BRL 11.87 03/22/22-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-7544.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260827                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-544.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2016-11A                                        | OCP CLO LTD OCP 2016 11A PREF 144A                         | CUSIP: 67092H209<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2501 | PA      | $965592.11    | 0.99%             | 2036-04-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | RFR USD SOFR/3.75000 03/18/26-7Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-114.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-B                         | BANC OF AMERICA FUNDING CORPOR BAFC 2006 B 3A1             | CUSIP: 058928AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69117 | PA      | $67260.00     | 0.07%             | 2036-03-20      | Floating      | 2.37%                 | 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        |     794236 | PA      | $94696.48     | 0.10%             | 2050-05-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-54                                          | FANNIE MAE FNR 2007 54 NI                                  | CUSIP: 31396WFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36684 | PA      | $2795.56      | 0.00%             | 2037-06-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD CAD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $191.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-903.87      | -0.00%            |  |  |  | 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      | $-25111.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-6201.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $343359.16    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $47478.63     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD HKD BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $488.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                          | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                    | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     419170 | PA      | $420830.28    | 0.43%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH (SPRUCE BIDCO II INC)                        | SPRUCE BIDCO II INC REVOLVER                               | CUSIP: BA000FL00<br>LEI: 254900ZDXA1N7X9RDU49 | Long             | LON              | CORP              | US        |      30550 | PA      | $30495.47     | 0.03%             | 2032-01-30      | Fixed         | 2.25%                 | No            |                  3 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC        | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7           | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $494061.50    | 0.51%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2007-FLX3                      | INDYMAC INDX MORTGAGE LOAN TRU INDX 2007 FLX3 A2           | CUSIP: 45670AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     356925 | PA      | $453274.13    | 0.47%             | 2037-06-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                    | UPFIELD B V 2026 GBP TERM LOAN B14                         | CUSIP: BA000W840<br>LEI: 2549002VGA888UKFKS25 | Long             | LON              | CORP              | NL        |     700000 | PA      | $887143.21    | 0.91%             | 2030-10-31      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                           | CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5              | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $629957.70    | 0.65%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2008-41                                          | FANNIE MAE FNR 2008 41 S                                   | CUSIP: 31397LLL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     383165 | PA      | $45747.39     | 0.05%             | 2036-11-25      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $148.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                    | SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN               | CUSIP: BA000KP70<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      41420 | PA      | $42111.83     | 0.04%             | 2029-04-25      | Floating      | 7.35%                 | No            |                  3 | On Loan: No      |
| TURKEY GOVT                                                 | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                    | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   24200000 | PA      | $542391.92    | 0.56%             | 2028-09-06      | Fixed         | 39.28%                | No            |                  2 | On Loan: No      |
| BOMBARDIER CAPITAL MTGE SEC BCM 2000 A                      | BOMBARDIER CAPITAL MORTGAGE SE BCM 2000 A A3               | CUSIP: 09774XBP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1421439 | PA      | $79439.52     | 0.08%             | 2030-06-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                | CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/28 8           | CUSIP: ACI0Z2W07<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |      25466 | PA      | $15305.85     | 0.02%             | 2028-12-31      | Fixed         | 8.00%                 | 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      | $-4254.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                               | EGYPT GOVERNMENT BOND BONDS 10/30 19.698                   | CUSIP: ACI350557<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   91500000 | PA      | $1648224.92   | 1.69%             | 2030-10-14      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                      | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                     | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |    2023895 | PA      | $1874632.89   | 1.92%             | 2027-05-13      | Floating      | 10.70%                | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     296000 | PA      | $320212.62    | 0.33%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | WORLDLINE SNR SE ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |          1 | NC      | $-354011.25   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                  | HELLENIC REPUBLIC BONDS REGS 01/42 4.2                     | CUSIP: ACI0Z3HC6<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     158677 | PA      | $183441.69    | 0.19%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F020653<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -800000 | PA      | $-644218.74   | -0.66%            | 2056-05-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-8918.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190000 | PA      | $187408.59    | 0.19%             | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1      | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 XA1 144A      | CUSIP: 35563CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5200098 | PA      | $310464.56    | 0.32%             | 2055-11-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-391.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONG POINT RE IV LTD                                        | LONG POINT RE IV LTD UNSECURED 144A 06/26 VAR              | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     500000 | PA      | $501300.00    | 0.51%             | 2026-06-01      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS EUR 0.25000 03/18/20-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-228791.66   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                           | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6         | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     200000 | PA      | $68820.00     | 0.07%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                        | GNMA II POOL MB0207 G2 02/55 FIXED 6.5                     | CUSIP: 3618N5GR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56552 | PA      | $58809.42     | 0.06%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CORESTATE CAPITAL HOLDING SA                                | CORESTATE CAPITAL HOLD SR UNSECURED REGS 12/28 8           | CUSIP: ACI11QWM1<br>LEI: 529900GNB86RB7HRX793 | Long             | DBT              | CORP              | LU        |     152793 | PA      | $91835.10     | 0.09%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-4                                           | FANNIE MAE FNR 2007 4 SL                                   | CUSIP: 31396PMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73584 | PA      | $8549.81      | 0.01%             | 2037-02-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1650000 | PA      | $1553784.71   | 1.59%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                          | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE A TERM LOAN    | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     139706 | PA      | $102982.97    | 0.11%             | 2029-04-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                | YI4360503 NIGERIA OMO BILL                                 | CUSIP: 990ACHTR0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 1166000000 | PA      | $732848.96    | 0.75%             | 2027-01-21      | None          | 0.00%                 | 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        |     364278 | PA      | $62661.20     | 0.06%             | 2031-05-01      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260414                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-416.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | PEMEX SNR LA SP CBK                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-1406.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $269.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-220.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD HKD BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $285.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                        | GNMA II TBA 30 YR 5 JUMBOS                                 | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $98846.64     | 0.10%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | 3 MONTH SOFR FUT  MAR26 XCME 20260616                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -1 | NC      | $3835.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-865.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTEGRITY RE LTD                                            | INTEGRITY RE LTD SR UNSECURED 144A 06/26 VAR               | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     100000 | PA      | $103850.00    | 0.11%             | 2026-06-08      | Floating      | 26.31%                | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-2                            | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 2 A15            | CUSIP: 05950GAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        494 | PA      | $439.16       | 0.00%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-3721.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | S+P EMINI 3RD WK  APR26C 6625 EXP 04/17/2026               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -141 | NC      | $-650362.50   | -0.67%            |  |  |  | No            |                  1 | On Loan: No      |
| COLOMBIAN GOVT                                              | TITULOS DE TESORERIA BONDS 05/42 9.25                      | CUSIP: ACI22YPY3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   25000000 | PA      | $5108.13      | 0.01%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)                   | AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR           | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $626250.00    | 0.64%             | 2067-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                             | IHEARTMEDIA INC   CLASS B COMMON STOCK                     | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17837 | NS      | $45833.96     | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| FANNIE MAE REMICS 2007-88                                   | FANNIE MAE FNR 2007 88 JI                                  | CUSIP: 31396XUR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     205897 | PA      | $23778.12     | 0.02%             | 2037-04-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-31                                   | FANNIE MAE FNR 2014 31 US                                  | CUSIP: 3136AKDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223820 | PA      | $147476.29    | 0.15%             | 2044-06-25      | Floating      | 1.03%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A1         | CUSIP: 02147RAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1966101 | PA      | $559270.89    | 0.57%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-2163.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC        | COGENT COMMS GRP / FIN COMPANY GUAR 144A 06/27 7           | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     225000 | PA      | $222716.84    | 0.23%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL     | ION PLAT FIN US/SARL SR SECURED 144A 05/29 8.75            | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $186205.05    | 0.19%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $8365.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                              | ADLER GROUP SA   VTG SHS COMMON STOCK                      | CUSIP: ACI2RMKR2<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | EP               | CORP              | LU        |     173624 | NS      | $0.20         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1634.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | RFR USD SOFR/3.50000 03/18/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-157523.51   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-633.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2004-1                       | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 1 1A             | CUSIP: 41161PCX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2147 | PA      | $2045.43      | 0.00%             | 2034-04-19      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS EUR 0.65000 02/26/19-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-431488.44   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO THE BANK OF NOVA REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1178785 | PA      | $-1196024.93  | -1.23%            |  |  |  | No            |                  2 | On Loan: No      |
| SABESP (NOVA SECURITISATION SARL)                           | NOVA SECURITISATION SARL SR SECURED 144A 02/36 6.5         | CUSIP: 66984FAB3<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $476252.60    | 0.49%             | 2036-02-03      | Fixed         | 6.50%                 | 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        |     377139 | PA      | $164055.32    | 0.17%             | 2029-03-15      | Fixed         | 7.92%                 | No            |                  3 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5200000 | PA      | $5292989.94   | 5.43%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                        | FNMA POOL FA1839 FN 03/45 FIXED VAR                        | CUSIP: 3140W2BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     327203 | PA      | $344303.28    | 0.35%             | 2045-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHEVY CHASE MTGE FUNDING CORP 2004-3A                       | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2004 3A A2 144A       | CUSIP: 16678RBV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18523 | PA      | $18258.24     | 0.02%             | 2035-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS EUR 1.25000 08/19/19-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $985682.26    | 1.01%             |  |  |  | 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        |    2000000 | PA      | $1983996.72   | 2.04%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INGENICO TERMINALS (POSEIDON BIDCO SAS)                     | POSEIDON BIDCO SASU 2023 EUR TERM LOAN B                   | CUSIP: 953RGXII1<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | GB        |     400000 | PA      | $138702.03    | 0.14%             | 2030-11-30      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-331736.06   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-25                              | COUNTRYWIDE HOME LOANS CWHL 2004 25 2A2                    | CUSIP: 12669GKG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37200 | PA      | $35312.49     | 0.04%             | 2035-02-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260417                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-621.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                          | TREASURY BILL 05/26 0.00000                                | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     123000 | PA      | $122580.03    | 0.13%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                        | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75          | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      10076 | PA      | $14546.22     | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                      | CS AT1 CLAIMS US225401AK46 CREDIT SUISSE GROUP AG          | CUSIP: 952NPK908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $70000.00     | 0.07%             | 2060-12-31      | None          | 0.00%                 | 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        |    1212578 | PA      | $588100.33    | 0.60%             | 2027-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                              | TITULOS DE TESORERIA BONDS 01/35 11.75                     | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 8106800000 | PA      | $2009967.37   | 2.06%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-18                    | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 18 1A1            | CUSIP: 863579WZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27753 | PA      | $18745.54     | 0.02%             | 2035-09-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260506                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $3.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                          | SPRUCE BIDCO II INC TERM LOAN                              | CUSIP: BA000FPP1<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |     134543 | PA      | $133453.16    | 0.14%             | 2032-01-30      | Fixed         | 8.45%                 | No            |                  3 | On Loan: No      |
| N/A                                                         | SOLD EUR BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-534.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | RFR USD SOFR/3.75000 06/20/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-3116.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                | YI4360438 NIGERIA OMO BILL                                 | CUSIP: 990ACHTT6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 1213400000 | PA      | $764965.92    | 0.78%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $307.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE SARL     | ION PLAT FIN US/SARL SR SECURED 144A 08/29 9               | CUSIP: 46206AAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $185633.52    | 0.19%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-3                               | COUNTRYWIDE HOME LOANS CWHL 2006 3 1A1                     | CUSIP: 126694YJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      82935 | PA      | $79072.47     | 0.08%             | 2036-03-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $231.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2714.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO WARBURG REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -194753 | PA      | $-198220.89   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-1                         | BANC OF AMERICA FUNDING CORPOR BAFC 2007 1 TA1B            | CUSIP: 05951FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      72873 | PA      | $67901.16     | 0.07%             | 2037-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD HKD BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $50.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                          | TREASURY BILL 06/26 0.00000                                | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5573000 | PA      | $5522961.43   | 5.67%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2004-QA6                         | RESIDENTIAL ACCREDIT LOANS, IN RALI 2004 QA6 NB4           | CUSIP: 76110HH85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      40165 | PA      | $36021.15     | 0.04%             | 2034-12-26      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2822.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREEK GOVT                                                  | HELLENIC REPUBLIC BONDS REGS 01/33 3.9                     | CUSIP: ACI0Z3H77<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     162316 | PA      | $192847.39    | 0.20%             | 2033-01-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-20CB                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 20CB A5          | CUSIP: 02147MAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     702200 | PA      | $121307.72    | 0.12%             | 2036-07-25      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-6CB                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 6CB 2A6          | CUSIP: 12668BSL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1156383 | PA      | $288673.46    | 0.30%             | 2036-05-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-AA6                          | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA6 2A1          | CUSIP: 32052MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112491 | PA      | $76065.70     | 0.08%             | 2036-11-25      | Floating      | 4.92%                 | 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      | $497375.76    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOVER HOLDINGS 2 LLC                                       | CLOVER HOLDINGS 2 LLC REVOLVER                             | CUSIP: 18914DAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     105704 | PA      | $97443.76     | 0.10%             | 2029-12-10      | Floating      | 0.24%                 | 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        |   57800000 | PA      | $992436.06    | 1.02%             | 2037-03-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260424                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-438.16      | -0.00%            |  |  |  | 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      | $2418675.57   | 2.48%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                          | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A           | CUSIP: 41161UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        867 | PA      | $827.05       | 0.00%             | 2036-08-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $640.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                | MPH ACQUISITION HOLDINGS LLC 2025 EXCHNG 1ST OUT TERM LOAN | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     748639 | PA      | $748451.84    | 0.77%             | 2030-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                | AMS OSRAM AG SR UNSECURED 144A 03/29 12.25                 | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    1200000 | PA      | $1277359.20   | 1.31%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| IBEX TOPCO BV                                               | STEINHOFF CVR                                              | CUSIP: 948ECV905<br>LEI: 636700OGDKP5DOQ3LT67 | Long             | EC               | CORP              | NL        |    4155239 | NS      | $4.81         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| PROMOTORA DE INFORMACIONES SA (PRISA)                       | PROMOTORA DE INFORMACIONES SA 2025 EUR TERM LOAN           | CUSIP: BA000KZY0<br>LEI: 959800U3NGPXSCQHQW54 | Long             | LON              | CORP              | ES        |    3392920 | PA      | $3941315.87   | 4.04%             | 2029-06-29      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                          | US TREASURY N/B 08/45 4.875                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      59000 | PA      | $58820.23     | 0.06%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -248969 | PA      | $-249306.29   | -0.26%            |  |  |  | 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      | $-27646.41    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY2                                 | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY2 1A1           | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     144443 | PA      | $133575.36    | 0.14%             | 2036-12-25      | Floating      | 4.11%                 | 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        |    1127000 | PA      | $1061230.09   | 1.09%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HYB1                            | COUNTRYWIDE HOME LOANS CWHL 2007 HYB1 1A1                  | CUSIP: 22239EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     171183 | PA      | $144589.89    | 0.15%             | 2037-03-25      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-SD3                      | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 SD3 A2 144A        | CUSIP: 126673FK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24266 | PA      | $23629.49     | 0.02%             | 2034-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-86CB                | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 86CB A5          | CUSIP: 12668BFE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10759 | PA      | $5862.26      | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                          | NEWFOLD DIGITAL HLDGS GR SECURED 144A 04/29 11.75          | CUSIP: 650929AD4<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |     229480 | PA      | $93570.58     | 0.10%             | 2029-04-30      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                | PERU LNG SRL SR UNSECURED REGS 03/30 5.375                 | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     666800 | PA      | $647717.72    | 0.66%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                              | DATABRICKS INC 2025 DELAYED DRAW TERM LOAN                 | CUSIP: 23803RAF8<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |      36245 | PA      | $36063.32     | 0.04%             | 2032-01-05      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD EUR BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-23714.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HESTIA RE LTD                                               | HESTIA RE LTD UNSECURED 144A 04/29 VAR                     | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |       7143 | PA      | $4000.00      | 0.00%             | 2029-04-22      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                        | GNMA II TBA 30 YR 6.5 JUMBOS                               | CUSIP: 21H062651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     300000 | PA      | $310913.80    | 0.32%             | 2054-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                               | EGYPT TREASURY BILL BILLS 08/26 0.00000                    | CUSIP: ACI3134R8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1500000 | PA      | $25306.90     | 0.03%             | 2026-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                | ECOPETROL SA SR UNSECURED 02/32 7.75                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    1750000 | PA      | $1768715.36   | 1.81%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                     | GSG BIDCO LTD SR SECURED 144A 06/36 5.375                  | CUSIP: ACI38RGS3<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |     180000 | PA      | $206623.72    | 0.21%             | 2036-06-15      | Fixed         | 5.38%                 | 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      | $51830.18     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHEVY CHASE MORTGAGE FUND CORP 2003-4A                      | CHEVY CHASE MORTGAGE FUNDING C CCMFC 2003 4A A1 144A       | CUSIP: 16678RAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        566 | PA      | $559.57       | 0.00%             | 2034-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| SOLERA LLC (POLARIS NEWCO LLC)                              | POLARIS NEWCO LLC EUR TERM LOAN B                          | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     830000 | PA      | $817049.66    | 0.84%             | 2028-06-02      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-418.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                               | EGYPT TREASURY BILL BILLS 10/26 0.00000                    | CUSIP: ACI3187G8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    1500000 | PA      | $24119.11     | 0.02%             | 2026-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $421.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS14                        | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QS14 2A1          | CUSIP: 761118JH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     254538 | PA      | $73589.55     | 0.08%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $375.44       | 0.00%             |  |  |  | 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      | $-2145.56     | -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        |    4400000 | PA      | $98666.22     | 0.10%             | 2028-05-17      | Floating      | 39.64%                | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-2A                                          | RCKT TRUST RCKTL 2025 2A E 144A                            | CUSIP: 74939HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $490848.70    | 0.50%             | 2034-11-27      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 5.75        | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     400000 | PA      | $306442.21    | 0.31%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3211                                            | FREDDIE MAC FHR 3211 SH                                    | CUSIP: 31397BA50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     221012 | PA      | $22255.49     | 0.02%             | 2036-09-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                            | WESTMORELAND MINING HOLDINGS L COMMON                      | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13114 | NS      | $7786.31      | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                         | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -705872 | PA      | $-707104.22   | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                          | ALTICE FRANCE SA 2025 TERM LOAN B12                        | CUSIP: BA000QFP8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     295932 | PA      | $295100.65    | 0.30%             | 2028-10-30      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                         | SVB FINL TR COMMON STOCK UNIT                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        579 | NS      | $273577.50    | 0.28%             |  |  |  | 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        |       5338 | PA      | $0.00         | 0.00%             | 2027-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1942.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNTRUST ADJR MRTG LN TR 2007-S1                            | SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 S1 1A            | CUSIP: 855541AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21966 | PA      | $12356.45     | 0.01%             | 2037-01-25      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                     | XBP GLOBAL HOLDINGS INC COMMON STOCK USD.0001              | CUSIP: 98400V200<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |        131 | NS      | $576.40       | 0.00%             |  |  |  | No            |                  1 | 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        |     756350 | PA      | $631552.25    | 0.65%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260917                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $8065.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD3         | BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD3 1A3          | CUSIP: 073888AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     517083 | PA      | $148599.56    | 0.15%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-513.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3218                                            | FREDDIE MAC FHR 3218 SA                                    | CUSIP: 31397BJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101880 | PA      | $9774.15      | 0.01%             | 2036-09-15      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A3          | CUSIP: 12667GLD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     303773 | PA      | $275812.19    | 0.28%             | 2035-07-25      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                    | VIRIDIEN SR SECURED 144A 10/30 10                          | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $212995.00    | 0.22%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                         | S+P500 EMINI FUT  JUN26 XCME 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        148 | NC      | $-856463.19   | -0.88%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                          | TREASURY BILL 07/26 0.00000                                | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     301000 | PA      | $297663.54    | 0.31%             | 2026-07-21      | None          | 0.00%                 | 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        |     800000 | PA      | $676339.52    | 0.69%             | 2065-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                 | REPUBLIC OF ANGOLA SR UNSECURED 03/33 9.375                | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $198106.02    | 0.20%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                          | FORESEA HOLDING SA SR SECURED REGS 06/30 7.5               | CUSIP: L26915AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |      59126 | PA      | $58102.36     | 0.06%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260414                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $188.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOCA CLO XX DAC 20A                                        | AVOCA CLO AVOCA 20A SUB 144A                               | CUSIP: ACI19ZJ22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $645554.60    | 0.66%             | 2032-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | RFR USD SOFR/3.25000 06/18/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-165357.76   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                           | U S RENAL CARE INC 2025 DELAYED DRAW TERM LOAN             | CUSIP: BA000SL28<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     148750 | PA      | $151543.84    | 0.16%             | 2030-09-25      | Floating      | 9.68%                 | No            |                  3 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                | FANNIE MAE   CAS CAS 2021 R01 1B1 144A                     | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     900000 | PA      | $908801.91    | 0.93%             | 2041-10-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-9                             | BEAR STEARNS ALT A TRUST BALTA 2005 9 24A1                 | CUSIP: 07386HYE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      45334 | PA      | $34247.96     | 0.04%             | 2035-11-25      | Floating      | 4.57%                 | 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      | $200566.60    | 0.21%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                             | NEW WINDSTREAM PREFERRED STOCK                             | CUSIP: 990AAJEB9<br>LEI: 549300V3NU625PJUVA84 | Long             | EP               | CORP              | US        |        402 | NS      | $427567.86    | 0.44%             |  |  |  | No            |                  3 | On Loan: No      |
| KENYA GOVT                                                  | REPUBLIC OF KENYA SR UNSECURED 144A 02/39 8.7              | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $181516.77    | 0.19%             | 2039-02-26      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                               | COREWEAVE INC COMPANY GUAR 144A 02/31 9                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190553.78    | 0.20%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $340.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE SA                                                   | ALTICE HOLDINGS 1 12/99 0                                  | CUSIP: 000000000<br>LEI: 549300LA7PKCH18B3S39 | Long             | EC               | CORP              | LU        |       1449 | NS      | $20097.92     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                        | FNMA POOL BM5807 FN 04/48 FIXED VAR                        | CUSIP: 3140JANZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     219862 | PA      | $204900.26    | 0.21%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260422                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-660.16      | -0.00%            |  |  |  | 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      | $22778.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | NDDUEAFE TRS EQUITY SOFR+27.5 JPM                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-121368.76   | -0.12%            |  |  |  | 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      | $-611.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                        | THAMES WATER SUPER SENIOR ISSU 10/27 9.75                  | CUSIP: ACI3915T9<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       3009 | PA      | $4385.18      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                          | DRILLCO HLDG LUX SA COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |        576 | NS      | $13248.00     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                         | NEW WINDSTREAM WARRANTS                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      12269 | NC      | $114960.53    | 0.12%             |  |  |  | No            |                  3 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120000 | PA      | $115631.93    | 0.12%             | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO GOLDMAN                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1525981 | PA      | $-1546669.64  | -1.59%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                              | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR               | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     204980 | PA      | $137541.58    | 0.14%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RBSSP RESECURITIZATION TRUST 2009-7                         | RBSSP RESECURITIZATION TRUST RBSSP 2009 7 9A3 144A         | CUSIP: 75524MBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     654219 | PA      | $504203.69    | 0.52%             | 2036-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                  | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL            | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       7106 | PA      | $5951.02      | 0.01%             | 2027-06-30      | Floating      | 6.78%                 | 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        |      97913 | NS      | $232053.81    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEK GOVT                                                  | HELLENIC REPUBLIC BONDS REGS 01/37 4                       | CUSIP: ACI0Z3HB8<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |     127210 | PA      | $148367.85    | 0.15%             | 2037-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                              | FWD0M1442 COLOMBIA GOVT                                    | CUSIP: 990ADDTQ0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   20300000 | PA      | $4254.87      | 0.00%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                             | REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25         | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     100000 | PA      | $46000.00     | 0.05%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                | YI4360529 NIGERIA OMO BILL                                 | CUSIP: 990ACHUB3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        | 1170000000 | PA      | $733136.35    | 0.75%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8100000 | PA      | $7409629.06   | 7.60%             | 2056-06-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                              | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      67652 | PA      | $59524.86     | 0.06%             | 2029-07-09      | Fixed         | 1.00%                 | 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      | $197575.30    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-62                                   | FANNIE MAE FNR 2019 62 SN                                  | CUSIP: 3136B62S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86401 | PA      | $10973.52     | 0.01%             | 2049-11-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLDINGS LLC                               | VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5            | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |    1202778 | PA      | $0.01         | 0.00%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  3 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $525.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A2                            | JP MORGAN MORTGAGE TRUST JPMMT 2007 A2 1A1                 | CUSIP: 46630PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129418 | PA      | $68459.56     | 0.07%             | 2037-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS EUR 0.50000 06/17/20-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-528703.38   | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-44                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 44 1A1           | CUSIP: 12667G3L5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     367055 | PA      | $243870.88    | 0.25%             | 2035-10-25      | Floating      | 4.45%                 | 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        |    2532487 | PA      | $26907.67     | 0.03%             | 2028-12-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO WARBURG REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -157944 | PA      | $-159206.08   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTEUM MORTGAGE ACCEPTANCE CORP 2006-2                      | OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2006 2 A1C            | CUSIP: 68384CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     148203 | PA      | $47426.90     | 0.05%             | 2036-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                    | SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN               | CUSIP: BA000KP88<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     323664 | PA      | $329069.19    | 0.34%             | 2029-04-25      | Floating      | 7.35%                 | No            |                  3 | On Loan: No      |
| N/A                                                         | ABX.HE.PENAAA.07-1 SP GST                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-5127.98     | -0.01%            |  |  |  | No            |                  3 | On Loan: No      |
| INTELSAT SA                                                 | SES S A COMMON STOCK                                       | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      34354 | NS      | $515310.00    | 0.53%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTH COAST FUNDING 7A                                      | SOUTH COAST FUNDING SCF 7A A1AN 144A                       | CUSIP: 83743YAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11064288 | PA      | $2076003.49   | 2.13%             | 2041-01-06      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB6                            | COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 1A1                  | CUSIP: 126694BE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43239 | PA      | $41629.01     | 0.04%             | 2035-10-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| SIERRA HAMILTON HOLDINGS LLC                                | SIERRA HAMILTON HOLDER LLC                                 | CUSIP: 932BTZ902<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     100456 | NS      | $10.05        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SEVITA (NATIONAL MENTOR HOLDINGS INC)                       | NATIONAL MENTOR HOLDINGS SR SECURED 144A 12/30 10.5        | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206589.40    | 0.21%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-934.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3396044 | PA      | $-3399541.92  | -3.49%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-R6                        | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 1A1            | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     184162 | PA      | $131789.01    | 0.14%             | 2036-01-26      | Floating      | 4.79%                 | 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        |     100000 | PA      | $96779.75     | 0.10%             | 2028-12-01      | Fixed         | 5.75%                 | 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      | $49326.72     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AMBAC ASSURANCE CORPORATION                                 | AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1           | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |      12524 | PA      | $16593.70     | 0.02%             | 2099-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | S+P EMINI 3RD WK  APR26P 6290 EXP 04/17/2026               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        141 | NC      | $327825.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY AGGREGATOR LP                                       | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                 | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       9910 | PA      | $0.00         | 0.00%             | 2027-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| IVANTI SECURITY HOLDINGS LLC                                | IVANTI SOFTWARE INC 2025 NEWCO TERM LOAN                   | CUSIP: 46583VAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98732 | PA      | $98855.30     | 0.10%             | 2029-06-01      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS EUR 0.15000 06/17/20-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $389124.15    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB6                            | COUNTRYWIDE HOME LOANS CWHL 2005 HYB6 4A1B                 | CUSIP: 126694BQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13428 | PA      | $13327.71     | 0.01%             | 2035-10-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2006-HY13                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY13 4A1         | CUSIP: 02149DAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44963 | PA      | $40472.75     | 0.04%             | 2037-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                                        | SONANGOL FINANCE LTD COMPANY GUAR 144A 01/31 10            | CUSIP: ACI387RK2<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |     200000 | PA      | $199449.98    | 0.20%             | 2031-01-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RUSSIAN GOVT                                                | RUSSIAN FEDERATION SR UNSECURED REGS 04/42 5.625           | CUSIP: X74344DS2<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |     200000 | PA      | $140000.00    | 0.14%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD BRL BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-5517.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260618                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-173.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260403                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-815.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2007-22                                   | FANNIE MAE FNR 2007 22 SW                                  | CUSIP: 31396PT92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75483 | PA      | $6028.13      | 0.01%             | 2037-03-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $54513.27     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                            | DUN + BRADSTREET CORPOR THE 2025 TERM LOAN                 | CUSIP: BA000K739<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |     187711 | PA      | $184019.05    | 0.19%             | 2032-08-26      | Floating      | 9.18%                 | No            |                  3 | On Loan: No      |
| AMSURG LLC                                                  | ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL  | CUSIP: 949ABEII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     233943 | PA      | $233942.69    | 0.24%             | 2026-11-03      | Floating      | 11.64%                | No            |                  3 | 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      | $22.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-204.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-180.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOLDINGS LIMITED                       | ASTON MARTIN CAPITAL HOL SR SECURED 144A 03/29 10          | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     200000 | PA      | $150671.00    | 0.15%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $2.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $760.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHF TRUST 2022-2                                            | FIRST HELP FINANCIAL LLC FHF 2022 2A C 144A                | CUSIP: 31568EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     568000 | PA      | $567911.85    | 0.58%             | 2030-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DENALI INTERMEDIATE HOLDINGS INC                            | DUN + BRADSTREET CORPOR THE 2025 REVOLVER                  | CUSIP: BA000K747<br>LEI: 2549003M8H6SW81O1D67 | Long             | LON              | CORP              | US        |      18818 | PA      | $18818.18     | 0.02%             | 2032-08-26      | Floating      | 0.63%                 | No            |                  3 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)                | MPH ACQUISITION HOLDINGS LLC 2025 SECOND OUT TERM LOAN     | CUSIP: 55328HAQ4<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |     173988 | PA      | $154922.00    | 0.16%             | 2030-12-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260416                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-400.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $408.63       | 0.00%             |  |  |  | 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        |     500000 | PA      | $529622.13    | 0.54%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO PARIBAS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -224255 | PA      | $-226188.58   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2004-8                          | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 8 3A1            | CUSIP: 41161PHE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23962 | PA      | $20334.37     | 0.02%             | 2034-11-19      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | RFR USD SOFR/3.75000 12/17/25-7Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $26.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                          | FORESEA HLDG S A COMMON STOCK                              | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       1342 | NS      | $30866.00     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260821                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1945.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -880243 | PA      | $-883360.88   | -0.91%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -667144 | PA      | $-669368.67   | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT BRL SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $731.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS EUR 0.25000 09/21/22-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $144858.11    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-A1                        | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A1 A2A            | CUSIP: 59023MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     576253 | PA      | $172145.84    | 0.18%             | 2037-01-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                             | IHEARTMEDIA INC   CLASS A COMMON STOCK                     | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22927 | NS      | $66946.84     | 0.07%             |  |  |  | No            |                  1 | 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        |      53383 | PA      | $55514.25     | 0.06%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2015-C                     | SMB PRIVATE EDUCATION LOAN TRU SMB 2015 C R 144A           | CUSIP: 78448R106<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1000 | PA      | $237654.89    | 0.24%             | 2046-09-18      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| VENEZUELAN GOVT                                             | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25              | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     262000 | PA      | $125760.00    | 0.13%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-8                        | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 8 1A2             | CUSIP: 86361JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105560 | PA      | $71062.57     | 0.07%             | 2036-09-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE CORPORATION                                       | SYNIVERSE PFD PIK PFDJJZ917                                | CUSIP: 936UVD902<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     443134 | NS      | $372835.78    | 0.38%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260429                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $280.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARRINGTON MTGE LOAN TRUST 2006-NC3                         | CARRINGTON MORTGAGE LOAN TRUST CARR 2006 NC3 A3            | CUSIP: 144528AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19465 | PA      | $18989.20     | 0.02%             | 2036-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3                    | CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ                | CUSIP: 14986DAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46287 | PA      | $43745.88     | 0.04%             | 2048-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                          | US TREASURY N/B 08/35 4.25                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      96000 | PA      | $95655.00     | 0.10%             | 2035-08-15      | Fixed         | 4.25%                 | 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        |     900000 | PA      | $818043.47    | 0.84%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE6                       | MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1                | CUSIP: 61755CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51117 | PA      | $46927.37     | 0.05%             | 2037-05-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                          | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       5194 | NS      | $119462.00    | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTGE LN 2005-23                    | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1            | CUSIP: 863579L48<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     165361 | PA      | $87374.68     | 0.09%             | 2036-01-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                  | ION PLATFORM FINANCE SAR SR SECURED 144A 09/30 6.5         | CUSIP: ACI30SHJ8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $193092.74    | 0.20%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                          | SPRUCE BIDCO II INC CAD TERM LOAN                          | CUSIP: BA000FPR7<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |      24359 | PA      | $17366.25     | 0.02%             | 2032-01-30      | Floating      | 7.00%                 | No            |                  3 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40000 | PA      | $38609.60     | 0.04%             | 2056-04-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | RFR USD SOFR/1.75000 06/15/22-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2069713.31   | 2.12%             |  |  |  | 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        |    2061990 | PA      | $2123849.90   | 2.18%             | 2028-09-15      | Fixed         | 11.64%                | No            |                  3 | On Loan: No      |
| ALTICE FRANCE                                               | ALTICE FRANCE SA SR SECURED 144A 11/29 9.5                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     556291 | PA      | $562527.58    | 0.58%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR8                       | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A           | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      76378 | PA      | $65441.29     | 0.07%             | 2036-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                  | ION PLATFORM FINANCE SAR SR SECURED 144A 05/29 7.875       | CUSIP: ACI30ZWV8<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     100000 | PA      | $107872.65    | 0.11%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $24292.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2014-1A            | CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 1A INC 144A       | CUSIP: 14311CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1700000 | PA      | $18020.00     | 0.02%             | 2031-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1842.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                  | LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL             | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      75289 | PA      | $62960.53     | 0.06%             | 2027-12-31      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2007-117                                         | FANNIE MAE FNR 2007 117 SG                                 | CUSIP: 31396YAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109642 | PA      | $9614.09      | 0.01%             | 2038-01-25      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1                    | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A      | CUSIP: 83611DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     143670 | PA      | $37994.26     | 0.04%             | 2036-11-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO TORONTO DOMINIO                               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -787635 | PA      | $-791293.78   | -0.81%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON MTGE PT TR 2006-AR4                           | FIRST HORIZON MORTGAGE PASS TH FHASI 2006 AR4 1A2          | CUSIP: 32053AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     143130 | PA      | $63348.19     | 0.06%             | 2037-01-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $13.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150000 | PA      | $126076.17    | 0.13%             | 2056-05-13      | Fixed         | 2.50%                 | 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        |     120831 | PA      | $109352.06    | 0.11%             | 2039-09-30      | Fixed         | 4.88%                 | 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        |     900000 | PA      | $901619.29    | 0.93%             | 2028-03-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE-2020-38                                          | FANNIE MAE FNR 2020 38 NI                                  | CUSIP: 3136BAGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9468521 | PA      | $1540707.28   | 1.58%             | 2050-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-1 LTD 14-1A  | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 1A SUBR 144A     | CUSIP: ACI2VLBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     613000 | PA      | $417203.67    | 0.43%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AR4                         | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AR4 2A1A          | CUSIP: 17311WAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43584 | PA      | $44529.08     | 0.05%             | 2037-03-25      | Floating      | 6.20%                 | 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        |     254596 | PA      | $246679.52    | 0.25%             | 2027-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                          | TREASURY BILL 05/26 0.00000                                | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      77000 | PA      | $76572.18     | 0.08%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260506                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-88.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                        | FNMA POOL MA3305 FN 03/48 FIXED 3.5                        | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69554 | PA      | $64615.36     | 0.07%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                             | OCADO GROUP PLC COMPANY GUAR REGS 06/30 11                 | CUSIP: ACI2WWMJ0<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |     750000 | PA      | $991391.85    | 1.02%             | 2030-06-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                    | VIRIDIEN SR SECURED 144A 10/30 8.5                         | CUSIP: ACI2VMJW8<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     271263 | PA      | $330015.88    | 0.34%             | 2030-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1403.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | ZCS BRL 11.7 03/24/22-01/04/27 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-1078.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERATON CORP                                                | PERATON CORP TERM LOAN B                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    2332392 | PA      | $1996142.60   | 2.05%             | 2028-02-01      | Floating      | 7.52%                 | 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      | $1300.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLERA LLC (POLARIS NEWCO LLC)                              | POLARIS NEWCO, LLC USD TERM LOAN B                         | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     636667 | PA      | $562058.88    | 0.58%             | 2028-06-02      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO CIBC                                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1719061 | PA      | $-1725749.97  | -1.77%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD CAD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $631.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCS GROUP HOLDINGS LIMITED                                  | OCS GROUP HOLDINGS LTD 2026 GBP TERM LOAN B5               | CUSIP: BA000XG23<br>LEI: 54930002RKY3Y4LURL90 | Long             | LON              | CORP              | GB        |    1000000 | PA      | $1318967.86   | 1.35%             | 2031-11-28      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO CREDIT AGRICOLE 03/14 VAR                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -808636 | PA      | $-813572.89   | -0.83%            |  |  |  | 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        |     816627 | PA      | $818668.35    | 0.84%             | 2030-12-18      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | ZCS BRL 11.22 03/25/22-01/04/27 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-4398.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                              | TITULOS DE TESORERIA BONDS 11/40 12.75                     | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  174200000 | PA      | $46171.67     | 0.05%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-168           | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 168 AS             | CUSIP: 38381BGP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     637546 | PA      | $59314.79     | 0.06%             | 2048-12-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                              | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR               | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1597111 | PA      | $1207415.92   | 1.24%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CDK GLOBAL (CENTRAL PARENT LLC)                             | CENTRAL PARENT INC 2024 TERM LOAN B                        | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1592210 | PA      | $1140563.50   | 1.17%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                        | GNMA II TBA 30 YR 3.5 JUMBOS                               | CUSIP: 21H032647<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3300000 | PA      | $3027313.84   | 3.11%             | 2056-04-21      | Fixed         | 3.50%                 | 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        |        187 | PA      | $172843.03    | 0.18%             | 2055-02-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| FANNIE MAE 2007-109                                         | FANNIE MAE FNR 2007 109 AI                                 | CUSIP: 31396XY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104347 | PA      | $8348.62      | 0.01%             | 2037-12-25      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| ADAGIO VI CLO DAC VI-A                                      | ADAGIO CLO ADAGI VI A SUB 144A                             | CUSIP: ACI0YQYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     186582 | PA      | $46647.55     | 0.05%             | 2031-04-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                           | U S RENAL CARE INC 2025 TERM LOAN                          | CUSIP: BA000SL02<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |    1090000 | PA      | $1110472.49   | 1.14%             | 2030-09-25      | Floating      | 9.67%                 | No            |                  3 | On Loan: No      |
| N/A                                                         | NDDUEAFE TRS EQUITY SOFR+15 MYI                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-5627392.96  | -5.77%            |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                        | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581           | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1759471.07   | 1.81%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD COP BOUGHT USD 20260818                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-14588.61    | -0.01%            |  |  |  | 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        |    1637896 | PA      | $1637896.00   | 1.68%             | 2030-01-31      | Fixed         | 11.68%                | No            |                  3 | On Loan: No      |
| N/A                                                         | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -226100 | PA      | $-226494.74   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                             | BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1                 | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50527 | PA      | $26454.19     | 0.03%             | 2035-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FANNIEMAE WHOLE LOAN 2003-W-8                               | FANNIEMAE WHOLE LOAN FNW 2003 W8 PT1                       | CUSIP: 31393CY31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18321 | PA      | $18428.23     | 0.02%             | 2042-12-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                                    | FLORA FOOD MANAGEMENT BV SR SECURED 144A 10/30 7.5         | CUSIP: ACI386PJ9<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $114558.23    | 0.12%             | 2030-10-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT CAD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-192.41      | -0.00%            |  |  |  | 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        |     400000 | PA      | $390400.00    | 0.40%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                        | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $412044.68    | 0.42%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | IRS EUR -0.15000 03/18/20-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $168966.20    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $661.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1074.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-2075.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-OPX1                        | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 OPX1 A1B          | CUSIP: 17311FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112491 | PA      | $37183.74     | 0.04%             | 2037-01-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | RFRF USD SF+26.161/2.00 9/10/23-6Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $34711.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD GBP BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $6202.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-55421.33    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | ZCS BRL 11.245 03/25/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-1445.62     | -0.00%            |  |  |  | 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        |    1555889 | PA      | $1469506.11   | 1.51%             | 2028-06-28      | Floating      | 8.78%                 | 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        |     500000 | PA      | $566771.16    | 0.58%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                              | FWD0104H8 COLOMBIA GOVT FWD 04 24 2026                     | CUSIP: 958QWGII7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        |   39500000 | PA      | $9955.89      | 0.01%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260428                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-438.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-644.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-400.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MRTG CAPITAL CERT 2006-9                      | CREDIT SUISSE MORTGAGE TRUST CSMC 2006 9 3A1               | CUSIP: 126380AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66188 | PA      | $58008.78     | 0.06%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-370.46      | -0.00%            |  |  |  | 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      | $-1658.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1200000 | PA      | $1157022.42   | 1.19%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-765.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL GMBH                               | CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 05/30 7.5         | CUSIP: ACI2FPJG4<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     900000 | PA      | $1050963.05   | 1.08%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2006-2                        | BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2            | CUSIP: 07388DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57519 | PA      | $49643.74     | 0.05%             | 2036-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | ABX.HE.AA.06-1 SP GST                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-49494.19    | -0.05%            |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                         | BOUGHT BRL SOLD USD 20260602                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5530.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3284                                            | FREDDIE MAC FHR 3284 NI                                    | CUSIP: 31397FM74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     191296 | PA      | $18020.51     | 0.02%             | 2037-03-15      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2004-B                         | BANC OF AMERICA FUNDING CORPOR BAFC 2004 B 1A2             | CUSIP: 05946XHW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      81976 | PA      | $69511.92     | 0.07%             | 2034-12-20      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                         | SVB FINL TR                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        440 | NS      | $28.60        | 0.00%             |  |  |  | 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        |     100000 | PA      | $97951.03     | 0.10%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $206.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DATABRICKS INC                                              | DATABRICKS INC 2025 1ST AMENDMENT TERM LOAN                | CUSIP: 23803RAE1<br>LEI: 984500FEDAC7FBD96273 | Long             | LON              | CORP              | US        |     163755 | PA      | $162936.68    | 0.17%             | 2032-01-05      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO WARBURG REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -280732 | PA      | $-282948.67   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| SABESP (NOVA SECURITISATION SARL)                           | NOVA SECURITISATION SARL SR SECURED 144A 02/31 5.75        | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $484365.30    | 0.50%             | 2031-02-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VANTIVE HEALTH LLC                                          | SPRUCE BIDCO II INC JPY TERM LOAN                          | CUSIP: BA000FPQ9<br>LEI: 254900D597QQOG22WQ55 | Long             | LON              | CORP              | US        |    2611144 | PA      | $16329.26     | 0.02%             | 2032-01-30      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| ROMANIA GOVT                                                | ROMANIA SR UNSECURED 144A 07/32 5.875                      | CUSIP: ACI2W0QH0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     300000 | PA      | $351751.81    | 0.36%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-271.12      | -0.00%            |  |  |  | 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        |     200000 | PA      | $182833.44    | 0.19%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD EUR BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-332.37      | -0.00%            |  |  |  | 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        |    1065000 | PA      | $957842.26    | 0.98%             | 2039-12-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260401                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1248.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | US 10YR NOTE (CBT)JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1907.56     | -0.00%            |  |  |  | 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        |     740609 | PA      | $502633.10    | 0.52%             | 2029-06-01      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TR 2005-2                                | BEAR STEARNS ALT A TRUST BALTA 2005 2 2A2A                 | CUSIP: 07386HQX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69273 | PA      | $57983.20     | 0.06%             | 2035-04-25      | Floating      | 3.18%                 | 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      | $-548.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                          | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      12090 | NS      | $278070.00    | 0.29%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260521                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2428.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2004-18CB                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 18CB 5A2         | CUSIP: 12667FRD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18578 | PA      | $19393.08     | 0.02%             | 2034-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-43                       | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 4A3           | CUSIP: 12667G5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65157 | PA      | $56830.31     | 0.06%             | 2035-10-25      | Floating      | 4.13%                 | 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        |       2346 | PA      | $0.00         | 0.00%             | 2029-07-16      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260911                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-746.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1671.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                        | GNMA II TBA 30 YR 6 JUMBOS                                 | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     700000 | PA      | $711026.06    | 0.73%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260508                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-573.54      | -0.00%            |  |  |  | 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        |     105062 | PA      | $95074.04     | 0.10%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NEWFOLD DIGITAL HOLDINGS GROUP INC                          | NEWFOLD DIGITAL HLDGS GRP INC. 2025 TRANCHE B TERM LOAN    | CUSIP: 65131PAD1<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |      28724 | PA      | $9479.02      | 0.01%             | 2029-04-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                              | TITULOS DE TESORERIA BONDS 07/46 11.5                      | CUSIP: ACI2Q1VT3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   63800000 | PA      | $15391.44     | 0.02%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                           | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/35 9.75      | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     300000 | PA      | $125340.00    | 0.13%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BELLE HAVEN ABS CDO LTD 2006-1A                             | BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A               | CUSIP: 078452AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   34966044 | PA      | $76400.81     | 0.08%             | 2046-07-05      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE SA RL                                  | ION PLATFORM FINANCE SAR SR SECURED REGS 09/30 6.5         | CUSIP: ACI30SMJ2<br>LEI: 6488IU1F9M51Z3P60R77 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $289639.12    | 0.30%             | 2030-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6600000 | PA      | $6822826.49   | 7.00%             | 2056-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260415                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-437.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                           | MNSN HOLDINGS INC COMMON STOCK                             | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        508 | NS      | $31496.00     | 0.03%             |  |  |  | Yes           |                  3 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1250000 | PA      | $1096259.48   | 1.12%             | 2056-06-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                             | NEW UNITY COMMON STOCKK                                    | CUSIP: 958WDX907<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      62982 | NS      | $590771.16    | 0.61%             |  |  |  | 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        |     360944 | PA      | $112643.27    | 0.12%             | 2028-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH COAST FUNDING 7A                                      | SOUTH COAST FUNDING SCF 7A A1B 144A                        | CUSIP: 83743YAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      15339 | PA      | $2878.10      | 0.00%             | 2041-01-06      | Floating      | 0.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD TRY BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-445.93      | -0.00%            |  |  |  | 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      | $-10107.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | RFR USD SOFR/3.75000 12/17/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $9814.49      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                 | REPUBLIC OF ANGOLA SR UNSECURED 144A 03/37 9.875           | CUSIP: 035198AL4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $198148.72    | 0.20%             | 2037-03-31      | Fixed         | 9.88%                 | 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      | $72504.71     | 0.07%             |  |  |  | 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        |     100000 | PA      | $72077.79     | 0.07%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                 | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                   | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     855945 | PA      | $8336046.29   | 8.55%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                        | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2690000 | PA      | $2649843.57   | 2.72%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENYA GOVT                                                  | REPUBLIC OF KENYA SR UNSECURED 144A 02/34 7.875            | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     200000 | PA      | $182052.81    | 0.19%             | 2034-02-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-15                                          | FANNIE MAE FNR 2007 15 AI                                  | CUSIP: 31396PWK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81839 | PA      | $7522.67      | 0.01%             | 2037-03-25      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2306.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY7                                 | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY7 4A1           | CUSIP: 93364FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37311 | PA      | $34300.32     | 0.04%             | 2037-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1828.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INCORA TOP HOLDCO LLC                                       | INCORA TOP HOLDCO LLC CONV PIK PRE COMP                    | CUSIP: 955PRK007<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1138505 | PA      | $1724290.23   | 1.77%             | 2033-01-30      | Fixed         | 6.00%                 | Yes           |                  3 | On Loan: No      |
| OI SA (AKA: BRASIL TELECOM S/A)                             | OI S.A. SR SECURED REGS 06/27 10                           | CUSIP: P7354FAD8<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |     465701 | PA      | $225864.99    | 0.23%             | 2027-06-30      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FANNIE MAE 2005-122                                         | FANNIE MAE FNR 2005 122 SG                                 | CUSIP: 31394VED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1243 | PA      | $4.49         | 0.00%             | 2035-11-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $898.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                       | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/28 2.375     | CUSIP: ACI2B1W92<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $220767.51    | 0.23%             | 2028-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                               | AMSURG EQUITY EQTYAS910                                    | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      71417 | NS      | $3140557.36   | 3.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GNMA PASS THRU POOLS                                        | GNMA II TBA 30 YR 4.5 JUMBOS                               | CUSIP: 21H042653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2100000 | PA      | $2026505.71   | 2.08%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1331488 | PA      | $-1335602.55  | -1.37%            |  |  |  | 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        |      45724 | PA      | $42219.79     | 0.04%             | 2034-10-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2009-87                                          | FANNIE MAE FNR 2009 87 HS                                  | CUSIP: 31398FR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72960 | PA      | $6181.75      | 0.01%             | 2039-11-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | LBMLT 2003-3 M3 SP BOA                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $209.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | RFRF USD SF+26.161/3.00 9/19/23-25Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-397998.28   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO SOCIETE GENERALE REVERSE REPO                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -85106 | PA      | $-85313.77    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260407                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $967.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1023585 | PA      | $-1024984.24  | -1.05%            |  |  |  | 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        |     450000 | PA      | $464909.54    | 0.48%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS INTERNATIONAL LP                       | ALIGNED DATA CENTERS INTER LP 2024 TERM LOAN               | CUSIP: BA000JN59<br>LEI: 2549007PAQ06QVDCLR50 | Long             | LON              | CORP              | US        |     500000 | PA      | $503246.20    | 0.52%             | 2029-12-18      | Floating      | 7.22%                 | No            |                  3 | 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      | $366309.57    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS  STRUC PROD INC 2007-R6                        | BEAR STEARNS STRUCTURED PRODUC BSSP 2007 R6 2A1            | CUSIP: 07402FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112846 | PA      | $87598.45     | 0.09%             | 2046-12-26      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | RFR USD SOFR/3.75000 12/17/25-20Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $41227.74     | 0.04%             |  |  |  | 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        |       1500 | PA      | $356837.83    | 0.37%             | 2048-10-15      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| CBA COMMERCIAL SMALL BALANCE CMM 2006-2A                    | CBS COMMERCIAL SMALL BALANCE C CBAC 2006 2A A 144A         | CUSIP: 14983CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60235 | PA      | $57816.53     | 0.06%             | 2039-01-25      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD DOP BOUGHT USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-989.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2004-14T2                        | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 14T2 A12         | CUSIP: 12667FMY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     136740 | PA      | $133140.18    | 0.14%             | 2034-08-25      | Fixed         | 5.50%                 | 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        |     198500 | PA      | $174680.00    | 0.18%             | 2031-12-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $226.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2014-6                        | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2014 6 3A3 144A        | CUSIP: 17322WAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     931261 | PA      | $441107.29    | 0.45%             | 2035-11-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1553.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | ESKOM GG LOAN SNR EM SP DUB                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $17170.66     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| WASHINGTON MUTUAL ASSET BACKED 2006-HE5                     | WASHINGTON MUTUAL ASSET BACKED WMABS 2006 HE5 2A1          | CUSIP: 93934XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71922 | PA      | $24953.17     | 0.03%             | 2036-10-25      | Floating      | 3.91%                 | 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        |     600000 | PA      | $589800.00    | 0.61%             | 2036-12-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-15                              | COUNTRYWIDE HOME LOANS CWHL 2005 15 A7                     | CUSIP: 12669GR37<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10309 | PA      | $5044.45      | 0.01%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                | PERATON CORP 2ND LIEN TERM LOAN B1                         | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     100000 | PA      | $72500.00     | 0.07%             | 2029-02-01      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| UBISOFT ENTERTAINMENT                                       | UBISOFT ENTERTAINMENT SA SR UNSECURED REGS 11/27 0.878     | CUSIP: ACI1SYQ75<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $93372.67     | 0.10%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                             | COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001               | CUSIP: ACI3859N0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     750000 | PA      | $893379.75    | 0.92%             | 2036-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR1                       | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR1 3A1           | CUSIP: 86359LTG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120548 | PA      | $101300.32    | 0.10%             | 2036-02-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2006-AC2       | BEAR STEARNS ASSET BACKED SECU BSABS 2006 AC2 22A2         | CUSIP: 07387UGW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1609940 | PA      | $408028.26    | 0.42%             | 2036-03-25      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                        | DISH DBS CORP COMPANY GUAR 07/26 7.75                      | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $798249.76    | 0.82%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $168.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -539962 | PA      | $-546397.05   | -0.56%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ADJ RATE MTGE TRUST 2007-R5                           | MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 R5 A1 144A        | CUSIP: 57645WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     221220 | PA      | $89873.91     | 0.09%             | 2035-11-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260430                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $36.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | BOUGHT TRY SOLD USD 20260421                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $146.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                        | APLD COMPUTECO 2 LLC SR SECURED 144A 03/31 6.75            | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $99333.91     | 0.10%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNICORN BAY (HONG KONG) INVESTMENTS LIMITED                 | UNICORN BAY HKD FIXED TERM LOAN A                          | CUSIP: BA00077Z7<br>LEI: N/A                  | Long             | LON              | CORP              | HK        |    5215625 | PA      | $673470.99    | 0.69%             | 2026-12-31      | Fixed         | 13.00%                | No            |                  3 | On Loan: No      |
| ALTICE FRANCE LUX 3                                         | LUXCO3 SHARES COMMON STOCK                                 | CUSIP: 929YHW907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       9156 | NS      | $169327.43    | 0.17%             |  |  |  | Yes           |                  3 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-S3                            | JP MORGAN MORTGAGE TRUST JPMMT 2005 S3 1A21                | CUSIP: 466247B28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25027 | PA      | $10570.16     | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-65.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                         | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $315.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Global StocksPLUS & Income Fund

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer