NPORT-P false 0001244183 XXXXXXXX PIMCO Income Strategy Fund 811-21374 0001244183 UROCOLESWDN8T1Q8M112 1633 Broadway New York 10019 (844) 337-4626 N/A N/A 2026-06-30 2025-09-30 N 457862692.310000 86191096.900000 371671595.410000 0.000000 0.000000 10784769.380000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 5550000.000000 0.000000 0.000000 4547329.990000 TRY DOP PEN GBP EUR HKD USD N WSTN TRUST 2023-MAUI N/A 92943AAJ3 600000.000000 PA USD 609027.000000 0.163862 Long ABS-MBS CORP US N 2 2037-07-05 Variable 10.1739 N N N N N N N/A N/A 000000000 1.000000 NC USD 184773.820000 0.0497143 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-04-12 0.000000 USD -327.290000 USD 1400000.000000 USD 185101.110000 N N N APIDOS CLO 2017-28A N/A 03766YAB9 2533859.000000 PA USD 934499.870000 0.251432 Long ABS-CBDO CORP KY N 2 2038-10-20 Variable 0 N N N N N N FREDDIE MAC REMICS 3762 N/A 3137A3QY8 97526.110000 PA USD 86737.130000 0.023337 Long ABS-MBS USGSE US N 2 2040-11-15 Floating 1.06022 N N N N N N N/A N/A 000000000 1.000000 NC USD 100514.400000 0.0270439 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-02-15 0.000000 USD -451.780000 USD 2730000.000000 USD 100966.180000 N N N N/A N/A 000000000 1.000000 NC 530.740000 0.0001428 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 21570.000000 USD 937820.460000 TRY 2025-10-27 530.740000 N N N N/A N/A 000000000 1.000000 NC USD -753997.490000 -0.202867 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-01-20 0.000000 USD -50525.710000 USD 21600000.000000 USD -703471.780000 N N N N/A N/A 000000000 1.000000 NC USD -13661.850000 -0.0036758 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2028-12-20 0.000000 USD -78035.080000 USD 400000.000000 USD 64373.230000 N N N N/A N/A 000000000 1.000000 NC 243173.870000 0.0654271 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2052-09-21 0.000000 GBP -594.480000 GBP 300000.000000 GBP 243768.350000 N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2 N/A 617941AJ8 100000.000000 PA USD 93666.070000 0.0252013 Long ABS-MBS CORP US N 2 2070-01-25 Variable 7.1412 N N N N N N RESIDENTIAL FUNDING MTGE SEC 2007-S6 N/A 762009AL2 536790.470000 PA USD 428877.760000 0.115392 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-2 N/A 78473TAG5 130343.600000 PA USD 61219.930000 0.0164715 Long ABS-MBS CORP US N 2 2037-04-25 Floating 6.23636 N N N N N N N/A N/A 000000000 1.000000 NC -2644.680000 -0.0007116 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1182000.000000 EUR 1385083.200000 USD 2025-10-02 -2644.680000 N N N MORGAN STANLEY CAPITAL I TRUST 2017-ASHF N/A 61691KAQ4 1200000.000000 PA USD 1146104.880000 0.308365 Long ABS-MBS CORP US N 2 2034-11-15 Floating 8.798 N N N N N N N/A N/A 000000000 -1500993.750000 PA USD -1503035.100000 -0.404399 Short RA US N 2 Reverse repurchase N 4.080000 2027-09-19 1700000.000000 USD 1725715.900000 USD CDS N N N FERTITTA ENTERTAINMENT LLC / FERTITTA ENTERTAINMENT FINANCE CO INC N/A 31556TAC3 1600000.000000 PA USD 1502572.530000 0.404274 Long DBT CORP US N 2 2030-01-15 Fixed 6.75 N N N N N N PROMOTORA DE INFORMACIONES SA (PRISA) 959800U3NGPXSCQHQW54 BXC8GV902 130203.000000 NS 56254.290000 0.0151355 Long EC CORP ES N 1 N N N PERU GOVT 254900STKLK2DBJJZ530 715638AV4 900000.000000 PA 271222.190000 0.0729736 Long DBT NUSS PE N 2 2037-08-12 Fixed 6.9 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308KB2 900000.000000 PA USD 892637.610000 0.240168 Long DBT CORP US N 2 2029-03-01 Fixed 4.2 N N N N N N COUNTRYWIDE HOME LOANS 2005-21 N/A 126694CV8 141404.080000 PA USD 75202.060000 0.0202335 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.5 N N N N N N N/A N/A 000000000 1.000000 NC 1876.560000 0.0005049 N/A DFE TR N 2 Nomura Holdings, Inc. 549300B3CEAHYG7K8164 581093.200000 USD 25481227.370000 TRY 2025-12-03 1876.560000 N N N MARLETTE FUNDING TRUST 2020-1A N/A 57109J108 2769.000000 PA USD 4111.070000 0.0011061 Long ABS-O CORP US N 3 2030-03-15 Fixed 0 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI28SXK1 523500.000000 NS 4634201.040000 1.24685 Long EC CORP IT N 1 N N N N/A N/A 000000000 1.000000 NC USD 5501802.550000 1.48029 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2044-06-19 0.000000 USD -211865.000000 USD 75300000.000000 USD 5713667.550000 N N N N/A N/A 000000000 1.000000 NC 14409.150000 0.0038768 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 2640422.400000 USD 1974000.000000 GBP 2025-10-02 14409.150000 N N N N/A N/A 000000000 1.000000 NC 691407.240000 0.186026 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2033-03-15 411938.580000 GBP 0.000000 GBP 3700000.000000 GBP 279468.660000 N N N CHASE MORTGAGE FINANCE CORP 2007-S5 N/A 161631AK2 204133.030000 PA USD 88625.950000 0.0238452 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912797QY6 344000.000000 PA USD 341391.380000 0.091853 Long DBT UST US N 2 2025-12-11 None 0 N N N N N N CHEPLAPHARM ARZNEIMITTEL GMBH 529900ONXKBELT7EW052 ACI1S21J6 600000.000000 PA 700993.820000 0.188606 Long DBT CORP DE N 2 2028-01-15 Fixed 4.375 N N N N N N IHEARTCOMMUNICATIONS INC 54930076J6KDZL504O62 45174UAJ7 301720.000000 PA USD 264382.150000 0.0711333 Long LON CORP US N 2 2029-05-01 Floating 10.0529 N N N N N N N/A N/A 000000000 1.000000 NC USD 3346623.310000 0.900425 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-01-22 0.000000 USD -20621.520000 USD 8400000.000000 USD 3367244.830000 N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-22R N/A 02147LAA1 648424.140000 PA USD 355150.590000 0.0955549 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6 N N N N N N CITIGROUP MTGE LOAN TR INC 2007-AMC1 N/A 17311BAB9 2460181.680000 PA USD 925186.990000 0.248926 Long ABS-MBS CORP US N 2 2036-12-25 Floating 4.57239 N N N N N N VENEZUELAN GOVT 529900XM8PJTJK5OJI77 922646AS3 151000.000000 PA USD 36821.350000 0.009907 Long DBT NUSS VE N 2 2027-09-15 Fixed 9.25 Y Y N N N N DEUTSCHE ALT-A SEC INC MTGE LO 2007-AR3 N/A 25150VAM8 1922801.170000 PA USD 1702126.280000 0.457965 Long ABS-MBS CORP US N 2 2037-06-25 Floating 4.67239 N N N N N N N/A N/A 000000000 1.000000 NC 1065.060000 0.0002866 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 219656.460000 USD 188000.000000 EUR 2025-10-02 1065.060000 N N N N/A N/A 000000000 1.000000 NC 265.240000 0.0000714 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 10785.000000 USD 466160.060000 TRY 2025-10-20 265.240000 N N N AMSURG (AMBULATORY TOPCO LLC) N/A 902RDL901 275005.000000 NS USD 12415559.160000 3.34046 Long EC CORP US Y 3 N N N CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3 N/A 14986DAJ9 121069.520000 PA USD 114455.940000 0.0307949 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 5.688 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 952NPHII6 640000.000000 PA USD 83200.000000 0.0223854 Long DBT CORP US N 2 2060-12-31 None 0 N N N N N N N/A N/A 000000000 1.000000 NC USD -510893.310000 -0.137458 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-12-20 99481.260000 USD 0.000000 USD 27400000.000000 USD -610374.570000 N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-3 N/A 35563PGW3 466856.170000 PA USD 142534.270000 0.0383495 Long ABS-MBS CORP US N 2 2057-08-25 Variable 2.15338 N N N N N N SEC ASSET BACKED REC LLC 2006-FR3 N/A 813765AB0 3510304.670000 PA USD 1900124.760000 0.511238 Long ABS-MBS CORP US N 2 2036-05-25 Floating 4.55239 N N N N N N IBEX TOPCO BV 636700OGDKP5DOQ3LT67 948ECV905 12793341.670000 NS 15.020000 0.000004 Long EC CORP NL Y 3 N N N MI WINDOWS AND DOORS LLC 2549001JQBGDT0WEQ156 55336CAK8 99000.000000 PA USD 99488.070000 0.0267677 Long LON CORP US N 2 2031-03-28 Floating 6.9134 N N N N N N N/A N/A 000000000 1.000000 NC USD 185319.860000 0.0498612 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-01-20 0.000000 USD -1284.830000 USD 4900000.000000 USD 186604.690000 N N N ABSLT DE 2024 LLC N/A 00401BAA8 5300000.000000 PA USD 5386338.170000 1.44922 Long DBT CORP US N 3 2033-05-20 Floating 12.6354 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2004-28CB N/A 12667FYU3 41206.240000 PA USD 41134.640000 0.0110675 Long ABS-MBS CORP US N 2 2035-01-25 Fixed 5.75 N N N N N N RESIDENTIAL ASSET SEC TRUST 2007-A9 N/A 761143AE6 1164795.690000 PA USD 432537.100000 0.116376 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC 291.860000 0.0000785 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 201644.850000 USD 172000.000000 EUR 2025-10-02 291.860000 N N N N/A N/A 000000000 1.000000 NC USD 3323551.650000 0.894217 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-02-07 0.000000 USD -34090.470000 USD 8800000.000000 USD 3357642.120000 N N N VIRGIN MEDIA (VMED O2 UK FINANCING I PLC) 213800MRR46ECNGZ7L69 92858RAD2 700000.000000 PA USD 736321.600000 0.198111 Long DBT CORP GB N 2 2032-04-15 Fixed 7.75 N N N N N N VITAL ENERGY INC 549300X0PTWU2QSLSL14 516806AK2 100000.000000 PA USD 97142.230000 0.0261366 Long DBT CORP US N 2 2032-04-15 Fixed 7.875 N N N N N N N/A N/A 000000000 1.000000 NC USD -13044.740000 -0.0035097 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2027-12-20 6245.500000 USD 0.000000 USD 700000.000000 USD -19290.240000 N N N ONE TORONTO GAMING (ONTARIO GAMING GTA LP) 894500EC9KLZLOC3V025 C6907UAB7 98500.000000 PA USD 96345.310000 0.0259222 Long LON CORP CA N 2 2030-08-01 Floating 8.2401 N N N N N N N/A N/A 000000000 1.000000 NC 531.760000 0.0001431 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 21570.000000 USD 937863.600000 TRY 2025-10-27 531.760000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AZ1 250000.000000 PA USD 275858.620000 0.0742211 Long DBT CORP CH N 2 2033-08-12 Floating 6.537 N N N N N N FINASTRA USA INC 549300ZB2RO6QC7YTK71 953PAVII5 149999.970000 PA USD 150999.720000 0.0406272 Long LON CORP US N 2 2029-09-13 Floating 11.2878 N N N N N N PROMOTORA DE INFORMACIONES SA (PRISA) 959800U3NGPXSCQHQW54 BA000KZZ7 11414350.830000 PA 13200010.770000 3.55153 Long LON CORP ES N 3 2029-12-31 Floating 7.494 N N N N N N OBOL FRANCE 25 969500K3AWY66FOPOS97 BA0006XM9 2716736.070000 PA 3141742.000000 0.845301 Long LON CORP FR N 2 2028-12-31 Floating 7.193 N N N N N N CLAVEAU RE LTD N/A 182896AA8 192056.350000 PA USD 0.000000 0 Long DBT CORP BM N 3 2028-07-08 Floating 4.02976 N N N N N N COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR N/A 12564NAN2 1600000.000000 PA USD 1484866.720000 0.39951 Long ABS-MBS CORP US N 2 2038-11-15 Floating 7.309 N N N N N N RESIDENTIAL FUNDING MTG SEC I 2006-S8 N/A 74957XAQ8 37907.450000 PA USD 30441.450000 0.0081904 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6 N N N N N N BANCA MONTE DEI PASCHI DI SIENA SPA J4CP7MHCXR8DAQMKIL78 ACI1DBG64 1442000.000000 PA 2109447.220000 0.567557 Long DBT CORP IT N 2 2029-07-23 Fixed 10.5 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AV1 200000.000000 PA USD 206681.630000 0.0556087 Long DBT CORP CO N 2 2036-01-19 Fixed 8.375 N N N N N N OWNIT MORTGAGE LN ASSET-BCK CERT 2006-3 N/A 69121PDZ3 2311098.900000 PA USD 2416629.220000 0.650205 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.76739 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HX1 293087.200000 PA USD 212781.310000 0.0572498 Long DBT NUSS AR N 2 2029-07-09 Fixed 1 N N N N N N LEHMAN XS TRUST 2007-7N N/A 52524GAA0 307390.600000 PA USD 290042.460000 0.0780373 Long ABS-MBS CORP US N 2 2047-06-25 Floating 4.71239 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2 N/A 35563PKX6 472599.020000 PA USD 184728.940000 0.0497022 Long ABS-MBS CORP US N 2 2058-08-25 Variable 2.30294 N N N N N N UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAPITAL LLC N/A 91327BAA8 1400000.000000 PA USD 1316028.140000 0.354084 Long DBT CORP US N 2 2029-02-15 Fixed 6.5 N N N N N N KONA SPC LTD 254900UKS4SVVOMZWX26 ACI3000D0 1000000.000000 PA 1174050.660000 0.315884 Long DBT CORP KY N 3 2026-09-15 Floating 5.718 N N N N N N WELLS FARGO MTGE BACKED SEC 2007-7 N/A 94985JAA8 10948.800000 PA USD 10228.550000 0.002752 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6 N N N N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 55328HAP6 510900.660000 PA USD 510900.660000 0.13746 Long LON CORP US N 2 2030-12-31 Floating 8.0579 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAD7 779482.000000 PA USD 685944.160000 0.184557 Long DBT CORP US N 2 2039-09-30 Fixed 4.875 N N N N N N PEOPLE'S CHOICE HOME LOAN SECURITIES TRUST SERIES 2004-1 N/A 71085PAE3 344251.230000 PA USD 328616.130000 0.0884157 Long ABS-MBS CORP US N 2 2034-06-25 Floating 5.15739 N N N N N N IPL PLASTICS (TOUCAN FINCO LTD/TOUCAN FINCO CAN INC/TOUCAN FINCO US LLC) N/A 89157UAA5 400000.000000 PA USD 392212.000000 0.105527 Long DBT CORP JE N 2 2030-05-15 Fixed 9.5 N N N N N N DEUTSCHE BANK AG 25-2A N/A ACI2Y11S9 500000.000000 PA USD 500000.000000 0.134527 Long ABS-CBDO CORP DE N 3 2035-01-21 Floating 11.6184 N N N N N N MORGAN STANLEY MTGE LN TR 2007-10XS N/A 61751MAC8 177381.180000 PA USD 98181.550000 0.0264162 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.25 N N N N N N N/A N/A 000000000 1.000000 NC USD 538034.910000 0.144761 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-03-12 0.000000 USD -5297.630000 USD 1700000.000000 USD 543332.540000 N N N WESTMORELAND MINING HOLDINGS LLC N/A 96106JAE9 763624.880000 PA USD 309268.080000 0.08321 Long LON CORP US N 3 2029-03-15 Fixed 8 N N Y N N N SOLENIS (OLYMPUS WATER US HOLDING CORPORATION) 549300YU2GGVCBN3MY89 ACI20N2N8 1400000.000000 PA 1569114.030000 0.422177 Long DBT CORP US N 2 2029-10-01 Fixed 5.375 N N N N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 650929AA0 300000.000000 PA USD 213000.000000 0.0573087 Long DBT CORP US N 3 2028-10-15 Fixed 11.75 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2 N/A 617941AH2 100000.000000 PA USD 98546.890000 0.0265145 Long ABS-MBS CORP US N 2 2070-01-25 Variable 7.1412 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-40T1 N/A 02148KAT1 1312399.850000 PA USD 354849.560000 0.095474 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 6 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654922AB9 400000.000000 PA USD 420090.800000 0.113027 Long DBT CORP JP N 2 2030-07-17 Fixed 7.5 N N N N N N N/A N/A 000000000 1.000000 NC 162.990000 0.0000439 N/A DFE CA N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 728750.610000 CAD 523828.790000 USD 2025-10-02 162.990000 N N N ENVALIOR FINANCE GMBH 254900GAG6U7Z5TROP43 D7001LAC7 2154234.310000 PA USD 1990738.700000 0.535618 Long LON CORP DE N 2 2030-03-29 Floating 9.8079 N N N N N N N/A N/A 000000000 1.000000 NC USD -363169.420000 -0.0977124 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-02-15 0.000000 USD -26934.550000 USD 10900000.000000 USD -336234.870000 N N N FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1 N/A 35563CAB4 15491137.120000 PA USD 943856.400000 0.253949 Long ABS-MBS USGSE US N 2 2055-11-25 Variable 0.7 N N N N N N MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC N/A 60672JAA7 100000.000000 PA USD 102787.800000 0.0276555 Long DBT CORP US N 2 2032-04-01 Fixed 6.75 N N N N N N N/A N/A 000000000 1.000000 NC USD -473407.080000 -0.127372 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-06-18 0.000000 USD -503884.310000 USD 53900000.000000 USD 30477.230000 N N N PERU GOVT 254900STKLK2DBJJZ530 715638BE1 161000.000000 PA 51360.210000 0.0138187 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N N/A N/A 000000000 1.000000 NC 47244.300000 0.0127113 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 24119233.170000 EUR 28421115.480000 USD 2025-11-04 47244.300000 N N N CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 15131YAQ8 792020.000000 PA USD 790946.810000 0.212808 Long LON CORP US N 2 2031-03-24 Floating 7.6859 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 262051AA3 194602.000000 PA USD 190622.700000 0.0512879 Long DBT CORP LU N 2 2030-06-15 Fixed 7.5 N N N N N N TURKEY GOVT 5493000PCHOG3B6S3Q85 ACI2PJ5W7 13466000.000000 PA 318709.930000 0.0857504 Long DBT NUSS TR N 2 2028-05-17 Floating 48.48 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8 N/A 46649JAQ1 1892405.080000 PA USD 1806726.440000 0.486108 Long ABS-MBS CORP US N 2 2035-02-15 Floating 8.448 N N N N N N N/A N/A 000000000 1.000000 NC 122290.330000 0.0329028 N/A DCR GB N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) JAGUAR LAND ROVER AUTOMO SR UNSEC REGS Y Single Leg Swap 2026-12-20 75917.260000 EUR 0.000000 EUR 1986000.000000 EUR 46373.070000 N N N WESTMET GROUP HOLDINGS LLC N/A 952XGJII0 46155.950000 NS USD 51925.440000 0.0139708 Long EC CORP US Y 3 N N N PERATON CORP 549300EQPCK07ZW63836 71360HAB3 1984073.810000 PA USD 1678407.400000 0.451583 Long LON CORP US N 2 2028-02-01 Floating 8.0134 N N N N N N SANDERS RE III LTD N/A 80000XAC3 714000.000000 PA USD 446250.000000 0.120066 Long DBT CORP BM N 2 2029-04-09 Floating 16.2834 N N N N N N COUNTRYWIDE HOME LOANS 2004-HYB9 N/A 12669GHG9 677.600000 PA USD 682.760000 0.0001837 Long ABS-MBS CORP US N 2 2035-02-20 Floating 5.38795 N N N N N N AMS-OSRAM AG 5299001JPPT2QFTV5D76 03217CAB2 1000000.000000 PA USD 1077082.000000 0.289794 Long DBT CORP AT N 2 2029-03-30 Fixed 12.25 N N N N N N TABERNA PREFERRED FUNDING LTD 2006-5A N/A 87331BAB8 2041182.080000 PA USD 1857475.690000 0.499763 Long ABS-CBDO CORP KY N 2 2036-08-05 Floating 4.96284 N N N N N N GRUPO NUTRESA SA 254900KKAX7B7RJUE255 40055CAA1 700000.000000 PA USD 750575.000000 0.201946 Long DBT CORP CO N 2 2030-05-12 Fixed 8 N N N N N N FANNIE MAE REMICS 2019-70 N/A 3136B7KN0 210739.830000 PA USD 43477.710000 0.0116979 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 3.5 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 197677AH0 1050000.000000 PA USD 1169929.080000 0.314775 Long DBT CORP US N 2 2095-11-15 Fixed 7.5 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBS0 400000.000000 PA USD 435838.850000 0.117264 Long DBT CORP FR N 2 2034-01-10 Floating 6.691 N N N N N N N/A N/A 000000000 -75615.150000 PA USD -75709.670000 -0.02037 Short RA US N 2 Reverse repurchase N 3.750000 2025-10-31 100000.000000 USD 97142.230000 USD CDS N N N X CORPORATION N/A 90184NAK4 500000.000000 PA USD 502257.500000 0.135135 Long LON CORP US N 2 2029-10-26 Fixed 9.5 N N N N N N FORWARD AIR CORPORATION (CLUE OPCO LLC) N/A 18948EAC0 219361.000000 PA USD 219246.930000 0.0589894 Long LON CORP US N 2 2030-12-19 Floating 8.81 N N N N N N N/A N/A 000000000 -1117308.000000 PA USD -1118172.050000 -0.300849 Short RA US N 2 Reverse repurchase N 4.640000 2026-01-23 1200000.000000 USD 1307217.840000 USD CDS N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308GZ4 322000.000000 PA USD 270542.700000 0.0727908 Long DBT CORP US N 2 2042-04-15 Fixed 4.45 N N N N N N INGENICO TERMINALS (POSEIDON BIDCO) 254900LGX7YG7Y9YM766 953RGXII1 1600000.000000 PA 882886.100000 0.237545 Long LON CORP GB N 2 2030-11-30 Floating 7 N N N N N N GSR MORTGAGE LOAN TRUST 2006-1F N/A 3623417Z6 981108.510000 PA USD 355068.470000 0.0955329 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC USD 20173.710000 0.0054278 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2026-01-17 457.110000 USD 0.000000 USD 1000000.000000 USD 19716.600000 N N N DIRECTV FINANCING LLC N/A 25460HAB8 36574.010000 PA USD 36645.150000 0.0098596 Long LON CORP US N 2 2027-08-02 Floating 9.5695 N N N N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 25714PEU8 7800000.000000 PA 126465.670000 0.0340262 Long DBT MUN DO N 2 2026-01-30 Fixed 13 N N N N N N N/A N/A 000000000 1.000000 NC 524.040000 0.000141 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 21570.000000 USD 924209.790000 TRY 2025-10-10 524.040000 N N N CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC) 549300CTE3HOMEUMM603 12505BAG5 400000.000000 PA USD 426908.390000 0.114862 Long DBT CORP US N 2 2034-08-15 Fixed 5.95 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90355YAA5 842800.000000 PA USD 737450.000000 0.198414 Long DBT CORP US N 2 2028-06-28 Fixed 10.625 N N N N N N CHASE MORTGAGE FINANCE CORP 2007-S1 N/A 16163FAE5 297421.960000 PA USD 114254.200000 0.0307406 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6 N N N N N N PADAGIS LLC N/A 69526PAC8 1630983.750000 PA USD 1459730.460000 0.392747 Long LON CORP US N 3 2028-07-06 Floating 9.2902 N N N N N N N/A N/A 000000000 1.000000 NC 2195.360000 0.0005907 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3565865.600000 DOP 59000.000000 USD 2025-11-20 2195.360000 N N N SLM STUDENT LOAN TRUST-2007-4 N/A 78444A107 2000.000000 PA USD 373878.830000 0.100594 Long ABS-O CORP US N 3 2042-01-25 Fixed 0 N N N N N N DEUTSCHE MORTGAGE SEC INC. 2004-4 N/A 251563EX6 1842431.050000 PA USD 1853972.220000 0.49882 Long ABS-MBS CORP US N 2 2034-06-25 Floating 6.22239 N N N N N N RESIDENTIAL ASSET SECUR TR 2007-A7 N/A 76114QAA3 1784250.400000 PA USD 649640.570000 0.174789 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AM9 2000000.000000 PA USD 2101830.420000 0.565507 Long DBT CORP US N 2 2029-01-15 Fixed 7.875 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 952NPKII9 3200000.000000 PA USD 416000.000000 0.111927 Long DBT CORP US N 2 2060-12-31 None 0 N N N N N N CHASE MORTGAGE FINANCE CORP 2006-S2 N/A 16163BAJ3 512396.740000 PA USD 185981.310000 0.0500392 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.25 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HH3 1826000.000000 PA USD 1566283.600000 0.421416 Long DBT CORP US N 2 2044-02-15 Fixed 4.75 N N N N N N GHANA GOVT 213800PP4399SNNXZ126 374422AL7 14400.000000 PA USD 13931.950000 0.0037485 Long DBT NUSS GH N 2 2026-07-03 None 0 N N N N N N JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP N/A 476920AA1 1700000.000000 PA USD 1725715.900000 0.464312 Long DBT CORP US N 2 2031-09-20 Fixed 9.875 N N N N N N COHESITY INC 254900JU2GC36CXYYG09 955EHZ901 4500.000000 NS USD 88479.790000 0.0238059 Long EP CORP US Y 3 N N N WASHINGTON MUTUAL 2005-AR13 N/A 92922F4Y1 1497984.410000 PA USD 1307397.650000 0.351762 Long ABS-MBS CORP US N 2 2045-10-25 Floating 5.17239 N N N N N N KINDRED AT HOME HOSPICE (CHARLOTTE BUYER INC) N/A 12568YAH7 1695728.640000 PA USD 1695160.570000 0.456091 Long LON CORP US N 2 2028-02-11 Floating 8.4253 N N N N N N BCAP LLC TRUST 2010-RR11 N/A 05533JBJ1 526641.540000 PA USD 362504.910000 0.0975337 Long ABS-MBS CORP US N 2 2036-03-27 Variable 3.81659 N N N N N N PERU LNG SRL 254900F70J1LOALV5K70 P7721BAE1 3600480.000000 PA USD 3457860.670000 0.930354 Long DBT CORP PE N 2 2030-03-22 Fixed 5.375 N N N N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HW3 109766.050000 PA USD 57736.940000 0.0155344 Long DBT NUSS AR N 2 2046-07-09 Variable 4.125 N N N N N N EPIQ (DTI HOLDCO INC) 549300QQVMUL3P8XVJ27 23358EAK5 2493734.340000 PA USD 2228787.540000 0.599666 Long LON CORP US N 2 2029-04-26 Floating 8.1634 N N N N N N FREDDIE MAC STACR REMIC TRUST 2021-DNA7 N/A 35564KNE5 1900000.000000 PA USD 2014899.080000 0.542118 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 12.156 N N N N N N N/A N/A 000000000 1.000000 NC USD 1149402.950000 0.309252 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-01-15 0.000000 USD -22204.680000 USD 3200000.000000 USD 1171607.630000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECK9 200000.000000 PA USD 211865.500000 0.0570034 Long DBT CORP GB N 2 2029-09-13 Floating 6.49 N N N N N N CIFC FUNDING LTD 2014-3A N/A 12549TAA7 814000.000000 PA USD 498265.050000 0.134061 Long ABS-CBDO CORP KY N 2 2026-07-22 Floating 0 N N N N N N BEAR STEARNS ALT-A TRUST 2006-6 N/A 073868BE0 124431.590000 PA USD 63353.390000 0.0170455 Long ABS-MBS CORP US N 2 2036-11-25 Floating 4.47481 N N N N N N VISTRA OPERATIONS COMPANY LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 800000.000000 PA USD 892880.000000 0.240234 Long DBT CORP US N 2 2033-10-15 Fixed 6.95 N N N N N N YAHOO (AKA: AP CORE HOLDINGS II LLC) 549300PND8ZZ4RWYRZ56 00187GAC3 1866560.960000 PA USD 1821642.170000 0.490121 Long LON CORP US N 2 2027-09-01 Floating 9.7779 N N N N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 67117EAG3 15146504.000000 PA USD 454395.120000 0.122257 Long DBT CORP BR N 2 2028-12-31 Fixed 8.5 N N Y N N N J&J VENTURES GAMING LLC 549300BYPH8FLKS5ZS70 46604BAG3 782100.000000 PA USD 789921.000000 0.212532 Long LON CORP US N 3 2028-04-26 Floating 9.2779 N N N N N N BEAR STEARNS ALT-A TRUST 2006-8 N/A 07387QAA8 650885.450000 PA USD 599261.190000 0.161234 Long ABS-MBS CORP US N 2 2046-06-25 Floating 4.59239 N N N N N N WESTMORELAND MINING HOLDINGS LLC N/A 935ZXN908 25225.780000 NS USD 9459.670000 0.0025452 Long EC CORP US Y 3 N N N UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC N/A 91327AAB8 4868000.000000 PA USD 4412164.080000 1.18711 Long DBT CORP US N 2 2030-01-15 Fixed 6 N N N N N N WASHINGTON MUTUAL 2006-AR12 N/A 93363NAM7 124296.650000 PA USD 110047.820000 0.0296089 Long ABS-MBS CORP US N 2 2036-10-25 Floating 3.86584 N N N N N N FINASTRA USA INC 549300ZB2RO6QC7YTK71 953PAWII3 56390.980000 PA USD 56766.830000 0.0152734 Long LON CORP US N 2 2029-09-13 Floating 0.5 N N N N N N ADLER GROUP SA 391200OYYFJ3DWAMEC69 ACI2RMKR2 675204.000000 NS 0.800000 0.0000002 Long EP CORP LU N 3 N N N HARBORVIEW MORTGAGE LOAN TR 2005-4 N/A 41161PMX8 10186.980000 PA USD 7585.650000 0.002041 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.81513 N N N N N N RED VENTURES LLC N/A 75703UAL9 1695710.060000 PA USD 1602446.010000 0.431146 Long LON CORP US N 2 2030-03-04 Floating 6.9134 N N N N N N N/A N/A 000000000 1.000000 NC -14407.650000 -0.0038764 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 1974000.000000 GBP 2640890.240000 USD 2025-11-04 -14407.650000 N N N VALE SA 254900SMTWBX7RU2SR20 B011X9II2 60000000.000000 PA 4047160.510000 1.08891 Long DBT CORP BR N 2 2049-12-29 Variable 1.95545 N N N N N N MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC) N/A 55909UAF6 77610.880000 PA USD 34304.010000 0.0092297 Long LON CORP US N 2 2028-07-27 Floating 11.5679 N N N N N N BOI FINANCE BV 724500ZH3H2YACBUNF38 ACI23L5Y2 1500000.000000 PA 1812293.710000 0.487606 Long DBT MUN NL N 2 2027-02-16 Fixed 7.5 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDC3 400000.000000 PA USD 407115.200000 0.109536 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84 N N N N N N ARGENT SECURITIES INC. 2006-W2 N/A 040104RV5 5519599.780000 PA USD 3094195.460000 0.832508 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.65239 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2 N/A 617941AK5 3668947.180000 PA USD 18226.780000 0.004904 Long ABS-O CORP US N 2 2070-01-25 Variable 0.325 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAD3 1200000.000000 PA USD 1307217.840000 0.351713 Long DBT CORP US N 2 2032-02-01 Fixed 9.875 N N N N N N SVB FINANCIAL TRUST N/A 000000000 13600.000000 NS USD 1632.000000 0.0004391 Long EP CORP US N 2 N N N N/A N/A 000000000 1.000000 NC 1030.390000 0.0002772 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 42552.600000 USD 1829293.720000 TRY 2025-10-14 1030.390000 N N N GHANA GOVT 213800PP4399SNNXZ126 374422AP8 313200.000000 PA USD 264758.180000 0.0712344 Long DBT NUSS GH N 2 2035-07-03 Variable 5 N N N N N N N/A N/A 000000000 -1307586.000000 PA -1538681.390000 -0.41399 Short RA GB N 2 Reverse repurchase N 0.750000 2027-06-11 1400000.000000 EUR 1336496.010000 EUR CDS N N N GHANA GOVT 213800PP4399SNNXZ126 374422AN3 44022.620000 PA USD 37814.030000 0.010174 Long DBT NUSS GH N 2 2030-01-03 None 0 N N N N N N INTEGRITY RE LTD N/A 45833UAM3 1000000.000000 PA USD 1115600.000000 0.300158 Long DBT CORP BM N 2 2026-06-08 Floating 26.7594 N N N N N N N/A N/A 000000000 1.000000 NC 17624.160000 0.0047419 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 458344.460000 USD 2533224.000000 BRL 2025-10-02 17624.160000 N N N N/A N/A 000000000 1.000000 NC USD -122124.150000 -0.0328581 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2033-12-20 75119.720000 USD 0.000000 USD 10600000.000000 USD -197243.870000 N N N JP MORGAN ALTERNATIVE LN TRUST 2006-A1 N/A 46627MDA2 290931.360000 PA USD 214549.220000 0.0577255 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.60788 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1 N/A 02146VAB8 180267.280000 PA USD 132029.590000 0.0355232 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25 N N N N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 2329829.240000 PA USD 22690206.920000 6.10491 Long STIV RF US N 1 N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-60T1 N/A 12668AUX1 831554.240000 PA USD 415590.940000 0.111817 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.5 N N N N N N BRIGHTHOUSE HOLDINGS LLC N/A 10924BAA5 35000.000000 NS USD 31062.500000 0.0083575 Long EP CORP US N 2 N N N COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB N/A 02147QAD4 114582.140000 PA USD 64434.580000 0.0173364 Long ABS-MBS CORP US N 2 2036-08-25 Floating 6 N N N N N N N/A N/A 000000000 1.000000 NC 24842.710000 0.006684 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1177000.000000 USD 76568558.000000 DOP 2026-03-02 24842.710000 N N N TEKNI-PLEX (TRIDENT TPI HOLDINGS INC) 549300TPLK304J3RNC85 00216EAL3 1695728.640000 PA USD 1668351.100000 0.448878 Long LON CORP US N 2 2028-09-15 Floating 7.7515 N N N N N N LONG WALK REINSURANCE LTD N/A 54289CAA0 400000.000000 PA USD 407320.000000 0.109591 Long DBT CORP BM N 2 2031-01-30 Floating 14.1672 N N N N N N FANNIE MAE REMICS 2012-115 N/A 3136A9CH9 615944.250000 PA USD 41734.290000 0.0112288 Long ABS-MBS USGSE US N 2 2042-03-25 Fixed 3.5 N N N N N N WINDSTREAM PARENT INC N/A 958WDX907 326125.000000 NS USD 1833192.330000 0.493229 Long EC CORP US N 3 N N N N/A N/A 000000000 1.000000 NC USD 966958.190000 0.260165 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-08-17 0.000000 USD -3446.390000 USD 15100000.000000 USD 970404.580000 N N N WSTN TRUST 2023-MAUI N/A 92943AAG9 800000.000000 PA USD 805618.800000 0.216755 Long ABS-MBS CORP US N 2 2037-07-05 Variable 8.74794 N N N N N N STEENBOK LUX FINCO 2 SARL N/A 948FWLII3 1092816.890000 PA 347480.960000 0.0934914 Long LON CORP LU N 2 2026-06-30 Fixed 0 N N Y N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN N/A 46650GAG5 1300000.000000 PA USD 1123400.460000 0.302256 Long ABS-MBS CORP US N 2 2035-11-15 Floating 5.79716 N N N N N N JP MORGAN MORTGAGE TRUST 2006-A7 N/A 46629DBJ3 62827.170000 PA USD 52935.070000 0.0142424 Long ABS-MBS CORP US N 2 2037-01-25 Floating 5.4849 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1 N/A 02150GAN8 131151.350000 PA USD 39901.190000 0.0107356 Long ABS-MBS CORP US N 2 2037-05-25 Floating 4.62239 N N N N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 45844.000000 NS USD 1494972.840000 0.40223 Long EC CORP US N 1 N N N LEALAND FINANCE COMPANY BV N/A N5200EAB7 214478.580000 PA USD 153710.360000 0.0413565 Long LON CORP US N 2 2027-12-31 Fixed 5.2779 N N Y N N N CHASE MORGAGE FINANCE CORP 2005-A1 N/A 16162WPE3 1260.820000 PA USD 1198.820000 0.0003225 Long ABS-MBS CORP US N 2 2035-12-25 Floating 4.83824 N N N N N N IHEARTMEDIA INC N/A 45174J608 48387.000000 NS USD 122206.210000 0.0328802 Long EC CORP US N 3 N N N COLLEGE AVE STUDENT LOANS LLC 2024-A N/A 19424R108 5009.000000 PA USD 2674725.360000 0.719648 Long ABS-O CORP US N 3 2054-06-25 Fixed 0 N N N N N N DRYDEN 57 CLO LTD 2018-58A N/A 26245TAC0 5689000.000000 PA USD 405865.550000 0.1092 Long ABS-CBDO CORP KY N 2 2031-07-17 Variable 0 N N N N N N MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC) 5493002WXOPRPTXWTU06 55328HAQ4 4235048.340000 PA USD 3903295.830000 1.0502 Long LON CORP US N 2 2030-12-31 Floating 9.1695 N N N N N N BDO USA PC (AKA: BDO USA PA) 549300HCLKYOUFB75R55 BA000BL33 1336734.700000 PA USD 1348241.540000 0.362751 Long LON CORP US N 3 2028-08-31 Floating 9.2231 N N N N N N N/A N/A 000000000 1.000000 NC USD -750521.940000 -0.201932 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-06-19 1403827.470000 USD 0.000000 USD 49900000.000000 USD -2154349.410000 N N N YINSON BORONIA PRODUCTION BV 5493007X12FTT746N678 98584XAA3 784872.000000 PA USD 874859.630000 0.235385 Long DBT CORP NL N 2 2042-07-31 Fixed 8.947 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 970000.000000 PA USD 1113313.530000 0.299542 Long DBT CORP GB N 2 2033-11-02 Floating 7.437 N N N N N N MCAFEE CORP 2549009UKR8UEZYVCR93 57906HAF4 498743.720000 PA USD 477858.830000 0.12857 Long LON CORP US N 2 2029-03-01 Floating 7.2231 N N N N N N N/A N/A 000000000 1.000000 NC 2032.560000 0.0005469 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 131494.860000 USD 5712925.690000 TRY 2025-11-06 2032.560000 N N N N/A N/A 000000000 1.000000 NC 5954.630000 0.0016021 N/A DFE GB N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 1974000.000000 GBP 2660786.180000 USD 2025-10-02 5954.630000 N N N WAMU MTGE P/T CERT 2007-HY1 N/A 92925VAJ9 100133.670000 PA USD 86173.000000 0.0231853 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.1076 N N N N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 46653KAC2 100000.000000 PA USD 79135.950000 0.0212919 Long DBT CORP NL N 2 2052-04-08 Fixed 4.5 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2006-10 N/A 86361QAD6 284493.970000 PA USD 217191.120000 0.0584363 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.09457 N N N N N N CALI MORTGAGE TRUST 2019-101C N/A 129890AA7 1100000.000000 PA USD 1055960.730000 0.284111 Long ABS-MBS CORP US N 2 2039-03-10 Fixed 3.957 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN 2006-HY3 N/A 12668BNK5 56061.390000 PA USD 52608.620000 0.0141546 Long ABS-MBS CORP US N 2 2036-04-25 Floating 6.57043 N N N N N N N/A N/A 000000000 1.000000 NC 614590.630000 0.165358 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2032-09-21 326026.860000 EUR 0.000000 EUR 3600000.000000 EUR 288563.770000 N N N SLM STUDENT LOAN TRUST 2013-M1 N/A 78447T103 1360.000000 PA USD 460432.190000 0.123882 Long ABS-O CORP US N 3 2029-10-28 Fixed 0 N N N N N N ASURION LLC (AKA: ASURION CORP) 549300KNQVXGIOXWK278 04649VBB5 1695641.020000 PA USD 1701058.590000 0.457678 Long LON CORP US N 2 2028-08-19 Floating 8.2634 N N N N N N N/A N/A 000000000 -3346604.670000 PA USD -3347422.730000 -0.90064 Short RA US N 2 Reverse repurchase N 4.400000 2025-12-24 3791363.000000 USD 3846167.150000 USD CDS N N N N/A N/A 000000000 1.000000 NC -7338.050000 -0.0019743 N/A DFE PE N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 1108316.800000 PEN 311255.000000 USD 2025-12-17 -7338.050000 N N N N/A N/A 000000000 1.000000 NC 4372.630000 0.0011765 N/A DFE MX N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 165493.120000 USD 3136127.720000 MXN 2025-12-17 4372.630000 N N N NGD HOLDINGS BV 984500ED2ABF0UF46690 ACI1XVPP6 143426.000000 PA USD 130517.660000 0.0351164 Long DBT CORP NL N 2 2026-12-31 Fixed 6.75 N N N N N N XBP GLOBAL HOLDINGS INC 984500BE0P94C4CD8C71 98400V101 3253.000000 NS USD 2625.170000 0.0007063 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC 837.350000 0.0002253 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 40069.230000 USD 1718409.000000 TRY 2025-10-15 837.350000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1T4 1387843.200000 PA USD 713339.890000 0.191928 Long DBT NUSS AR N 2 2030-07-09 Variable 0.75 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT N/A 46645WAC7 1182000.000000 PA USD 1002336.000000 0.269683 Long ABS-MBS CORP US N 2 2033-07-05 Floating 5.739 N N N N N N COHESITY INC 254900JU2GC36CXYYG09 955EKAII3 3109.000000 NS USD 61129.700000 0.0164472 Long EP CORP US Y 3 N N N COUNTRYWIDE ALT LN TRUST 2005-1CB N/A 12667F2R5 96752.530000 PA USD 40201.810000 0.0108165 Long ABS-MBS CORP US N 2 2035-03-25 Fixed 5.5 N N N N N N INCORA TOP HOLDCO LLC N/A 955PRF008 155272.000000 NS USD 6232487.340000 1.67688 Long EC CORP US Y 3 N N N N/A N/A 000000000 1.000000 NC USD -1440681.210000 -0.387622 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2032-12-21 0.000000 USD -1709568.030000 USD 12500000.000000 USD 268886.820000 N N N HARBORVIEW MTGE LOAN TRUST 2004-10 N/A 41161PJH7 15067.400000 PA USD 14102.190000 0.0037943 Long ABS-MBS CORP US N 2 2035-01-19 Floating 4.96807 N N N N N N DATABRICKS INC 984500FEDAC7FBD96273 BA000D206 409388.650000 PA USD 416552.950000 0.112075 Long LON CORP US N 3 2031-01-03 Floating 8.7231 N N N N N N SYNIVERSE CORPORATION N/A 936UVD902 1475733.630000 NS USD 1438819.630000 0.387121 Long EP CORP US Y 3 N N N JAB HOLDINGS BV 529900RRNKUM3INJGF98 46653KAB4 250000.000000 PA USD 173591.600000 0.0467056 Long DBT CORP NL N 2 2051-05-28 Fixed 3.75 N N N N N N TRANSOCEAN INTERNATIONAL LIMITED DOL4HJ22ADYSIWES4H94 893830BY4 1500000.000000 PA USD 1480044.330000 0.398213 Long DBT CORP KY N 2 2029-05-15 Fixed 8.25 N N N N N N MARINE ONE HOLDCO LLC N/A 902LVFII8 1500.000000 NS USD 9476.650000 0.0025497 Long EC CORP US Y 3 N N N N/A N/A 000000000 1.000000 NC 1902237.070000 0.511806 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2032-09-21 708748.220000 GBP 0.000000 GBP 7300000.000000 GBP 1193488.850000 N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAV1 400000.000000 PA USD 433675.200000 0.116682 Long DBT CORP US N 2 2030-08-15 Fixed 9.875 N N N N N N TITANIUM 2L BONDCO SA RL 636700S4QMU2DWYOSF67 ACI2R0R44 3783900.000000 PA 1167418.120000 0.314099 Long DBT CORP LU N 2 2031-01-14 Fixed 6.25 N N Y N N N INTELSAT SA 549300YV2L21F4K80V46 000000000 113713.000000 NS USD 0.110000 0 Long EC CORP LU Y 3 N N N N/A N/A 000000000 195.000000 NC USD 0.000000 0 N/A DE US N 3 None N/A Call Purchased MARINE ONE HOLDCO LLC WEST MARINE NEW COMMON STOCK N/A 0.010000 USD 2028-09-11 XXXX 0.000000 N N N DATABRICKS INC 984500FEDAC7FBD96273 BA000D1C1 90611.360000 PA USD 90611.360000 0.0243794 Long LON CORP US N 3 2031-01-03 Floating 1 N N N N N N N/A N/A 000000000 1.000000 NC 461.950000 0.0001243 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 994000.000000 EUR 1167468.310000 USD 2025-10-02 461.950000 N N N URSA RE LTD 549300O8X4DWGDJZ6W59 90323WAN0 400000.000000 PA USD 417580.000000 0.112352 Long DBT CORP BM N 2 2028-12-07 Floating 13.1772 N N N N N N BANC OF AMERICA FUNDING CORP 2006-6 N/A 05950RBJ7 295555.950000 PA USD 275726.980000 0.0741856 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC 1160.160000 0.0003121 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 174940.750000 USD 7618582.190000 TRY 2025-11-20 1160.160000 N N N N/A N/A 000000000 1.000000 NC USD -121070.460000 -0.0325746 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2026-06-15 248879.790000 USD 0.000000 USD 15300000.000000 USD -369950.250000 N N N IHEARTMEDIA INC N/A 45174J509 62317.000000 NS USD 178849.790000 0.0481204 Long EC CORP US N 1 N N N GOEASY LTD 5493009DJVZG2P8YV435 380355AN7 1800000.000000 PA USD 1810420.200000 0.487102 Long DBT CORP CA N 2 2030-10-01 Fixed 7.375 N N N N N N NUVEEN CHURCHILL DIRECT LENDING CORP 254900X3ULEP6XX7HG39 67090SAA6 2000000.000000 PA USD 2065462.680000 0.555723 Long DBT CORP US N 2 2030-03-15 Fixed 6.65 N N N N N N AL GCX HOLDINGS LLC 2549009G4C2J89LNWS21 00162DAB1 1447641.400000 PA USD 1447417.020000 0.389434 Long LON CORP US N 2 2029-05-17 Floating 6.2231 N N N N N N N/A N/A 000000000 1.000000 NC USD 1043654.700000 0.2808 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2028-08-24 0.000000 USD -3808.950000 USD 16100000.000000 USD 1047463.650000 N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 N/A 35563PMB2 482037.790000 PA USD 217323.070000 0.0584718 Long ABS-MBS CORP US N 2 2058-10-25 Variable 3.62133 N N N N N N COLLEGE AVE STUDENT LOANS LLC 2024-A N/A 19424RAE8 902000.000000 PA USD 963702.750000 0.259289 Long ABS-O CORP US N 2 2054-06-25 Fixed 8.66 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI2JSF94 500000.000000 PA 616405.950000 0.165847 Long DBT NUSS RO N 2 2033-09-18 Fixed 6.375 N N N N N N FLORA FOOD MANAGEMENT BV 2549002VGA888UKFKS25 ACI2PNX49 800000.000000 PA 940803.930000 0.253128 Long DBT CORP NL N 2 2029-07-02 Fixed 6.875 N N N N N N N/A N/A 000000000 1.000000 NC 413.790000 0.0001113 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 18188.200000 USD 773998.850000 TRY 2025-10-03 413.790000 N N N EQUINITI (ARMOR HOLDCO INC) 254900X6HLK0YPTHHF09 04625PAA9 2000000.000000 PA USD 1997332.000000 0.537392 Long DBT CORP US N 2 2029-11-15 Fixed 8.5 N N N N N N TOPAZ SOLAR FARMS LLC N/A 89054XAC9 3791363.000000 PA USD 3846167.150000 1.03483 Long DBT CORP US N 2 2039-09-30 Fixed 5.75 N N N N N N MNSN HOLDINGS INC N/A 55339C109 1675.000000 NS USD 100500.000000 0.02704 Long EC CORP US Y 1 N N N BEAR STEARNS ALT-A TRUST 2005-7 N/A 07386HVV0 91058.070000 PA USD 39462.240000 0.0106175 Long ABS-MBS CORP US N 2 2035-09-25 Floating 4.64408 N N N N N N AMSURG LLC N/A 949ABEII2 541571.070000 PA USD 541571.070000 0.145712 Long LON CORP US N 3 2026-11-03 Floating 12.2297 N N N N N N SUNTRUST ADJR MRTG LN TR 2007-1 N/A 78473NAC7 28217.490000 PA USD 24300.360000 0.0065381 Long ABS-MBS CORP US N 2 2037-02-25 Floating 5.95816 N N N N N N CSMC TRUST 2017 N/A 12652FAN2 1000000.000000 PA USD 163380.000000 0.0439582 Long ABS-MBS CORP US N 2 2032-11-10 Variable 3.9041 N N N N N N HILTON USA TRUST 2016-SFP N/A 43289VAA1 1400000.000000 PA USD 1173886.700000 0.31584 Long ABS-MBS CORP US N 2 2035-11-05 Fixed 2.82844 N N N N N N CHEPLAPHARM ARZNEIMITTEL GMBH 529900ONXKBELT7EW052 16412EAA5 618000.000000 PA USD 604079.300000 0.16253 Long DBT CORP DE N 2 2028-01-15 Fixed 5.5 N N N N N N QWEST CORPORATION 549300R2L4N683OO1509 668027AT2 7000000.000000 PA USD 6946870.000000 1.86909 Long DBT CORP US N 2 2030-05-01 Fixed 7.75 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAK1 1280000.000000 PA USD 1278739.850000 0.344051 Long DBT CORP US N 2 2028-01-15 Fixed 4.5 N N N N N N SYNIVERSE HOLDINGS LLC 549300CYZBHMZC8VLL59 87168TAB7 4798486.640000 PA USD 4695391.150000 1.26332 Long LON CORP US N 2 2027-05-13 Floating 11.0015 N N N N N N VALARIS LIMITED N/A 91889FAC5 356000.000000 PA USD 369723.540000 0.0994759 Long DBT CORP BM N 2 2030-04-30 Fixed 8.375 N N N N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 345370BS8 4805000.000000 PA USD 5078796.250000 1.36647 Long DBT CORP US N 2 2097-05-15 Fixed 7.7 N N N N N N MORGAN STANLEY MTGE LN TR 2007-7AX N/A 61754HAB8 2343532.480000 PA USD 615792.690000 0.165682 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.51239 N N N N N N ADAGIO VI CLO DAC VI-A N/A ACI0YQYN3 1306077.000000 PA 355135.570000 0.0955509 Long ABS-CBDO CORP IE N 2 2031-04-30 Variable 0 N N N N N N N/A N/A 000000000 1.000000 NC USD 2149084.670000 0.578221 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2031-12-15 0.000000 USD -281136.280000 USD 20100000.000000 USD 2430220.950000 N N N FANNIE MAE REMICS 2019-1 N/A 3136B3ZF0 169054.660000 PA USD 19231.520000 0.0051743 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 1.57949 N N N N N N MARLETTE FUNDING TRUST 2019-2 N/A 57109H102 6330.000000 PA USD 208.580000 0.0000561 Long ABS-O CORP US N 3 2029-07-16 Fixed 0 N N N N N N CDK GLOBAL (CENTRAL PARENT LLC) N/A 15477BAE7 2878195.490000 PA USD 2496964.110000 0.67182 Long LON CORP US N 2 2029-07-06 Floating 7.2515 N N N N N N INCORA INTERMEDIATE II LLC N/A 955PRK007 3432480.010000 PA USD 5553289.820000 1.49414 Long DBT CORP US Y 3 2033-01-30 Fixed 6 N N Y Y N INCORA TOP HOLDCO LLC USD XXXX N N N CLEAR CHANNEL OUTDOOR HOLDINGS INC 254900XBEE6V1ENYS150 18453H106 261329.000000 NS USD 412899.820000 0.111093 Long EC CORP US N 1 N N N ENVALIOR FINANCE GMBH 254900GAG6U7Z5TROP43 D255LZAB1 1100000.000000 PA 1222575.940000 0.32894 Long LON CORP DE N 2 2030-03-29 Floating 7.526 N N N N N N FREDDIE MAC REMICS 4342 N/A 3137BAYC0 438976.850000 PA USD 15865.980000 0.0042688 Long ABS-MBS USGSE US N 2 2033-11-15 Fixed 3 N N N N N N SVB FINANCIAL TRUST N/A 000000000 1910.000000 NS USD 1040950.000000 0.280073 Long EP CORP US N 2 N N N QUIDELORTHO CORPORATION 549300YU8CMO9HF53113 74840YAH7 2500000.000000 PA USD 2490112.500000 0.669976 Long LON CORP US N 2 2032-08-20 Floating 8.0015 N N N N N N N/A N/A 000000000 63531.000000 NC USD 356548.740000 0.0959311 N/A DE US N 3 None N/A Call Purchased WINDSTREAM PARENT INC WINDSTREAM PARENT EQUITY N/A 0.010000 USD 2035-08-01 XXXX -30453.650000 N N N CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP N/A 12651QAQ2 3147000.000000 PA USD 3132845.110000 0.842907 Long ABS-MBS CORP US N 2 2032-07-15 Floating 8.794 N N N N N N STEENBOK LUX FINCO 2 SARL N/A 948FWKII5 6026735.660000 PA 2196401.240000 0.590952 Long LON CORP LU N 2 2026-06-30 Fixed 0 N N Y N N N BEAR STEARNS ALT-A TRUST II 2007-1 N/A 07389KAA9 1607123.380000 PA USD 762002.280000 0.20502 Long ABS-MBS CORP US N 2 2047-09-25 Floating 4.21474 N N N N N N AHLSTROM HOLDING 3 OY 743700UEY0YM039XN974 78475BAB3 2000000.000000 PA USD 2004500.000000 0.53932 Long LON CORP FI N 2 2030-05-23 Floating 8.5131 N N N N N N MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC) N/A 55909UAG4 275609.790000 PA USD 56768.730000 0.0152739 Long LON CORP US N 2 2028-07-27 Floating 10.8179 N N N N N N MCAFEE ENTERPRISE (MAGENTA SECURITY HOLDINGS LLC) N/A 55909UAE9 59389.310000 PA USD 48864.040000 0.0131471 Long LON CORP US N 2 2028-07-27 Floating 11.3179 N N N N N N STEPSTONE GROUP MIDCO 2 GMBH 894500DB5T5ENCFFQU61 BA000BVC2 2000000.000000 PA USD 1902500.000000 0.511877 Long LON CORP US N 2 2031-12-19 Floating 8.6077 N N N N N N COREWEAVE COMPUTE ACQUISITION CO II LLC N/A BA0004JK4 3200000.000000 PA USD 3292532.670000 0.885872 Long LON CORP US N 3 2029-05-30 Floating 6.7829 N N N N N N N/A N/A 000000000 1.000000 NC 1286952.810000 0.346261 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2052-12-09 139302.610000 EUR 0.000000 EUR 9900000.000000 EUR 1147650.200000 N N N MORGAN STANLEY MTGE LN TR 2006-7 N/A 61749JAS5 1916556.540000 PA USD 487335.480000 0.13112 Long ABS-MBS CORP US N 2 2036-06-25 Variable 5.962 N N N N N N BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1 N/A 07389QAE8 214241.120000 PA USD 73937.740000 0.0198933 Long ABS-MBS CORP US N 2 2036-10-25 Fixed 6.5 N N N N N N GUARDIAN BIDCO INC N/A BA000P6S4 600000.000000 PA USD 594000.000000 0.159819 Long LON CORP US N 3 2032-08-29 Fixed 9.6712 N N Y N N N NEW ALBERTSONS LP N/A 01310QCW3 2800000.000000 PA USD 2833166.000000 0.762277 Long DBT CORP US N 2 2028-02-23 Fixed 6.57 N N N N N N CIFC FUNDING LTD 2014-2RA N/A 125475AA1 1200000.000000 PA USD 199627.940000 0.0537108 Long ABS-CBDO CORP KY N 2 2030-04-24 Fixed 0 N N N N N N DISH NETWORK CORPORATION 529900U350CWHH15G169 25470MAB5 1600000.000000 PA USD 1549600.000000 0.416927 Long DBT CORP US N 2 2026-08-15 Fixed 3.375 N N N Y N DISH NETWORK CORPORATION USD XXXX N N N N/A N/A 000000000 1.000000 NC USD -176319.610000 -0.0474396 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-06-20 0.000000 USD -274375.720000 USD 14500000.000000 USD 98056.110000 N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71654QDL3 765000.000000 PA USD 824565.200000 0.221853 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75 N N N N N N BAUSCH + LOMB CORPORATION 549300NY6OZM39SO6475 C0787FAJ1 299250.000000 PA USD 299811.090000 0.0806656 Long LON CORP CA N 2 2031-01-15 Floating 8.4134 N N N N N N N/A N/A 000000000 1.000000 NC USD -839623.020000 -0.225905 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2031-04-12 0.000000 USD -13929.540000 USD 7000000.000000 USD -825693.480000 N N N FIRST BRANDS GROUP LLC N/A 31935HAG2 789773.030000 PA USD 287773.550000 0.0774268 Long LON CORP US N 2 2027-03-30 Floating 0 Y N N N N N BELLE HAVEN ABS CDO LTD 2006-1A N/A 078452AA7 85896251.580000 PA USD 197904.960000 0.0532473 Long ABS-CBDO CORP KY N 2 2046-07-05 Floating 7.75 N N N N N N TOBACCO SETTLEMENT FINANCE AUTHORITY N/A 88880LAB9 21900000.000000 PA USD 2046692.970000 0.550672 Long DBT MUN US N 2 2047-06-01 None 0 N N N N N N MERCURY AGGREGATOR LP N/A BA000FDW9 393146.100000 PA USD 115623.230000 0.031109 Long LON CORP US N 3 2026-04-03 Fixed 0 N N N N N N US RENAL CARE INC 54930058SS5MF69JGN89 90290PAS3 9447301.370000 PA USD 9044326.730000 2.43342 Long LON CORP US N 2 2028-06-28 Floating 9.2779 N N N N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 67117EAE8 7065625.000000 PA USD 4663312.500000 1.25469 Long DBT CORP BR N 2 2027-06-30 Fixed 13.5 N N Y N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI2MY762 190000.000000 PA 227314.640000 0.0611601 Long DBT NUSS RO N 2 2031-03-22 Fixed 5.375 N N N N N N TABERNA PREFERRED FUNDING LTD 2006-5A N/A 87331BAA0 108863.060000 PA USD 99065.380000 0.026654 Long ABS-CBDO CORP KY N 2 2036-08-05 Floating 4.96284 N N N N N N J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-MINN N/A 46650GAJ9 600000.000000 PA USD 444208.560000 0.119516 Long ABS-MBS CORP US N 2 2035-11-15 Floating 6.14716 N N N N N N N/A N/A 000000000 1.000000 NC 7918.980000 0.0021306 N/A DCR GB N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 JAGUAR LAND ROVER AUTOMOTIVE PLC (AKA: JAGUAR LAND ROVER PLC) JAGUAR LAND ROVER AUTOMO Y Single Leg Swap 2026-06-20 14055.270000 EUR 0.000000 EUR 200000.000000 EUR -6136.290000 N N N N/A N/A 000000000 1.000000 NC 4954.280000 0.001333 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 280530.180000 USD 12224102.590000 TRY 2025-11-07 4954.280000 N N N UNICORN BAY (HONG KONG) INVESTMENTS LIMITED N/A BA00077Z7 19427198.150000 PA 2527649.000000 0.680076 Long LON CORP HK N 3 2026-12-31 Fixed 13 N N N N N N N/A N/A 000000000 1.000000 NC 2233.160000 0.0006008 N/A DFE N/A N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3375170.400000 DOP 56000.000000 USD 2025-11-20 2233.160000 N N N AMSURG LLC N/A 949ABFII9 6894055.580000 PA USD 7100877.250000 1.91052 Long LON CORP US N 3 2028-09-15 Fixed 12.2297 N N Y N N N COUNTRYWIDE ALT LOAN TRUST 2006-36T2 N/A 02146XAF5 614887.440000 PA USD 248720.990000 0.0669196 Long ABS-MBS CORP US N 2 2036-12-25 Floating 6.25 N N N N N N COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB N/A 02147RAQ3 184496.820000 PA USD 52778.820000 0.0142004 Long ABS-MBS CORP US N 2 2036-08-25 Fixed 6.5 N N N N N N MEDIAPRO (SUBCALIDORA 2 SARL) N/A BA0007DG2 1566036.740000 PA 1847799.500000 0.497159 Long LON CORP ES N 3 2029-08-14 Floating 7.75 N N N N N N BEIGNET INVESTOR LLC N/A 990AAXQG4 5550000.000000 PA USD 5550000.000000 1.49325 Long DBT CORP US N 3 2049-06-01 Fixed 6.85 N N N N N N MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2 N/A 617941AL3 3668947.180000 PA USD 138972.750000 0.0373913 Long ABS-O CORP US N 2 2070-01-25 Variable 1.3578 N N N N N N YAHOO (AKA: AP CORE HOLDINGS II LLC) 549300PND8ZZ4RWYRZ56 00187GAD1 5100000.000000 PA USD 4973035.500000 1.33802 Long LON CORP US N 2 2027-09-01 Floating 9.7779 N N N N N N INCORA INTERMEDIATE II LLC N/A 45338XAA3 4775509.000000 PA USD 4775508.990000 1.28487 Long DBT CORP US N 3 2030-01-31 Fixed 12.39 N N Y N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAW9 1400000.000000 PA USD 1544769.800000 0.415628 Long DBT CORP US N 2 2030-10-15 Fixed 11 N N N N N N N/A N/A 000000000 1.000000 NC USD 652764.860000 0.175629 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-09-17 956160.000000 USD 0.000000 USD 39700000.000000 USD -303395.140000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 040114HU7 6187789.000000 PA USD 3489913.000000 0.938978 Long DBT NUSS AR N 2 2038-01-09 Variable 5 N N N N N N PETROLEOS MEXICANOS (PEMEX) 549300CAZKPF4HKMPX17 71643VAB1 830000.000000 PA USD 823051.240000 0.221446 Long DBT CORP MX N 2 2032-02-16 Fixed 6.7 N N N N N N N/A N/A 000000000 1.000000 NC USD 90332.390000 0.0243044 N/A DCR US N 3 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 N/A ESKOM HOLDINGS Y Single Leg Swap 2029-06-30 0.000000 USD 0.000000 USD 1500000.000000 USD 90332.390000 N N N FANNIE MAE REMICS 2010-137 N/A 31398SQX4 114225.260000 PA USD 115549.780000 0.0310892 Long ABS-MBS USGSE US N 2 2040-12-25 Floating 1.59033 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2008-2R N/A 021482AJ3 331525.010000 PA USD 168520.160000 0.0453411 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6 N N N N N N REALPAGE INC 5493001RSFZX4122A604 75605VAD4 1401748.050000 PA USD 1399883.730000 0.376645 Long LON CORP US N 2 2028-04-24 Floating 7.2631 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 23800.000000 NS USD 515666.670000 0.138743 Long EC CORP LU Y 3 N N N INTERNET BRANDS INC (MH SUB I LLC) 2549005VFKP807SR8N49 45567YAN5 1691348.600000 PA USD 1631094.310000 0.438854 Long LON CORP US N 2 2028-05-03 Floating 8.2515 N N N N N N WASHINGTON MUTUAL 2006-AR17 N/A 92925DAD2 142378.030000 PA USD 129522.950000 0.0348488 Long ABS-MBS CORP US N 2 2046-12-25 Floating 3.94288 N N N N N N ROMANIA GOVT 315700IASY927EDWBK92 ACI2JSF11 500000.000000 PA 617174.950000 0.166054 Long DBT NUSS RO N 2 2028-09-18 Fixed 5.5 N N N N N N CAIXABANK SA (AKA: LA CAIXA) 7CUNS533WID6K7DGFI87 12803RAC8 200000.000000 PA USD 222964.310000 0.0599896 Long DBT CORP ES N 2 2034-09-13 Floating 6.84 N N N N N N N/A N/A 000000000 1.000000 NC USD 45098897.590000 12.1341 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2050-12-11 18148.130000 USD 0.000000 USD 91100000.000000 USD 45080749.460000 N N N INTELSAT SA 549300YV2L21F4K80V46 000000000 113713.000000 NS USD 1353270.100000 0.364104 Long EC CORP LU N 3 N N N CITY OF DETROIT 549300BQRJP7MKKHOY28 251093S84 1292613.000000 PA USD 1018405.060000 0.274007 Long DBT MUN US N 2 2044-04-01 Variable 4 N N N N N N SOHO TRUST 2021-SOHO N/A 83410JAA6 2940000.000000 PA USD 2429633.930000 0.653705 Long ABS-MBS CORP US N 2 2038-08-10 Variable 2.78647 N N N N N N N/A N/A 000000000 1.000000 NC USD 5511796.990000 1.48297 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2031-06-16 2459755.960000 USD 0.000000 USD 36300000.000000 USD 3052041.030000 N N N N/A N/A 000000000 1.000000 NC -1319.100000 -0.0003549 N/A DFE BR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 2540268.380000 BRL 475973.090000 USD 2025-10-02 -1319.100000 N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-ASH8 N/A 46649JAL2 822784.820000 PA USD 796764.250000 0.214373 Long ABS-MBS CORP US N 2 2035-02-15 Floating 6.498 N N N N N N WSTN TRUST 2023-MAUI N/A 92943AAE4 800000.000000 PA USD 813958.720000 0.218999 Long ABS-MBS CORP US N 2 2037-07-05 Variable 7.9576 N N N N N N OI SA (AKA: BRASIL TELECOM S/A) 254900YEMWCRRAGD4978 B7XL4M900 2396619.000000 NS 238659.980000 0.0642126 Long EC CORP BR N 1 N N N DOMINICAN REPUBLIC GOVT 254900EHU7Q8FGVPI369 P3579ECV7 21000000.000000 PA 365893.230000 0.0984453 Long DBT NUSS DO N 2 2036-06-01 Fixed 10.75 N N N N N N COLLEGE AVE STUDENT LOANS LLC 2024-A N/A 19424RAD0 626000.000000 PA USD 649659.920000 0.174794 Long ABS-O CORP US N 2 2054-06-25 Fixed 6.61 N N N N N N WINDSTREAM PARENT INC N/A 990AAJEB9 2080.500000 NS USD 2080500.000000 0.559768 Long EP CORP US N 3 N N N N/A N/A 000000000 1.000000 NC USD 158805.600000 0.0427274 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-02-17 0.000000 USD -1067.470000 USD 4500000.000000 USD 159873.070000 N N N UBISOFT ENTERTAINMENT 969500I7C8V1LBIMSM05 ACI1SYQ75 900000.000000 PA 986858.600000 0.265519 Long DBT CORP FR N 2 2027-11-24 Fixed 0.878 N N N N N N STRUCTURED ADJUSTABLE RT MTGE LN 2005-23 N/A 863579L48 365109.880000 PA USD 197177.850000 0.0530516 Long ABS-MBS CORP US N 2 2036-01-25 Floating 4.32197 N N N N N N BAUSCH HEALTH COS (1261229 BC LTD) N/A C6903HAB0 1995000.000000 PA USD 1970680.950000 0.530221 Long LON CORP CA N 2 2030-10-08 Floating 10.4134 N N N N N N BAUSCH HEALTH COS (1261229 BC LTD) N/A 68288AAA5 500000.000000 PA USD 512921.020000 0.138004 Long DBT CORP CA N 2 2032-04-15 Fixed 10 N N N N N N COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR N/A 12564NAL6 1100000.000000 PA USD 1063583.840000 0.286162 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.613 N N N N N N JP MORGAN MORTGAGE TRUST 2006-A1 N/A 466247F57 63843.840000 PA USD 42182.260000 0.0113493 Long ABS-MBS CORP US N 2 2036-02-25 Floating 5.46635 N N N N N N N/A N/A 000000000 1.000000 NC 1207.740000 0.0003249 N/A DFE BR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 475973.090000 USD 2576394.740000 BRL 2025-12-02 1207.740000 N N N RENAISSANCE HOME EQUITY LOAN TR 2007-3 N/A 75971FAF0 1021357.690000 PA USD 402282.150000 0.108236 Long ABS-MBS CORP US N 2 2037-09-25 Variable 7.238 N N N N N N N/A N/A 000000000 1.000000 NC -170469.420000 -0.0458656 N/A DFE N/A N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 22131233.170000 EUR 25812719.550000 USD 2025-10-02 -170469.420000 N N N CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA N/A 224939AA6 500000.000000 PA 155167.700000 0.0417486 Long DBT CORP PE N 2 2043-12-15 Fixed 10.1 N N N N N N IVANTI SOFTWARE INC 254900GHAXAYKWDX9F60 46583DAH2 2258001.990000 PA USD 1886560.660000 0.507588 Long LON CORP US N 2 2029-06-01 Floating 9.05805 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 2644.000000 NS USD 57286.670000 0.0154132 Long EC CORP LU Y 3 N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAL9 1800000.000000 PA USD 1758523.120000 0.473139 Long DBT CORP US N 2 2029-02-15 Fixed 3.875 N N N N N N FANNIE MAE REMICS 2013-18 N/A 3136ACXD8 105415.160000 PA USD 6724.240000 0.0018092 Long ABS-MBS USGSE US N 2 2032-12-25 Fixed 3.5 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JN8 2171500.000000 PA USD 1865429.920000 0.501903 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N X CORPORATION N/A 90184NAG3 4810634.050000 PA USD 4725774.470000 1.27149 Long LON CORP US N 2 2029-10-26 Floating 10.9579 N N N N N N N/A N/A 000000000 1.000000 NC -164.080000 -0.0000441 N/A DFE CA N 2 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED JHE42UYNWWTJB8YTTU19 523828.790000 USD 727598.190000 CAD 2025-11-04 -164.080000 N N N DISH DBS CORPORATION N/A 25470XBF1 3560000.000000 PA USD 3415784.400000 0.919033 Long DBT CORP US N 2 2028-12-01 Fixed 5.75 N N N N N N N/A N/A 000000000 -3195045.940000 PA USD -3201748.440000 -0.861446 Short RA US N 2 Reverse repurchase N 4.720000 2025-11-10 3203000.000000 USD 3329713.680000 USD CDS N N N N/A N/A 000000000 1.000000 NC 427005.990000 0.114888 N/A DIR N/A N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Euribor 6 Month ACT/360 Y 2030-03-18 62224.040000 EUR 0.000000 EUR 3400000.000000 EUR 364781.950000 N N N INDYMAC IMSC MTGE LN TRUST 2007-F2 N/A 45670JAE2 1642236.670000 PA USD 496627.970000 0.13362 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.5 N N N N N N GSPA MONETIZATION TRUST N/A 36298GAA7 837506.540000 PA USD 845381.830000 0.227454 Long DBT CORP US N 2 2029-10-09 Fixed 6.422 N N N N N N HESTIA RE LTD 549300QRKQ1ZKOXEMZ38 42815KAA0 13400.000000 PA USD 7504.000000 0.002019 Long DBT CORP BM N 2 2029-04-22 Floating 4.06337 N N N N N N VIALTO PARTNERS (GALAXY US OPCO INC) N/A 36321DAB3 1790607.510000 PA USD 1636176.570000 0.440221 Long LON CORP US N 2 2030-07-31 Fixed 10.0579 N N Y N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2 N/A 35563PYJ2 298986.620000 PA USD 147524.210000 0.0396921 Long ABS-MBS CORP US N 2 2064-05-25 Variable 5.4612 N N N N N N FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1 N/A 35563CAH1 3675863.040000 PA USD 2440153.270000 0.656535 Long ABS-MBS USGSE US N 3 2055-11-25 Floating 6.15383 N N N N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 29279UAB2 1187596.890000 PA USD 861007.750000 0.231658 Long LON CORP US N 3 2028-02-10 Floating 7.8375 N N N N N N N/A N/A 000000000 1.000000 NC -95340.970000 -0.0256519 N/A DIR GB N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SONIA O/N Deposit Rates Swap N/A N/A Y 2030-09-17 0.000000 GBP -85469.730000 GBP 16500000.000000 GBP -9871.240000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401BB3 250000.000000 PA USD 313330.040000 0.0843029 Long DBT CORP CH N 2 2033-11-15 Floating 9.016 N N N N N N N/A N/A 000000000 1.000000 NC -3671.080000 -0.0009877 N/A DFE CA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 526734.620000 USD 727912.480000 CAD 2025-10-02 -3671.080000 N N N COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND) DG3RU1DBUFHT4ZF9WN62 BJBQCWII7 1246400.000000 NS 1686363.890000 0.453724 Long EP CORP NL N 2 N N N VISTRA ZERO OPERATING COMPANY LLC N/A 92841DAB7 199000.000000 PA USD 197197.060000 0.0530568 Long LON CORP US N 2 2031-04-30 Floating 6.1634 N N N N N N GUARDIAN BIDCO INC N/A BA000P6T2 100000.000000 PA USD 100000.000000 0.0269055 Long LON CORP US N 3 2032-08-29 Fixed 1 N N Y N N N BCAP LLC TRUST 2011-RR5 N/A 05534AAP6 286920.740000 PA USD 475388.360000 0.127906 Long ABS-MBS CORP US N 2 2037-03-26 Floating 4.48024 N N N N N N DISH DBS CORPORATION N/A 25470XBE4 3520000.000000 PA USD 3461688.740000 0.931384 Long DBT CORP US N 2 2026-12-01 Fixed 5.25 N N N N N N N/A N/A 000000000 1.000000 NC 1035.790000 0.0002787 N/A DFE HK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 16162000.000000 HKD 2078588.260000 USD 2025-10-17 1035.790000 N N N GHANA GOVT 213800PP4399SNNXZ126 374422AM5 217800.000000 PA USD 212586.720000 0.0571975 Long DBT NUSS GH N 2 2029-07-03 Variable 5 N N N N N N PRIMO BRANDS CORPORATION 254900J0WS4AXV2LAX55 89678QAD8 294772.500000 PA USD 295055.480000 0.0793861 Long LON CORP US N 2 2028-03-31 Floating 6.2515 N N N N N N NEWFOLD DIGITAL HOLDINGS GROUP INC 549300UTQC2651SB0W88 29279XAA8 500000.000000 PA USD 312500.000000 0.0840796 Long DBT CORP US N 3 2029-02-15 Fixed 6 N N N N N N EUROSAIL PLC 2007-3X N/A G3299SAF2 239052.420000 PA 267476.660000 0.0719659 Long ABS-MBS CORP GB N 2 2045-06-13 Floating 8.09087 N N N N N N VERUS SECURITIZATION TRUST 2024-5 N/A 92540HAF3 500000.000000 PA USD 501649.000000 0.134971 Long ABS-MBS CORP US N 2 2069-06-25 Variable 7.78173 N N N N N N MERCURY AGGREGATOR LP N/A BA000FDV1 729837.230000 PA USD 214643.210000 0.0577508 Long LON CORP US N 3 2026-04-03 Fixed 0 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECL7 300000.000000 PA USD 332024.540000 0.0893328 Long DBT CORP GB N 2 2034-09-13 Floating 6.692 N N N N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 N/A 35563PNE5 565000.190000 PA USD 254040.870000 0.0683509 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.83262 N N N N N N MERRILL LYNCH MTGE INVESTORS 2006-A1 N/A 59020U5W1 440993.480000 PA USD 216893.070000 0.0583561 Long ABS-MBS CORP US N 2 2036-03-25 Floating 4.44009 N N N N N N FANNIE MAE REMICS 2013-41 N/A 3136ADS67 481665.330000 PA USD 48309.680000 0.0129979 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 4 N N N N N N GATEWAY CASINOS & ENTERTAINMENT LIMITED 549300JSKBQMMD1B3U44 BA000DCX3 3163256.280000 PA USD 3166229.740000 0.851889 Long LON CORP CA N 2 2030-12-18 Floating 10.2757 N N N N N N RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2006-RS5 N/A 75156YAD1 78030.750000 PA USD 73660.450000 0.0198187 Long ABS-MBS CORP US N 2 2036-09-25 Floating 4.83239 N N N N N N WINSTON RE LTD 2549001Q4VX5Y31QFJ88 975660AA9 250000.000000 PA USD 269200.000000 0.0724295 Long DBT CORP BM N 2 2031-02-26 Floating 14.1398 N N N N N N COUNTRYWIDE ALT LOAN TRUST 2004-35T2 N/A 12667FQ99 102764.030000 PA USD 85145.300000 0.0229087 Long ABS-MBS CORP US N 2 2035-02-25 Fixed 6 N N N N N N N/A N/A 000000000 1.000000 NC USD -100711.200000 -0.0270968 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2033-12-20 96605.310000 USD 0.000000 USD 8400000.000000 USD -197316.510000 N N N N/A N/A 000000000 1.000000 NC -47016.520000 -0.01265 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 28364218.210000 USD 24119233.170000 EUR 2025-10-02 -47016.520000 N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 L26915AA3 272081.000000 PA USD 266517.380000 0.0717078 Long DBT CORP LU N 2 2030-06-15 Fixed 7.5 N N N N N N FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FFH1 N/A 32027NTC5 1474486.510000 PA USD 1396986.470000 0.375866 Long ABS-MBS CORP US N 2 2036-06-25 Floating 5.14239 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1 N/A 02149VAJ8 348790.210000 PA USD 152151.320000 0.040937 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 6 N N N N N N MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1 N/A 59021AAC2 157249.690000 PA USD 73958.410000 0.0198989 Long ABS-MBS CORP US N 2 2037-04-25 Floating 4.59239 N N N N N N N/A N/A 000000000 1.000000 NC USD -4468047.080000 -1.20215 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2029-12-21 0.000000 USD -6367322.550000 USD 61800000.000000 USD 1899275.470000 N N N JP MORGAN ALTERNATIVE LN TRUST 2007-A1 N/A 466287AR0 316524.940000 PA USD 275688.790000 0.0741754 Long ABS-MBS CORP US N 2 2037-03-25 Floating 4.15654 N N N N N N FOUNDATION BUILDING MATERIALS INC 549300ZVE6MONHB01I28 35039KAB2 1686787.560000 PA USD 1690802.110000 0.454918 Long LON CORP US N 2 2028-01-31 Floating 7.8195 N N N N N N SAMMONS FINANCIAL GROUP INC 254900SHCOQLVJ21CT59 79588TAF7 100000.000000 PA USD 110205.680000 0.0296514 Long DBT CORP US N 2 2034-04-15 Fixed 6.875 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAC5 800000.000000 PA USD 882120.000000 0.237339 Long DBT CORP US N 2 2029-02-01 Fixed 9.5 N N N N N N LEALAND FINANCE COMPANY BV N/A N5200EAC5 40267.840000 PA USD 32751.240000 0.0088119 Long LON CORP US N 2 2027-06-30 Floating 7.2779 N N N N N N WS AUDIOLOGY A/S N/A BA000LM48 99001.860000 PA USD 98754.360000 0.0265703 Long LON CORP LU N 2 2029-02-28 Floating 7.8187 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 1098.000000 NS USD 23790.000000 0.0064008 Long EC CORP LU N 3 N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 C0102MAS4 98750.000000 PA USD 98904.540000 0.0266107 Long LON CORP CA N 2 2031-03-21 Floating 6.1655 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 249781.260000 PA USD 266253.130000 0.0716367 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N ENCINA SPV N/A 938DREII2 598888.010000 PA USD 581451.990000 0.156442 Long DBT CORP US N 3 2025-11-30 Floating 6.4059 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308HR1 1004000.000000 PA USD 758045.500000 0.203956 Long DBT CORP US N 2 2046-12-01 Fixed 4 N N N N N N VIRIDIEN 969500FCVQ5SLAAUJV59 12531QAA3 2450000.000000 PA USD 2520342.510000 0.67811 Long DBT CORP FR N 2 2030-10-15 Fixed 10 N N N N N N UNITI GROUP INC 549300V3NU625PJUVA84 912932100 59579.000000 NS USD 364623.480000 0.0981037 Long EC CORP US N 1 N N N VOYAGER AVIATION HOLDINGS LLC 549300KHOKL1CX4NIJ92 92918XAA3 1736680.380000 PA USD 0.020000 0 Long DBT CORP US N 3 2026-05-09 Fixed 8.5 Y Y N N N N CPS AUTO SECURITIZATION TRUST 2025-1 N/A 22411GAA9 4971683.310000 PA USD 5056848.150000 1.36057 Long ABS-O CORP US N 3 2032-06-16 Fixed 11 N N N N N N OCS GROUP HOLDINGS LIMITED 54930002RKY3Y4LURL90 BA000BQB0 1600000.000000 PA 2152732.160000 0.579203 Long LON CORP GB N 2 2031-11-28 Floating 9.9614 N N N N N N FORESEA HOLDING SA 254900BAD50AKYGIMV79 000000000 9882.000000 NS USD 214110.000000 0.0576073 Long EC CORP LU N 3 N N N CLOVER HOLDINGS SPV III LLC N/A BA000CCJ6 123619.300000 PA USD 127327.880000 0.0342582 Long LON CORP US N 2 2027-12-09 Fixed 15 N N Y N N N SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1 N/A 35563PEX3 277334.280000 PA USD 127457.230000 0.034293 Long ABS-MBS CORP US N 2 2057-05-25 Variable 3.4748 N N N N N N COUNTRYWIDE HOME LOANS 2006-J4 N/A 12669YAC6 156642.480000 PA USD 54895.920000 0.01477 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.25 N N N N N N RESIDENTIAL ASSET SECUR TRUST 2005-A15 N/A 45660L4H9 372165.010000 PA USD 122960.710000 0.0330832 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.75 N N N N N N N/A N/A 000000000 1.000000 NC USD -569846.200000 -0.15332 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-02-17 0.000000 USD -47712.090000 USD 18000000.000000 USD -522134.110000 N N N FIRST BRANDS GROUP LLC N/A 31935HAD9 789690.690000 PA USD 287111.790000 0.0772488 Long LON CORP US N 2 2027-03-30 Floating 0 Y N N N N N GREAT CANADIAN GAMING CORP/RAPTOR LLC N/A 389925AA6 100000.000000 PA USD 98958.620000 0.0266253 Long DBT CORP CA N 2 2029-11-15 Fixed 8.75 N N N N N N N/A N/A 000000000 1.000000 NC USD 344805.620000 0.0927716 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2035-03-19 781940.000000 USD 0.000000 USD 9300000.000000 USD -437134.380000 N N N AVOCA CLO XX DAC 20A N/A ACI19ZJ22 1070000.000000 PA 906870.320000 0.243998 Long ABS-CBDO CORP IE N 2 2032-07-15 Variable 0 N N N N N N 2025-11-26 PIMCO Income Strategy Fund /s/ Bijal Parikh Bijal Parikh Treasurer XXXX