Form NPORT-P PIMCO INCOME STRATEGY For: Apr 30

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June 28, 2022 2:08 PM EDT

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                ROLLS-ROYCE PLC
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            N/A
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        N/A
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          N
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        700000.000000
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        665166.600000
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          2026-01-09
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          N
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          N
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        3774000.000000
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          2025-04-28
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          N
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          2030-01-22
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          8
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        N/A
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            2025-06-17
            96635.570000
            AUD
            0.000000
            AUD
            3900000.000000
            AUD
            -33610.530000
          
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI DI SIENA SPA
        J4CP7MHCXR8DAQMKIL78
        BANCA MONTE DEI PASCHI S SUBORDINATED REGS 07/29 10.5
        ACI1DBG64
        
          
        
        1819000.000000
        PA
        
        1410431.560000
        0.4258183
        Long
        DBT
        CORP
        IT
        N
        2
        
          2029-07-23
          Fixed
          10.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCA MONTE DEI PASCHI DI SIENA SPA
        J4CP7MHCXR8DAQMKIL78
        BANCA MONTE DEI PASCHI S SUBORDINATED REGS 09/30 VAR
        ACI1R35P7
        
          
        
        1138000.000000
        PA
        
        834449.940000
        0.2519258
        Long
        DBT
        CORP
        IT
        N
        2
        
          2030-09-10
          Floating
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS EUR -0.15000 03/18/20-10Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        463953.590000
        0.1400705
        N/A
        DIR
        
        N/A
        
        N
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                Euribor 6 Month ACT/360
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2030-03-18
            62224.040000
            EUR
            0.000000
            EUR
            3400000.000000
            EUR
            401729.550000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS EUR 0.25000 09/21/22-10Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        545186.300000
        0.1645952
        N/A
        DIR
        
        N/A
        
        N
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                N/A
                Euribor 6 Month ACT/360
                
                  
                
              
            
            Y
            
              
                
              
            
            
            2032-09-21
            326026.860000
            EUR
            0.000000
            EUR
            3600000.000000
            EUR
            219159.440000
          
        
        
          N
          N
          N
        
      
      
        BANCO DE CREDITO DEL PERU SA
        549300EQYQ8SCQZ4BY14
        BANCO DE CREDITO DEL PER SR UNSECURED 144A 09/24 4.65
        05971U2B2
        
          
        
        400000.000000
        PA
        
        96938.110000
        0.0292662
        Long
        DBT
        CORP
        PE
        N
        2
        
          2024-09-17
          Fixed
          4.65
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS MXN 8.67500 04/06/22-2Y CME
        000000000
        
          
        
        1.000000
        NC
        
        39.920000
        0.0000121
        N/A
        DIR
        
        MX
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                MEXICO INTERBANK TIIE 28 DAY
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2024-04-03
            0.000000
            MXN
            0.000000
            MXN
            100000.000000
            MXN
            39.920000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 0.25000 12/18/20-2Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        301986.510000
        0.0911717
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2022-12-19
            12437.900000
            USD
            0.000000
            USD
            25500000.000000
            USD
            289548.610000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 0.75000 06/16/21-10Y LCH
        000000000
        
          
        
        1.000000
        NC
        USD
        6475012.670000
        1.9548476
        N/A
        DIR
        
        US
        N
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2031-06-16
            2999672.810000
            USD
            0.000000
            USD
            36300000.000000
            USD
            3475339.860000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.15000 12/11/20-30Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        29616102.860000
        8.9412902
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2050-12-12
            51929.400000
            USD
            0.000000
            USD
            91100000.000000
            USD
            29564173.460000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.16000 04/12/21-10Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        203750.630000
        0.0615136
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2031-04-15
            0.000000
            USD
            0.000000
            USD
            1400000.000000
            USD
            203750.630000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.35000 01/20/22-5Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        348008.470000
        0.1050660
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2027-01-20
            0.000000
            USD
            0.000000
            USD
            4900000.000000
            USD
            348008.470000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.36000 02/15/22-5Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        200784.780000
        0.0606182
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2027-02-16
            0.000000
            USD
            0.000000
            USD
            2730000.000000
            USD
            200784.780000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.38000 01/12/21-10Y* CME
        000000000
        
          
        
        1.000000
        NC
        USD
        -896245.270000
        -0.2705822
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2031-04-15
            0.000000
            USD
            -19324.540000
            USD
            7000000.000000
            USD
            -876920.730000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.38000 08/24/21-7Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        1495844.480000
        0.4516050
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2028-08-24
            0.000000
            USD
            0.000000
            USD
            16100000.000000
            USD
            1495844.480000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.42000 08/17/21-7Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        1360747.470000
        0.4108183
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2028-08-17
            0.000000
            USD
            0.000000
            USD
            15100000.000000
            USD
            1360747.470000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.45000 02/17/22-5Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        311898.720000
        0.0941642
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2027-02-17
            0.000000
            USD
            0.000000
            USD
            4500000.000000
            USD
            311898.720000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.55000 10/20/21-5Y* CME
        000000000
        
          
        
        1.000000
        NC
        USD
        -1331559.430000
        -0.4020063
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2027-01-20
            0.000000
            USD
            -74739.000000
            USD
            21600000.000000
            USD
            -1256820.430000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.60000 11/15/21-5Y* CME
        000000000
        
          
        
        1.000000
        NC
        USD
        -679210.700000
        -0.2050580
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2027-02-16
            0.000000
            USD
            -37505.690000
            USD
            10900000.000000
            USD
            -641705.010000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.70000 11/17/21-5Y* CME
        000000000
        
          
        
        1.000000
        NC
        USD
        -1037086.070000
        -0.3131029
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2027-02-17
            0.000000
            USD
            -67695.400000
            USD
            18000000.000000
            USD
            -969390.670000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.75000 01/22/20-30Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        1704467.910000
        0.5145897
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2050-01-24
            0.000000
            USD
            -19417.040000
            USD
            8400000.000000
            USD
            1723884.950000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.75000 12/15/21-10Y LCH
        000000000
        
          
        
        1.000000
        NC
        USD
        1987184.710000
        0.5999437
        N/A
        DIR
        
        US
        N
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2031-12-15
            0.000000
            USD
            -318499.470000
            USD
            20100000.000000
            USD
            2305684.180000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 1.87500 02/07/20-30Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        1579244.630000
        0.4767840
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2050-02-07
            0.000000
            USD
            -34087.120000
            USD
            8800000.000000
            USD
            1613331.750000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 2.00000 01/15/20-30Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        489793.690000
        0.1478718
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2050-01-18
            0.000000
            USD
            -23038.130000
            USD
            3200000.000000
            USD
            512831.820000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 2.25000 03/12/20-30Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        183271.180000
        0.0553307
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2050-03-14
            0.000000
            USD
            -5339.550000
            USD
            1700000.000000
            USD
            188610.730000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 2.25000 06/15/16-10Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        -368777.940000
        -0.1113364
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2026-06-15
            723363.310000
            USD
            0.000000
            USD
            15300000.000000
            USD
            -1092141.250000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 2.50000 12/20/17-10Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        -534150.310000
        -0.1612634
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2027-12-20
            187328.810000
            USD
            0.000000
            USD
            27400000.000000
            USD
            -721479.120000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 2.50000 12/20/17-10Y LCH
        000000000
        
          
        
        1.000000
        NC
        USD
        -13349.090000
        -0.0040302
        N/A
        DIR
        
        US
        N
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2027-12-20
            12474.000000
            USD
            0.000000
            USD
            700000.000000
            USD
            -25823.090000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 2.75000 06/17/15-10Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        -44709.300000
        -0.0134980
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2025-06-17
            2554775.450000
            USD
            0.000000
            USD
            43420000.000000
            USD
            -2599484.750000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 3.00000 06/19/19-10Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        442413.240000
        0.1335674
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2029-06-19
            2148052.030000
            USD
            0.000000
            USD
            49900000.000000
            USD
            -1705638.790000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        IRS USD 3.50000 06/19/13-31Y CME
        000000000
        
          
        
        1.000000
        NC
        USD
        8932512.900000
        2.6967826
        N/A
        DIR
        
        US
        N
        2
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            
              
                USD-LIBOR-BBA-Bloomberg 3M
                N/A
                N/A
              
            
            Y
            
            
              
                
              
            
            2044-06-20
            0.000000
            USD
            -2710939.440000
            USD
            83100000.000000
            USD
            11643452.340000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS GBP SONIO/0.75000 09/21/22-10Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        1458192.790000
        0.4402377
        N/A
        DIR
        
        GB
        N
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                SONIA O/N Deposit Rates Swap
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2032-09-21
            1086339.100000
            GBP
            0.000000
            GBP
            11200000.000000
            GBP
            371853.690000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        OIS GBP SONIO/0.75000 09/21/22-30Y LCH
        000000000
        
          
        
        1.000000
        NC
        
        130331.220000
        0.0393478
        N/A
        DIR
        
        GB
        N
        2
        
          
            
              London Clearing house
              N/A
            
            
              
                SONIA O/N Deposit Rates Swap
                N/A
                N/A
              
            
            Y
            
              
                
              
            
            
            2052-09-23
            0.000000
            GBP
            -3329.660000
            GBP
            500000.000000
            GBP
            133660.880000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        404.380000
        0.0001221
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            727.000000
            USD
            86549.350000
            RUB
            2022-06-15
            404.380000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        1011.240000
        0.0003053
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              UBS AG
              BFM8T61CT2L1QCEMIK50
            
            1818.000000
            USD
            216432.900000
            RUB
            2022-06-15
            1011.240000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        WINDSTREAM HOLDINGS II, LLC 8725909B2
        000000000
        
          
        
        272031.000000
        NC
        USD
        6620656.470000
        1.9988184
        N/A
        DE
        
        US
        N
        3
        
          
            
              None
              N/A
            
            Call
            Purchased
            
              
                WINDSTREAM HOLDINGS INC
                WINDSTREAM *BACKSTOP COMMITMENT*
                
                  
                
              
            
            N/A
            0.000000
            USD
            2055-09-21
            XXXX
            4368697.650000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC JR SUBORDINA REGS VAR
        ACI1FNQ32
        
          
        
        600000.000000
        PA
        
        760343.790000
        0.2295526
        Long
        DBT
        CORP
        GB
        N
        2
        
          2025-12-15
          Floating
          6.375
          N
          N
          N
          N
          Y
          
            
              BARCLAYS PLC
              BARCLAYS PLC
              GBP
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC JR SUBORDINA VAR
        ACI1CH093
        
          
        
        5100000.000000
        PA
        
        6543905.520000
        1.9756468
        Long
        DBT
        CORP
        GB
        N
        2
        
          2025-06-15
          Floating
          7.125
          N
          N
          N
          N
          Y
          
            
              BARCLAYS PLC
              BARCLAYS PLC
              GBP
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CLEAR CHANNEL OUTDOOR HOLDINGS INC
        N/A
        CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK
        18453H106
        
          
        
        261329.000000
        NS
        USD
        642869.340000
        0.1940864
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        BCAP LLC TRUST 2010-RR11
        N/A
        BCAP LLC TRUST BCAP 2010 RR11 6A2 144A
        05533JBJ1
        
          
        
        708885.850000
        PA
        USD
        558359.750000
        0.1685724
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-27
          Variable
          2.90375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCAP LLC TRUST 2011-RR5
        N/A
        BCAP LLC TRUST BCAP 2011 RR5 12A2 144A
        05534AAP6
        
          
        
        318766.770000
        PA
        USD
        449120.830000
        0.1355924
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-03-26
          Floating
          4.77744
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCAP LLC TRUST 2011-RR5
        N/A
        BCAP LLC TRUST BCAP 2011 RR5 15A2 144A
        05534AAS0
        
          
        
        35192.110000
        PA
        USD
        25843.550000
        0.0078023
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-06-26
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ALT-A TRUST 2005-7
        N/A
        BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1
        07386HVV0
        
          
        
        134378.320000
        PA
        USD
        92241.470000
        0.0278483
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-09-25
          Floating
          3.03521
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ALT-A TRUST 2006-6
        N/A
        BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1
        073868BE0
        
          
        
        148403.490000
        PA
        USD
        92695.030000
        0.0279852
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-11-25
          Floating
          2.90966
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ALT-A TRUST 2006-8
        N/A
        BEAR STEARNS ALT A TRUST BALTA 2006 8 1A1
        07387QAA8
        
          
        
        952354.630000
        PA
        USD
        872607.410000
        0.2634457
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2046-06-25
          Floating
          0.98786
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ALT-A TRUST II 2007-1
        N/A
        BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1
        07389KAA9
        
          
        
        1930921.930000
        PA
        USD
        1189315.830000
        0.3590620
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2047-09-25
          Floating
          3.1125
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD1
        N/A
        BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD1 1A3A
        07389QAE8
        
          
        
        210399.250000
        PA
        USD
        125353.620000
        0.0378451
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-10-25
          Fixed
          6.5
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AC1
        N/A
        BEAR STEARNS MORTGAGE FUNDING BSMF 2006 AC1 A1
        07400XAA6
        
          
        
        75224.940000
        PA
        USD
        75498.850000
        0.0227936
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-08-25
          Variable
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLE HAVEN ABS CDO LTD 2006-1A
        N/A
        BELLE HAVEN ABS CDO LTD BLHV 2006 1A A1 144A
        078452AA7
        
          
        
        85896251.580000
        PA
        USD
        145250.560000
        0.0438521
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2046-07-05
          Floating
          1.212
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO/THE
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO SR UNSECURED 02/33 6.125
        097023AU9
        
          
        
        885000.000000
        PA
        USD
        932998.210000
        0.2816781
        Long
        DBT
        CORP
        US
        N
        2
        
          2033-02-15
          Fixed
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO/THE
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO SR UNSECURED 05/40 5.705
        097023CV5
        
          
        
        416000.000000
        PA
        USD
        416247.200000
        0.1256677
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-05-01
          Fixed
          5.705
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO/THE
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO SR UNSECURED 05/50 5.805
        097023CW3
        
          
        
        540000.000000
        PA
        USD
        541050.130000
        0.1633465
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-05-01
          Fixed
          5.805
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO/THE
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO SR UNSECURED 05/60 5.93
        097023CX1
        
          
        
        500000.000000
        PA
        USD
        495989.170000
        0.1497423
        Long
        DBT
        CORP
        US
        N
        2
        
          2060-05-01
          Fixed
          5.93
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOI FINANCE BV
        724500ZH3H2YACBUNF38
        BOI FINANCE BV 02/27 7.5
        ACI23L5Y2
        
          
        
        1500000.000000
        PA
        
        1556489.420000
        0.4699141
        Long
        DBT
        MUN
        NL
        
        N
        2
        
          2027-02-16
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        BOMBARDIER INC SR UNSECURED 144A 03/25 7.5
        097751BM2
        
          
        
        2871000.000000
        PA
        USD
        2788803.270000
        0.8419575
        Long
        DBT
        CORP
        CA
        N
        2
        
          2025-03-15
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC COMPANY GUAR 11/30 4.15
        11135FAQ4
        
          
        
        114000.000000
        PA
        USD
        108118.830000
        0.0326418
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-11-15
          Fixed
          4.15
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC SR UNSECURED 144A 05/37 4.926
        11135FBV2
        
          
        
        153000.000000
        PA
        USD
        143186.710000
        0.0432290
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-05-15
          Fixed
          4.926
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC SR UNSECURED 144A 11/36 3.187
        11135FBQ3
        
          
        
        36000.000000
        PA
        USD
        28461.950000
        0.0085928
        Long
        DBT
        CORP
        US
        N
        2
        
          2036-11-15
          Fixed
          3.187
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAESARS RESORT COLLECTION LLC (AKA: CAESARS GROWTH PROPERTIES HOLDINGS LLC)
        549300V3UCT773B1KR38
        CAESARS RESORT COLLECTION LLC TERM B LOANS
        12769LAB5
        
          
        
        6304264.560000
        PA
        USD
        6282413.980000
        1.8967008
        Long
        LON
        CORP
        US
        N
        2
        
          2024-12-23
          Floating
          3.5137
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORPORATION
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORPORATION 2021 INCREMENTAL TERM LOAN B
        P2121YAS7
        
          
        
        562590.000000
        PA
        USD
        554854.390000
        0.1675141
        Long
        LON
        CORP
        PA
        
        N
        2
        
          2028-10-18
          Floating
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORPORATION
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORPORATION EUR TERM LOAN B
        P2121YAP3
        
          
        
        1190909.100000
        PA
        
        1244832.900000
        0.3758230
        Long
        LON
        CORP
        PA
        
        N
        2
        
          2025-06-30
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA CO
        5493003WEAK2PJ5WS063
        CARVANA CO SR UNSECURED 144A 05/30 10.25
        146869AJ1
        
          
        
        1300000.000000
        PA
        USD
        1259375.000000
        0.3802133
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-05-01
          Fixed
          10.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGG SA
        969500FCVQ5SLAAUJV59
        CGG SA SR SECURED 144A 04/27 7.75
        ACI1WM066
        
          
        
        1300000.000000
        PA
        
        1378621.640000
        0.4162147
        Long
        DBT
        CORP
        FR
        N
        2
        
          2027-04-01
          Fixed
          7.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGG SA
        969500FCVQ5SLAAUJV59
        CGG SA SR SECURED 144A 04/27 8.75
        12531TAF6
        
          
        
        1944000.000000
        PA
        USD
        1932005.520000
        0.5832848
        Long
        DBT
        CORP
        FR
        N
        2
        
          2027-04-01
          Fixed
          8.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7
        161175BV5
        
          
        
        100000.000000
        PA
        USD
        70683.150000
        0.0213397
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-04-01
          Fixed
          3.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85
        161175BY9
        
          
        
        200000.000000
        PA
        USD
        136615.100000
        0.0412450
        Long
        DBT
        CORP
        US
        N
        2
        
          2061-04-01
          Fixed
          3.85
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9
        161175CA0
        
          
        
        2900000.000000
        PA
        USD
        2096937.080000
        0.6330787
        Long
        DBT
        CORP
        US
        N
        2
        
          2052-06-01
          Fixed
          3.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMM OPT LLC/CAP SR SECURED 12/61 4.4
        161175CC6
        
          
        
        2600000.000000
        PA
        USD
        1947842.310000
        0.5880660
        Long
        DBT
        CORP
        US
        N
        2
        
          2061-12-01
          Fixed
          4.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHASE MORGAGE FINANCE CORP 2005-A1
        N/A
        CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 2A2
        16162WPE3
        
          
        
        1938.670000
        PA
        USD
        1909.570000
        0.0005765
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-12-25
          Floating
          2.97706
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CHASE MORTGAGE FINANCE CORP 2006-S2
        N/A
        CHASE MORTGAGE FINANCE CORPORA CHASE 2006 S2 1A9
        16163BAJ3
        
          
        
        559541.260000
        PA
        USD
        320408.600000
        0.0967334
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-10-25
          Fixed
          6.25
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CHASE MORTGAGE FINANCE CORP 2007-S1
        N/A
        CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S1 A5
        16163FAE5
        
          
        
        303082.960000
        PA
        USD
        157448.570000
        0.0475347
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-02-25
          Fixed
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CHASE MORTGAGE FINANCE CORP 2007-S5
        N/A
        CHASE MORTGAGE FINANCE CORPORA CHASE 2007 S5 1A10
        161631AK2
        
          
        
        208813.640000
        PA
        USD
        120088.970000
        0.0362556
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-07-25
          Fixed
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYSTEMS INC
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYS SR SECURED 144A 03/26 8
        12543DBC3
        
          
        
        906000.000000
        PA
        USD
        937732.650000
        0.2831075
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-15
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHS/COMMUNITY HEALTH SYSTEMS INC
        5493007X5NC5XI1BB106
        CHS/COMMUNITY HEALTH SYS SR SECURED 144A 05/30 5.25
        12543DBM1
        
          
        
        2100000.000000
        PA
        USD
        1844482.500000
        0.5568610
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-05-15
          Fixed
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC FUNDING LTD 2014-2RA
        N/A
        CIFC FUNDING LTD CIFC 2014 2RA INC 144A
        125475AA1
        
          
        
        1200000.000000
        PA
        USD
        478405.580000
        0.1444337
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2030-04-24
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC FUNDING LTD 2014-3A
        N/A
        CIFC FUNDING LTD CIFC 2014 3A INC 144A
        12549TAA7
        
          
        
        1000000.000000
        PA
        USD
        284899.250000
        0.0860129
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2026-07-22
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITICORP MORTGAGE SECURITIES 2007-3
        N/A
        CITICORP MORTGAGE SECURITIES, CMSI 2007 3 3A1
        17312FAR4
        
          
        
        4705.590000
        PA
        USD
        4585.760000
        0.0013845
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-04-25
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP MTGE LOAN TR INC 2007-AMC1
        N/A
        CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC1 A2B
        17311BAB9
        
          
        
        2855520.860000
        PA
        USD
        1337278.110000
        0.4037328
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-12-25
          Floating
          0.81786
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP/DEUTSCHE BK COMM MTGE 2006-CD3
        N/A
        CD COMMERCIAL MORTGAGE TRUST CD 2006 CD3 AJ
        14986DAJ9
        
          
        
        173765.070000
        PA
        USD
        158658.860000
        0.0479001
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2048-10-15
          Fixed
          5.688
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CITY OF CHICAGO
        T5UYO5SYLC8K73MJQX30
        CHICAGO IL CHI 01/29 FIXED 7.045
        167486M89
        
          
        
        5000.000000
        PA
        USD
        5152.110000
        0.0015555
        Long
        DBT
        MUN
        US
        N
        2
        
          2029-01-01
          Fixed
          7.045
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITY OF CHICAGO
        T5UYO5SYLC8K73MJQX30
        CHICAGO IL CHI 01/29 FIXED 7.045
        167486M97
        
          
        
        40000.000000
        PA
        USD
        43042.760000
        0.0129949
        Long
        DBT
        MUN
        US
        N
        2
        
          2029-01-01
          Fixed
          7.045
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITY OF CHICAGO
        T5UYO5SYLC8K73MJQX30
        CHICAGO IL CHI 01/40 FIXED 7.517
        167486MK2
        
          
        
        4200000.000000
        PA
        USD
        4916824.500000
        1.4844207
        Long
        DBT
        MUN
        US
        N
        2
        
          2040-01-01
          Fixed
          7.517
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLAVEAU RE LTD
        N/A
        CLAVEAU RE LTD UNSECURED 144A 07/28 VAR
        182896AA8
        
          
        
        600000.000000
        PA
        USD
        560250.000000
        0.1691430
        Long
        DBT
        CORP
        BM
        N
        2
        
          2028-07-08
          Floating
          17.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1
        N/A
        COMMERCIAL MORTGAGE LOAN TRUST CMLT 2008 LS1 AM
        20173WAH1
        
          
        
        210748.810000
        PA
        USD
        35263.860000
        0.0106464
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2049-12-10
          Variable
          6.67299
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC COMPANY
        3C7474T6CDKPR9K6YT90
        GENERAL ELECTRIC CO JR SUBORDINA 12/49 VAR
        369604BQ5
        
          
        
        127000.000000
        NS
        USD
        120474.740000
        0.0363721
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        COMMSCOPE INC COMPANY GUAR 144A 03/27 8.25
        20338QAA1
        
          
        
        3590000.000000
        PA
        USD
        3055879.800000
        0.9225896
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-03-01
          Fixed
          8.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSAINT RE PTE LTD
        N/A
        COSAINT RE PTE LTD BONDS 144A 04/28 VAR
        22112CAA0
        
          
        
        400000.000000
        PA
        USD
        401920.000000
        0.1213422
        Long
        DBT
        CORP
        SG
        
        N
        2
        
          2028-04-03
          Floating
          9.592
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTY INC
        549300BO9IWPF3S48F93
        COTY INC SR SECURED 144A 04/26 3.875
        ACI1YJLH4
        
          
        
        3300000.000000
        PA
        
        3269813.340000
        0.9871775
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALT LN TRUST 2005-1CB
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 1CB 2A2
        12667F2R5
        
          
        
        100783.000000
        PA
        USD
        55236.590000
        0.0166763
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-03-25
          Fixed
          5.5
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALT LOAN TRUST 2004-35T2
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 35T2 A5
        12667FQ99
        
          
        
        133112.050000
        PA
        USD
        119130.910000
        0.0359664
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-02-25
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALT LOAN TRUST 2006-36T2
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7
        02146XAF5
        
          
        
        648810.340000
        PA
        USD
        353697.140000
        0.1067834
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-12-25
          Floating
          6.25
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALTERNATIVE LN TR 2004-28CB
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2004 28CB 5A1
        12667FYU3
        
          
        
        70914.940000
        PA
        USD
        69147.630000
        0.0208761
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-01-25
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALTERNATIVE LN TR 2005-60T1
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 60T1 A8
        12668AUX1
        
          
        
        904815.740000
        PA
        USD
        585678.720000
        0.1768201
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-12-25
          Fixed
          5.5
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4
        02147QAD4
        
          
        
        132370.030000
        PA
        USD
        94186.400000
        0.0284355
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-08-25
          Floating
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALTERNATIVE LN TR 2006-22R
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 22R 1A1
        02147LAA1
        
          
        
        784661.750000
        PA
        USD
        553097.000000
        0.1669835
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-05-25
          Fixed
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A2
        02146VAB8
        
          
        
        230752.170000
        PA
        USD
        195569.640000
        0.0590437
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-11-25
          Fixed
          6.25
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALTERNATIVE LN TR 2007-11T1
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 11T1 A12
        02150GAN8
        
          
        
        118484.240000
        PA
        USD
        46762.780000
        0.0141180
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-05-25
          Floating
          1.01786
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALTERNATIVE LN TR 2007-3T1
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 3T1 1A9
        02149VAJ8
        
          
        
        371713.460000
        PA
        USD
        213603.730000
        0.0644883
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-04-25
          Fixed
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALTERNATIVE LN TR 2008-2R
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2008 2R 5A1
        021482AJ3
        
          
        
        373233.300000
        PA
        USD
        254037.550000
        0.0766956
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-08-25
          Fixed
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALTERNATIVE LOAN 2006-HY3
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 HY3 3A1
        12668BNK5
        
          
        
        214647.800000
        PA
        USD
        191079.000000
        0.0576880
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-04-25
          Floating
          2.81232
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB
        N/A
        COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 23CB 2A3
        02147RAQ3
        
          
        
        188822.550000
        PA
        USD
        85144.770000
        0.0257057
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-08-25
          Fixed
          6.5
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE HOME LOANS 2004-HYB9
        N/A
        COUNTRYWIDE HOME LOANS CWHL 2004 HYB9 1A1
        12669GHG9
        
          
        
        2180.380000
        PA
        USD
        2193.710000
        0.0006623
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-02-20
          Floating
          2.50502
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE HOME LOANS 2005-21
        N/A
        COUNTRYWIDE HOME LOANS CWHL 2005 21 A17
        126694CV8
        
          
        
        174284.390000
        PA
        USD
        127277.330000
        0.0384258
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-10-25
          Fixed
          5.5
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE HOME LOANS 2006-J4
        N/A
        COUNTRYWIDE HOME LOANS CWHL 2006 J4 A3
        12669YAC6
        
          
        
        161008.670000
        PA
        USD
        81881.100000
        0.0247204
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-09-25
          Fixed
          6.25
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/49 VAR
        22546DAB2
        
          
        
        3200000.000000
        PA
        USD
        3213104.000000
        0.9700566
        Long
        DBT
        CORP
        CH
        N
        2
        
          2023-12-11
          Floating
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG JR SUBORDINA 144A 12/99 VAR
        225401AJ7
        
          
        
        200000.000000
        PA
        USD
        198560.000000
        0.0599465
        Long
        DBT
        CORP
        CH
        N
        2
        
          2023-07-17
          Floating
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG JR SUBORDINA REGS 12/49 VAR
        ACI07D348
        
          
        
        640000.000000
        PA
        USD
        642620.800000
        0.1940113
        Long
        DBT
        CORP
        CH
        N
        2
        
          2023-12-11
          Floating
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHEARTMEDIA INC
        N/A
        IHEARTMEDIA INC   CLASS A COMMON STOCK
        45174J509
        
          
        
        62317.000000
        NS
        USD
        996448.830000
        0.3008343
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        IHEARTMEDIA INC
        N/A
        IHEARTMEDIA INC   CLASS B COMMON STOCK
        45174J608
        
          
        
        48387.000000
        NS
        USD
        696337.320000
        0.2102287
        Long
        EC
        CORP
        US
        N
        3
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TRUST
        N/A
        CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507
        126650BS8
        
          
        
        346949.900000
        PA
        USD
        400083.480000
        0.1207878
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-01-10
          Fixed
          7.507
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT SA
        549300YV2L21F4K80V46
        INTELSAT EMERGENCE SA COMMON STOCK
        000000000
        
          
        
        113460.000000
        NS
        USD
        3474712.500000
        1.0490378
        Long
        EC
        CORP
        LU
        
        Y
        3
        
          N
          N
          N
        
      
      
        DEUTSCHE MORTGAGE SEC INC. 2004-4
        N/A
        DEUTSCHE MORTGAGE SECURITIES, DMSI 2004 4 2MR2
        251563EX6
        
          
        
        2030362.490000
        PA
        USD
        2044851.970000
        0.6173538
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-06-25
          Floating
          2.61786
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORPORATION
        N/A
        DISH DBS CORP SR SECURED 144A 12/26 5.25
        25470XBE4
        
          
        
        2220000.000000
        PA
        USD
        2042455.500000
        0.6166303
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-12-01
          Fixed
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORPORATION
        N/A
        DISH DBS CORP SR SECURED 144A 12/28 5.75
        25470XBF1
        
          
        
        2670000.000000
        PA
        USD
        2393267.850000
        0.7225428
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-12-01
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH NETWORK CORPORATION
        529900U350CWHH15G169
        DISH NETWORK CORP SR UNSECURED 08/26 3.375
        25470MAB5
        
          
        
        1600000.000000
        PA
        USD
        1376000.000000
        0.4154232
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-08-15
          Fixed
          3.375
          N
          N
          N
          Y
          N
          
            
              DISH NETWORK CORPORATION
              DISH NETWORK CORP-A
              USD
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        DRYDEN 57 CLO LTD 2018-58A
        N/A
        DRYDEN SENIOR LOAN FUND DRSLF 2018 58A SUB 144A
        26245TAC0
        
          
        
        5689000.000000
        PA
        USD
        3950746.300000
        1.1927555
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2031-07-17
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTEK FINANCE PLC
        549300VBCR9V58ZYQ356
        DTEK FINANCE PLC COMPANY GUAR REGS 12/27 7.5
        ACI1XVP76
        
          
        
        2088700.000000
        PA
        USD
        511731.500000
        0.1544950
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2027-12-31
          Fixed
          7.5
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        EGYPTIAN GOVT
        529900GFIVH4086NMH82
        ARAB REPUBLIC OF EGYPT SR UNSECURED 144A 02/61 7.5
        03846JAC4
        
          
        
        900000.000000
        PA
        USD
        604668.600000
        0.1825533
        Long
        DBT
        NUSS
        EG
        N
        2
        
          2061-02-16
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPTIAN GOVT
        529900GFIVH4086NMH82
        ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/30 5.625
        ACI120PQ6
        
          
        
        900000.000000
        PA
        
        698305.420000
        0.2108229
        Long
        DBT
        NUSS
        EG
        N
        2
        
          2030-04-16
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EGYPTIAN GOVT
        529900GFIVH4086NMH82
        ARAB REPUBLIC OF EGYPT SR UNSECURED REGS 04/31 6.375
        ACI1B3V91
        
          
        
        382000.000000
        PA
        
        304926.030000
        0.0920591
        Long
        DBT
        NUSS
        EG
        N
        2
        
          2031-04-11
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMH NEW FINANCE INC
        N/A
        ASSOCIATED MATERIALS GROUP INC ASSOCIATED MATERIALS DUMMY
        936LNQ902
        
          
        
        55999.000000
        NS
        USD
        0.060000
        0.0000000
        Long
        EC
        CORP
        US
        N
        3
        
          N
          N
          N
        
      
      
        ENCINA SPV
        N/A
        ENCINA PRIVATE CREDIT LLC NOTE
        938DREII2
        
          
        
        3945052.010000
        PA
        USD
        3945052.010000
        1.1910363
        Long
        DBT
        CORP
        US
        N
        3
        
          2025-11-30
          Floating
          2.4926
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENCINA SPV
        N/A
        ENCINA SR SEC NOTES 144A
        936LZRII8
        
          
        
        131428.570000
        PA
        USD
        131428.570000
        0.0396791
        Long
        DBT
        CORP
        US
        N
        3
        
          2025-11-30
          Floating
          1.979
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENVISION HEALTHCARE CORPORATION
        549300OL60X0LPKY8N60
        ENTERPRISE MERGER SUB INC INITIAL TERM LOANS
        29373UAC5
        
          
        
        12480256.350000
        PA
        USD
        7696162.240000
        2.3235204
        Long
        LON
        CORP
        US
        N
        2
        
          2025-10-10
          Floating
          4.2074
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENVISION HEALTHCARE CORPORATION
        549300OL60X0LPKY8N60
        ENVISION HEALTHCARE CORP COMPANY GUAR 144A 10/26 8.75
        29373TAA2
        
          
        
        2205000.000000
        PA
        USD
        921226.950000
        0.2781243
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-10-15
          Fixed
          8.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESKOM HOLDINGS SOC LTD
        3789001900ED06F65111
        ESKOM HOLDINGS SOC LTD SR UNSECURED REGS 02/25 7.125
        S25221AL6
        
          
        
        1200000.000000
        PA
        USD
        1149780.000000
        0.3471259
        Long
        DBT
        CORP
        ZA
        N
        2
        
          2025-02-11
          Fixed
          7.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROSAIL PLC 2007-3X
        N/A
        EUROSAIL PLC ESAIL 2007 3X E1C REGS
        G3299SAF2
        
          
        
        239052.420000
        PA
        
        288603.600000
        0.0871313
        Long
        ABS-MBS
        CORP
        GB
        N
        2
        
          2045-06-13
          Floating
          5.0221
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELA INTERMEDIATE LLC / EXELA FINANCE INC
        N/A
        EXELA INTERMED/EXELA FIN SR SECURED 144A 07/26 11.5
        30162RAC5
        
          
        
        42000.000000
        PA
        USD
        15540.000000
        0.0046916
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-07-15
          Fixed
          11.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE CONNECTICULT AVENUE SECURITIES 2017-C01
        N/A
        FANNIE MAE   CAS CAS 2017 C01 1B1
        30711XEQ3
        
          
        
        570000.000000
        PA
        USD
        631200.390000
        0.1905634
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2029-07-25
          Floating
          6.41786
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2010-137
        N/A
        FANNIE MAE FNR 2010 137 VS
        31398SQX4
        
          
        
        132011.640000
        PA
        USD
        137646.660000
        0.0415564
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2040-12-25
          Floating
          13.6346
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2012-115
        N/A
        FANNIE MAE FNR 2012 115 MI
        3136A9CH9
        
          
        
        1387511.350000
        PA
        USD
        129036.610000
        0.0389570
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2042-03-25
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2013-18
        N/A
        FANNIE MAE FNR 2013 18 DI
        3136ACXD8
        
          
        
        252966.330000
        PA
        USD
        26153.030000
        0.0078958
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2032-12-25
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2013-41
        N/A
        FANNIE MAE FNR 2013 41 WI
        3136ADS67
        
          
        
        889847.850000
        PA
        USD
        126338.550000
        0.0381424
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2042-11-25
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2019-1
        N/A
        FANNIE MAE FNR 2019 1 HS
        3136B3ZF0
        
          
        
        352262.810000
        PA
        USD
        41777.980000
        0.0126130
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2049-02-25
          Floating
          5.38214
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE REMICS 2019-70
        N/A
        FANNIE MAE FNR 2019 70 IO
        3136B7KN0
        
          
        
        295440.170000
        PA
        USD
        67993.960000
        0.0205278
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2049-12-25
          Fixed
          3.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERROGLOBE FINANCE COMPANY PLC / GLOBE SPECIALTY METALS INC
        N/A
        FERROGLOBE / GLOBE SPEC SR SECURED 12/25 9.375
        ACI1ZL3W5
        
          
        
        1100000.000000
        PA
        USD
        1135750.000000
        0.3428902
        Long
        DBT
        CORP
        GB
        
        Y
        2
        
          2025-12-31
          Fixed
          9.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERROGLOBE PLC / GLOBE SPECIALTY METALS INC
        N/A
        FERROGLOBE / GLOBE SPEC SR SECURED REGS 12/25 9.375
        ACI1ZL198
        
          
        
        257000.000000
        PA
        USD
        258285.000000
        0.0779779
        Long
        DBT
        CORP
        GB
        
        Y
        2
        
          2025-12-31
          Fixed
          9.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLAGSHIP CREDIT AUTO TRUST 2018-1
        N/A
        FLAGSHIP CREDIT AUTO TRUST FCAT 2018 1 R 144A
        33844M102
        
          
        
        4000.000000
        PA
        USD
        260959.210000
        0.0787852
        Long
        ABS-O
        CORP
        US
        N
        3
        
          2025-05-15
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BUILDING SOCIETY
        549300XFX12G42QIKN82
        NATIONWIDE BLDG SOCIETY JR SUBORDINA REGS 06/49 VAR
        ACI07BWB4
        
          
        
        16350.000000
        NS
        
        3505363.030000
        1.0582914
        Long
        EP
        CORP
        GB
        N
        2
        
          N
          N
          N
        
      
      
        FLY LEASING (FLY WILLOW FUNDING LTD)
        N/A
        FLY FUNDING II SARL 2020 TERM LOAN B
        G3643LAB9
        
          
        
        2338098.670000
        PA
        USD
        2345405.230000
        0.7080928
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2025-10-08
          Floating
          7.0122
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMG RESOURCES (AUGUST 2006) PTY LIMITED
        549300EFD6S2NFE9D745
        FMG RESOURCES AUG 2006 SR UNSECURED 144A 04/32 6.125
        30251GBE6
        
          
        
        800000.000000
        PA
        USD
        795584.000000
        0.2401919
        Long
        DBT
        CORP
        AU
        N
        2
        
          2032-04-15
          Fixed
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMG PARENT
        N/A
        NEIMAN MARCUS USD COMMON STOCK EQUITY
        967DUC905
        
          
        
        39846.000000
        NS
        USD
        6743413.520000
        2.0358795
        Long
        EC
        CORP
        US
        Y
        3
        
          N
          N
          N
        
      
      
        NOBLE CORPORATION
        N/A
        NOBLE CORP COMMON STOCK USD.00001
        000000000
        
          
        
        10196.000000
        NS
        USD
        325558.280000
        0.0982881
        Long
        EC
        CORP
        KY
        
        Y
        1
        
          N
          N
          N
        
      
      
        NOBLE FINANCE COMPANY
        5493003DTPH8AMMK4P51
        NOBLE CORP COMMON STOCK
        000000000
        
          
        
        781.000000
        NS
        USD
        24937.330000
        0.0075287
        Long
        EC
        CORP
        KY
        
        N
        2
        
          N
          N
          N
        
      
      
        FORBES ENERGY SERVICES LLC
        N/A
        FORBES ENERGY SERVICES LLC PIK EXIT TERM LOAN
        962XCSII2
        
          
        
        192583.340000
        PA
        USD
        19.260000
        0.0000058
        Long
        LON
        CORP
        US
        N
        3
        
          2022-06-30
          Fixed
          5.2961
          Y
          Y
          Y
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        FORD MOTOR COMPANY SR UNSECURED 05/97 7.7
        345370BS8
        
          
        
        7435000.000000
        PA
        USD
        8078462.080000
        2.4389392
        Long
        DBT
        CORP
        US
        N
        2
        
          2097-05-15
          Fixed
          7.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1
        N/A
        FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 D1 144A
        35563CAH1
        
          
        
        3892995.970000
        PA
        USD
        2413657.500000
        0.7286986
        Long
        ABS-MBS
        USGSE
        US
        N
        3
        
          2055-11-25
          Floating
          6.14558
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1
        N/A
        FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 XA1 144A
        35563CAB4
        
          
        
        16406197.280000
        PA
        USD
        1209660.100000
        0.3652041
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2055-11-25
          Variable
          0.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 3762
        N/A
        FREDDIE MAC FHR 3762 SH
        3137A3QY8
        
          
        
        127110.990000
        PA
        USD
        118939.250000
        0.0359085
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2040-11-15
          Floating
          9.08972
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC REMICS 4342
        N/A
        FREDDIE MAC FHR 4342 CI
        3137BAYC0
        
          
        
        1426524.010000
        PA
        USD
        102368.930000
        0.0309058
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2033-11-15
          Fixed
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR REMIC TRUST 2021-DNA7
        N/A
        FREDDIE MAC   STACR STACR 2021 DNA7 B2 144A
        35564KNE5
        
          
        
        1900000.000000
        PA
        USD
        1804803.350000
        0.5448816
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2041-11-25
          Floating
          8.0887
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-DNA2
        N/A
        FREDDIE MAC   STACR STACR 2015 DNA2 B
        3137G0FZ7
        
          
        
        1482465.170000
        PA
        USD
        1488080.900000
        0.4492611
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2027-12-25
          Floating
          8.21786
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2015-HQ1
        N/A
        FREDDIE MAC   STACR STACR 2015 HQ1 B
        3137G0EM7
        
          
        
        158475.220000
        PA
        USD
        160600.720000
        0.0484864
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2025-03-25
          Floating
          11.4179
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF MORTGAGE TRUST 2014-K715
        N/A
        FREMF MORTGAGE TRUST FREMF 2014 K715 D 144A
        30291XAJ1
        
          
        
        559761.520000
        PA
        USD
        470785.860000
        0.1421333
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2046-02-25
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF MORTGAGE TRUST 2014-K715
        N/A
        FREMF MORTGAGE TRUST FREMF 2014 K715 X2B 144A
        30291XAC6
        
          
        
        559938.940000
        PA
        USD
        34.490000
        0.0000104
        Long
        ABS-MBS
        USGSE
        US
        N
        2
        
          2046-02-25
          Fixed
          0.1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRESH MARKET INC/THE
        529900QM5ZSBEBR6CS58
        FRESH MARKET INC SR SECURED 144A 05/23 9.75
        35804HAA4
        
          
        
        3313000.000000
        PA
        USD
        3234978.850000
        0.9766607
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-05-01
          Fixed
          9.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS HOLDINGS LLC
        N/A
        FRONTIER COMMUNICATIONS SECURED 144A 01/30 6
        35908MAB6
        
          
        
        881000.000000
        PA
        USD
        767610.900000
        0.2317466
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-01-15
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATEWAY CASINOS & ENTERTAINMENT LIMITED
        549300JSKBQMMD1B3U44
        GTWY CASINO+ENTERTAINMNT LTD 2021 CAD TERM LOAN
        943ZHKII3
        
          
        
        1496442.840000
        PA
        
        1167776.400000
        0.3525591
        Long
        LON
        CORP
        CA
        N
        2
        
          2027-10-18
          Fixed
          8.75
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        GATEWAY CASINOS & ENTERTAINMENT LIMITED
        549300JSKBQMMD1B3U44
        GTWY CASINO+ENTERTAINMNT LTD 2021 TERM LOAN
        943ZERII1
        
          
        
        3429516.240000
        PA
        USD
        3432733.130000
        1.0363640
        Long
        LON
        CORP
        CA
        N
        2
        
          2027-10-15
          Fixed
          8.75
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        GHANA GOVT
        213800PP4399SNNXZ126
        REPUBLIC OF GHANA SR UNSECURED 144A 02/27 6.375
        37443GAG6
        
          
        
        300000.000000
        PA
        USD
        204867.000000
        0.0618507
        Long
        DBT
        NUSS
        GH
        N
        2
        
          2027-02-11
          Fixed
          6.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GHANA GOVT
        213800PP4399SNNXZ126
        REPUBLIC OF GHANA SR UNSECURED 144A 02/35 7.875
        37443GAH4
        
          
        
        400000.000000
        PA
        USD
        237600.000000
        0.0717330
        Long
        DBT
        NUSS
        GH
        N
        2
        
          2035-02-11
          Fixed
          7.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GHANA GOVT
        213800PP4399SNNXZ126
        REPUBLIC OF GHANA SR UNSECURED 144A 03/61 8.75
        37443GAJ0
        
          
        
        200000.000000
        PA
        USD
        116500.000000
        0.0351721
        Long
        DBT
        NUSS
        GH
        N
        2
        
          2061-03-11
          Fixed
          8.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEQUA CORPORATION
        549300JLD7TQRZ92KO78
        SEQUA CORP PREFERRED STOCK
        000000000
        
          
        
        12205.000000
        NS
        USD
        14550801.000000
        4.3929796
        Long
        EP
        CORP
        US
        N
        3
        
          N
          N
          N
        
      
      
        STICHTING AK RABOBANK CERTIFICATEN
        N/A
        STICHTING AK RABOBANK JR SUBORDINA REGS 12/49 VAR
        BJBQCWII7
        
          
        
        6532550.000000
        NS
        
        7530048.590000
        2.2733697
        Long
        EP
        CORP
        NL
        N
        2
        
          N
          N
          N
        
      
      
        AXIS ENERGY SERVICES HOLDINGS LLC
        N/A
        AXIS ENERGY SERVICES CLASS A EQTY009T1 AXIS ENERGY SERVICES
        942WZK900
        
          
        
        1252.950000
        NS
        USD
        18451.570000
        0.0055706
        Long
        EC
        CORP
        US
        Y
        3
        
          N
          N
          N
        
      
      
        GOLDEN NUGGET LLC (FERTITTA ENTERTAINMENT LLC/FERTITTA ENTERTAINMENT FINANCE CO)
        N/A
        FERTITTA ENTERTAINMENT COMPANY GUAR 144A 01/30 6.75
        31556TAC3
        
          
        
        1100000.000000
        PA
        USD
        953298.500000
        0.2878069
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-01-15
          Fixed
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GROSVENOR PLACE CLO BV 2015-1A
        N/A
        GROSVENOR PLACE CLO BV GROSV 2015 1A SUB 144A
        39927WAV9
        
          
        
        250000.000000
        PA
        
        143710.620000
        0.0433872
        Long
        ABS-CBDO
        CORP
        NL
        
        N
        2
        
          2029-04-30
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSPA MONETIZATION TRUST
        N/A
        GSPA MONETIZATION TRUST PASS THRU CE 144A 10/29 6.422
        36298GAA7
        
          
        
        1314358.530000
        PA
        USD
        1312589.320000
        0.3962791
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-09
          Fixed
          6.422
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR MORTGAGE LOAN TRUST 2006-1F
        N/A
        GSR MORTGAGE LOAN TRUST GSR 2006 1F 5A1
        3623417Z6
        
          
        
        1077918.540000
        PA
        USD
        596736.460000
        0.1801585
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-02-25
          Fixed
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        HARBORVIEW MORTGAGE LOAN TR 2005-4
        N/A
        HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 4 3A1
        41161PMX8
        
          
        
        14648.480000
        PA
        USD
        11929.310000
        0.0036015
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-07-19
          Floating
          2.69849
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        HARBORVIEW MTGE LOAN TRUST 2004-10
        N/A
        HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2004 10 1A1
        41161PJH7
        
          
        
        39497.320000
        PA
        USD
        38007.970000
        0.0114748
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2035-01-19
          Floating
          1.27414
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA INC COMPANY GUAR 11/95 7.5
        197677AH0
        
          
        
        1050000.000000
        PA
        USD
        1221937.500000
        0.3689107
        Long
        DBT
        CORP
        US
        N
        2
        
          2095-11-15
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESTIA RE LTD
        549300QRKQ1ZKOXEMZ38
        HESTIA RE LTD UNSECURED 144A 04/25 VAR
        42815KAA0
        
          
        
        469000.000000
        PA
        USD
        470289.750000
        0.1419835
        Long
        DBT
        CORP
        BM
        N
        2
        
          2025-04-22
          Floating
          9.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GROUP INC (AKA: COMMUNICATIONS SALES & LEASING INC)
        549300V3NU625PJUVA84
        UNITI GROUP INC REIT USD.0001
        91325V108
        
          
        
        133286.000000
        NS
        USD
        1651413.540000
        0.4985723
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC JR SUBORDINA REGS 12/49 VAR
        ACI0H2TW1
        
          
        
        1200000.000000
        PA
        
        1290569.170000
        0.3896311
        Long
        DBT
        CORP
        GB
        N
        2
        
          2023-09-29
          Floating
          6
          N
          N
          N
          N
          Y
          
            
              HSBC HOLDINGS PLC
              HSBC HOLDINGS PLC
              GBP
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        VALARIS LIMITED
        N/A
        VALARIS LTD COMMON STOCK USD.01
        G9460G101
        
          
        
        1183.000000
        NS
        USD
        60037.250000
        0.0181256
        Long
        EC
        CORP
        BM
        
        N
        1
        
          N
          N
          N
        
      
      
        INDYMAC IMSC MTGE LN TRUST 2007-F2
        N/A
        INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 F2 2A1
        45670JAE2
        
          
        
        1622373.940000
        PA
        USD
        726408.040000
        0.2193072
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-07-25
          Fixed
          6.5
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES INC
        254900RKH6RY9KCJQH63
        VICI PROPERTIES INC REIT USD.01
        925652109
        
          
        
        202347.000000
        NS
        USD
        6031964.070000
        1.8210884
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        VOYAGER AVIATION HOLDINGS LLC
        549300KHOKL1CX4NIJ92
        VOYAGER AVIATION HLD EQUITY VOYAGER AVIATION 92918X9D9
        942UCF009
        
          
        
        538.000000
        NS
        USD
        0.000000
        0.0000000
        Long
        EC
        CORP
        US
        N
        3
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HOLDINGS SA
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON HLDG SR SECURED 144A 03/30 6.5
        45824TBC8
        
          
        
        8343000.000000
        PA
        USD
        7875708.570000
        2.3777266
        Long
        DBT
        CORP
        LU
        N
        2
        
          2030-03-15
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HOLDINGS SA
        8XJ8KF85PBKK1TLMFN29
        INTELSAT JACKSON HOLDINGS SA 2021 TERM LOAN B
        941CXNII2
        
          
        
        2463341.660000
        PA
        USD
        2393547.800000
        0.7226273
        Long
        LON
        CORP
        LU
        N
        2
        
          2029-02-01
          Floating
          4.9195
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER MEDIA AND COMMUNICATION SPA
        81560082CE2ED97AFD36
        INTER MEDIA COMMUNICATIO SR SECURED 144A 02/27 6.75
        ACI239TV9
        
          
        
        1500000.000000
        PA
        
        1509554.680000
        0.4557442
        Long
        DBT
        CORP
        IT
        N
        2
        
          2027-02-09
          Fixed
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IVORY COAST GOVT (AKA: COTE D'IVOIRE)
        254900ICW11T82O6H590
        IVORY COAST SR UNSECURED 144A 03/48 6.625
        ACI11JRN1
        
          
        
        400000.000000
        PA
        
        338411.480000
        0.1021686
        Long
        DBT
        NUSS
        CI
        N
        2
        
          2048-03-22
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACKSON PARK TRUST 2019-LIC
        N/A
        JACKSON PARK TRUST JAX 2019 LIC E 144A
        46868RAN4
        
          
        
        1033000.000000
        PA
        USD
        815828.380000
        0.2463038
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2039-10-14
          Variable
          3.35048
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAY PARK CLO LTD 2016-1A
        N/A
        JAY PARK CLO, LTD. JPARK 2016 1A SUB 144A
        47206WAC6
        
          
        
        2700000.000000
        PA
        USD
        1184505.550000
        0.3576098
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2027-10-20
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTMORELAND MINING HOLDINGS LLC
        N/A
        WESTMORELAND MINING HOLDINGS L COMMON
        935ZXN908
        
          
        
        25438.000000
        NS
        USD
        2.540000
        0.0000008
        Long
        EC
        CORP
        US
        Y
        3
        
          N
          N
          N
        
      
      
        JP MORGAN ALTERNATIVE LN TRUST 2006-A1
        N/A
        J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A1 4A1
        46627MDA2
        
          
        
        457561.120000
        PA
        USD
        402378.790000
        0.1214807
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-25
          Floating
          2.73405
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN ALTERNATIVE LN TRUST 2007-A1
        N/A
        J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A1 3A1
        466287AR0
        
          
        
        393696.710000
        PA
        USD
        407554.440000
        0.1230433
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-03-25
          Floating
          3.34081
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN MORTGAGE TRUST 2006-A1
        N/A
        JP MORGAN MORTGAGE TRUST JPMMT 2006 A1 3A2
        466247F57
        
          
        
        95927.370000
        PA
        USD
        77590.770000
        0.0234251
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-02-25
          Floating
          2.69739
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN MORTGAGE TRUST 2006-A7
        N/A
        JP MORGAN MORTGAGE TRUST JPMMT 2006 A7 3A3M
        46629DBJ3
        
          
        
        97217.390000
        PA
        USD
        85531.610000
        0.0258225
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-01-25
          Floating
          2.60112
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9
        517834AF4
        
          
        
        200000.000000
        PA
        USD
        172277.970000
        0.0520118
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-08-08
          Fixed
          3.9
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C7
        N/A
        LB UBS COMMERCIAL MORTGAGE TRU LBUBS 2006 C7 AJ
        50180CAG5
        
          
        
        54267.990000
        PA
        USD
        35097.470000
        0.0105961
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2038-11-15
          Fixed
          5.407
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        LEALAND FINANCE COMPANY BV
        N/A
        LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL
        N5200EAC5
        
          
        
        40267.840000
        PA
        USD
        27180.790000
        0.0082061
        Long
        LON
        CORP
        US
        N
        3
        
          2024-06-28
          Floating
          3.4574
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEALAND FINANCE COMPANY BV
        N/A
        LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL
        N5200EAB7
        
          
        
        184157.890000
        PA
        USD
        96682.890000
        0.0291892
        Long
        LON
        CORP
        US
        N
        2
        
          2025-06-30
          Fixed
          1.4574
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        LEHMAN XS TRUST 2006-11
        N/A
        LEHMAN XS TRUST LXS 2006 11 2A2
        52522WAF6
        
          
        
        388144.230000
        PA
        USD
        413407.140000
        0.1248103
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2046-06-24
          Variable
          6.79
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEHMAN XS TRUST 2007-7N
        N/A
        LEHMAN XS TRUST LXS 2007 7N 1A1A
        52524GAA0
        
          
        
        492774.690000
        PA
        USD
        466873.610000
        0.1409521
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2047-06-25
          Floating
          1.10786
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC JR SUBORDINA REGS 12/49 VAR
        ACI0808H1
        
          
        
        2482000.000000
        PA
        
        3444429.630000
        1.0398953
        Long
        DBT
        CORP
        GB
        N
        2
        
          2029-06-27
          Floating
          7.875
          N
          N
          N
          N
          Y
          
            
              LLOYDS BANKING GROUP PLC
              LLOYDS BANKING GROUP PLC
              GBP
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        AADVANTAGE LOYALTY IP LTD
        N/A
        AADVANTAGE LOYALTY IP LTD 2021 TERM LOAN
        02376CBJ3
        
          
        
        700000.000000
        PA
        USD
        713270.600000
        0.2153409
        Long
        LON
        CORP
        KY
        
        N
        2
        
          2028-04-20
          Floating
          5.8127
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARLETTE FUNDING TRUST 2019-2
        N/A
        MARLETTE FUNDING TRUST MFT 2019 2A CERT 144A
        57109H102
        
          
        
        6330.000000
        PA
        USD
        563044.700000
        0.1699868
        Long
        ABS-O
        CORP
        US
        N
        3
        
          2029-07-16
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARLETTE FUNDING TRUST 2020-1A
        N/A
        MARLETTE FUNDING TRUST MFT 2020 1A CERT 144A
        57109J108
        
          
        
        2769.000000
        PA
        USD
        264665.690000
        0.0799043
        Long
        ABS-O
        CORP
        US
        N
        3
        
          2030-03-15
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MELCO RESORTS FINANCE LIMITED
        N/A
        MELCO RESORTS FINANCE SR UNSECURED 144A 07/28 5.75
        58547DAE9
        
          
        
        800000.000000
        PA
        USD
        676232.000000
        0.2041588
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2028-07-21
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERRILL LYNCH MORTGAGE INVESTORS INC 2006-FM1
        N/A
        MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 FM1 A2C
        59021AAC2
        
          
        
        197396.520000
        PA
        USD
        126607.210000
        0.0382235
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-04-25
          Floating
          0.98786
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERRILL LYNCH MTGE INVESTORS 2006-A1
        N/A
        MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1
        59020U5W1
        
          
        
        593712.090000
        PA
        USD
        362653.120000
        0.1094873
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-25
          Floating
          2.63964
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP / MGP FINANCE CO-ISSUER INC
        N/A
        MGM GROWTH/MGM FINANCE COMPANY GUAR 144A 02/29 3.875
        55303XAL9
        
          
        
        1800000.000000
        PA
        USD
        1709195.310000
        0.5160170
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-02-15
          Fixed
          3.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL I TRUST 2017-ASHF
        N/A
        MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF F 144A
        61691KAQ4
        
          
        
        1200000.000000
        PA
        USD
        1139287.800000
        0.3439582
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-11-15
          Floating
          4.904
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAGIO VI CLO DAC VI-A
        N/A
        ADAGIO CLO ADAGI VI A SUB 144A
        ACI0YQYN3
        
          
        
        1750000.000000
        PA
        
        1022789.830000
        0.3087868
        Long
        ABS-CBDO
        CORP
        IE
        
        N
        2
        
          2031-04-30
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY MTGE LN TR 2006-7
        N/A
        MORGAN STANLEY MORTGAGE LOAN T MSM 2006 7 5A2
        61749JAS5
        
          
        
        2178373.760000
        PA
        USD
        813583.170000
        0.2456259
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-06-25
          Variable
          5.962
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY MTGE LN TR 2007-10XS
        N/A
        MORGAN STANLEY MORTGAGE LOAN T MSM 2007 10XS A2
        61751MAC8
        
          
        
        220517.030000
        PA
        USD
        124845.850000
        0.0376918
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-02-25
          Fixed
          6.25
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY MTGE LN TR 2007-7AX
        N/A
        MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A1
        61754HAB8
        
          
        
        2630216.610000
        PA
        USD
        958568.500000
        0.2893979
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-04-25
          Floating
          0.90786
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)
        5493002WXOPRPTXWTU06
        MPH ACQUISITION HOLDINGS LLC 2021 TERM LOAN B
        55328HAK7
        
          
        
        3482500.000000
        PA
        USD
        3353149.500000
        1.0123372
        Long
        LON
        CORP
        US
        N
        2
        
          2028-09-01
          Floating
          4.7579
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-TECH
        N/A
        NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 TECH E 144A
        63874LAQ7
        
          
        
        1065000.000000
        PA
        USD
        1019414.700000
        0.3077678
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2034-11-15
          Floating
          2.805
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP PLC JR SUBORDINA 12/49 VAR
        780099CK1
        
          
        
        3000000.000000
        PA
        USD
        3163020.000000
        0.9549359
        Long
        DBT
        CORP
        GB
        N
        2
        
          2025-08-10
          Floating
          8
          N
          N
          N
          N
          Y
          
            
              NATWEST GROUP PLC
              NATWEST GROUP PLC
              GBP
              
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NCL CORPORATION LTD
        UNZWILHE4KMRP9K2L524
        NCL CORPORATION LTD SR SECURED 144A 02/27 5.875
        62886HBE0
        
          
        
        1222000.000000
        PA
        USD
        1166496.760000
        0.3521728
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2027-02-15
          Fixed
          5.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ALBERTSONS LP
        N/A
        NEW ALBERTSONS LP SR UNSECURED 02/28 6.57
        01310QCW3
        
          
        
        2800000.000000
        PA
        USD
        3176306.000000
        0.9589470
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-23
          Fixed
          6.57
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGD HOLDINGS BV
        984500ED2ABF0UF46690
        NGD HOLDINGS BV SR SECURED 12/26 6.75
        ACI1XVPP6
        
          
        
        187558.000000
        PA
        USD
        78774.360000
        0.0237825
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2026-12-31
          Fixed
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO LTD
        353800DRBDH1LUTNAY26
        NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81
        654744AD3
        
          
        
        5300000.000000
        PA
        USD
        4978244.050000
        1.5029636
        Long
        DBT
        CORP
        JP
        N
        2
        
          2030-09-17
          Fixed
          4.81
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOBLE FINANCE COMPANY
        5493003DTPH8AMMK4P51
        NOBLE FINANCE CO SECURED 02/28 11
        65505JAC5
        
          
        
        14572.000000
        PA
        USD
        16466.360000
        0.0049713
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2028-02-15
          Fixed
          11
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        NOBLE FINANCE COMPANY
        5493003DTPH8AMMK4P51
        NOBLE FINANCE CO SECURED 144A 02/28 11
        65505JAA9
        
          
        
        710410.000000
        PA
        USD
        802763.300000
        0.2423594
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2028-02-15
          Fixed
          11
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN BELL TELEPHONE
        N/A
        NORTHWESTERN BELL TELEPH SR UNSECURED 05/30 7.75
        668027AT2
        
          
        
        7000000.000000
        PA
        USD
        7592358.410000
        2.2921814
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-05-01
          Fixed
          7.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODEBRECHT DRILLING NORBE VIII/IX LTD
        549300YNW6BY570L6488
        ODEBRECHT DRILL VIII/IX SR SECURED REGS 12/26 7.35
        G67106AC1
        
          
        
        149091.000000
        PA
        USD
        85540.960000
        0.0258254
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2026-12-01
          Fixed
          7.35
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED
        549300L7LF2PIRAWID66
        ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/22 6.72
        G6711KAC9
        
          
        
        118250.880000
        PA
        USD
        117068.370000
        0.0353437
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2022-12-01
          Fixed
          6.72
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODEBRECHT OFFSHORE DRILLING FINANCE LIMITED
        549300L7LF2PIRAWID66
        ODBRCHT OFFSHRE DRLL FIN SR SECURED REGS 12/26 7.72
        G6711KAD7
        
          
        
        3145024.000000
        PA
        USD
        746943.200000
        0.2255069
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2026-12-01
          Fixed
          7.72
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        ODEBRECHT OIL & GAS FINANCE LIMITED
        N/A
        ODEBRECHT OIL + FINANCE COMPANY GUAR 144A 12/99 0.0000
        67576JAB7
        
          
        
        259145.000000
        PA
        USD
        1101.370000
        0.0003325
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2022-06-07
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ODEBRECHT OIL & GAS FINANCE LIMITED
        N/A
        ODEBRECHT OIL + FINANCE COMPANY GUAR REGS 12/99 0.0000
        000000000
        
          
        
        190575.000000
        PA
        USD
        809.940000
        0.0002445
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2022-06-07
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OI SA (AKA: BRASIL TELECOM S/A)
        254900YEMWCRRAGD4978
        OI SA COMPANY GUAR 07/25 VAR
        P7354PAA2
        
          
        
        5862000.000000
        PA
        USD
        4682946.630000
        1.4138114
        Long
        DBT
        CORP
        BR
        N
        2
        
          2025-07-27
          Fixed
          10
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75
        694308HH3
        
          
        
        2810000.000000
        PA
        USD
        2313369.840000
        0.6984211
        Long
        DBT
        CORP
        US
        N
        2
        
          2044-02-15
          Fixed
          4.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2
        694308KB2
        
          
        
        900000.000000
        PA
        USD
        841810.370000
        0.2541479
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-03-01
          Fixed
          4.2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3
        694308HL4
        
          
        
        11000.000000
        PA
        USD
        8540.940000
        0.0025786
        Long
        DBT
        CORP
        US
        N
        2
        
          2045-03-15
          Fixed
          4.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/42 4.45
        694308GZ4
        
          
        
        322000.000000
        PA
        USD
        260913.870000
        0.0787716
        Long
        DBT
        CORP
        US
        N
        2
        
          2042-04-15
          Fixed
          4.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6
        694308HD2
        
          
        
        8000.000000
        PA
        USD
        6485.580000
        0.0019580
        Long
        DBT
        CORP
        US
        N
        2
        
          2043-06-15
          Fixed
          4.6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55
        694308JM0
        
          
        
        1876500.000000
        PA
        USD
        1741759.630000
        0.5258483
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-07-01
          Fixed
          4.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5
        694308JQ1
        
          
        
        939000.000000
        PA
        USD
        771118.000000
        0.2328054
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-07-01
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95
        694308JN8
        
          
        
        2359500.000000
        PA
        USD
        1972870.210000
        0.5956221
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-07-01
          Fixed
          4.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75
        694308HA8
        
          
        
        10000.000000
        PA
        USD
        7371.850000
        0.0022256
        Long
        DBT
        CORP
        US
        N
        2
        
          2042-08-15
          Fixed
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5
        694308GY7
        
          
        
        10000.000000
        PA
        USD
        8115.150000
        0.0024500
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-12-15
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS AND ELECTRIC COMPANY
        1HNPXZSMMB7HMBMVBS46
        PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4
        694308HR1
        
          
        
        1004000.000000
        PA
        USD
        748108.240000
        0.2258586
        Long
        DBT
        CORP
        US
        N
        2
        
          2046-12-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU LNG SRL
        254900F70J1LOALV5K70
        PERU LNG SRL SR UNSECURED REGS 03/30 5.375
        P7721BAE1
        
          
        
        4372000.000000
        PA
        USD
        3765647.320000
        1.1368729
        Long
        DBT
        CORP
        PE
        N
        2
        
          2030-03-22
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE BV
        549300FNENFFSMO3GT38
        PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/34 6.625
        ACI07KN16
        
          
        
        100000.000000
        PA
        
        125777.360000
        0.0379730
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2034-01-16
          Fixed
          6.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS (PEMEX)
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69
        71654QDD1
        
          
        
        1160000.000000
        PA
        USD
        908784.600000
        0.2743679
        Long
        DBT
        CORP
        MX
        N
        2
        
          2050-01-23
          Fixed
          7.69
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS (PEMEX)
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95
        71654QDF6
        
          
        
        150000.000000
        PA
        USD
        109046.250000
        0.0329218
        Long
        DBT
        CORP
        MX
        N
        2
        
          2060-01-28
          Fixed
          6.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS (PEMEX)
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7
        71643VAB1
        
          
        
        869000.000000
        PA
        USD
        750498.820000
        0.2265804
        Long
        DBT
        CORP
        MX
        N
        2
        
          2032-02-16
          Fixed
          6.7
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS (PEMEX)
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75
        71654QCC4
        
          
        
        5469000.000000
        PA
        USD
        3963220.230000
        1.1965214
        Long
        DBT
        CORP
        MX
        N
        2
        
          2047-09-21
          Fixed
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS (PEMEX)
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS COMPANY GUAR REGS 02/28 4.875
        BYWQJHII7
        
          
        
        556000.000000
        PA
        
        536159.280000
        0.1618699
        Long
        DBT
        CORP
        MX
        N
        2
        
          2028-02-21
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESS GANEY (AKA: AZALEA TOPCO INC)
        549300HC42NZULO53062
        EMERALD TOPCO INC TERM LOAN
        29102TAB8
        
          
        
        53625.000000
        PA
        USD
        52954.690000
        0.0159874
        Long
        LON
        CORP
        US
        N
        2
        
          2026-07-24
          Floating
          4.7376
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROMOTORA DE INFORMACIONES SA (PRISA)
        959800U3NGPXSCQHQW54
        PROMOTORA DE INFORMACIONES SA 2022 EUR PIK JUNIOR TERM LOAN
        945BECII5
        
          
        
        751005.090000
        PA
        
        751173.840000
        0.2267842
        Long
        LON
        CORP
        ES
        N
        2
        
          2027-06-30
          Fixed
          9
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        PROMOTORA DE INFORMACIONES SA (PRISA)
        959800U3NGPXSCQHQW54
        PROMOTORA DE INFORMACIONES SA 2022 EUR PIK SENIOR TERM LOAN
        945BEBII7
        
          
        
        2354502.430000
        PA
        
        2372108.190000
        0.7161546
        Long
        LON
        CORP
        ES
        N
        2
        
          2026-12-31
          Fixed
          5.25
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        PROVINCE OF BUENOS AIRES ARGENTINA
        549300L6AYROPOTQ4L07
        PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
        ACI11ZNP4
        
          
        
        15800000.000000
        PA
        
        77990.010000
        0.0235457
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2025-04-12
          Floating
          42.0333
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF BUENOS AIRES ARGENTINA
        549300L6AYROPOTQ4L07
        PROVINCIA DE BUENOS AIRE UNSECURED 144A REGS 04/25 VAR
        P1910WRC5
        
          
        
        201514000.000000
        PA
        
        994688.470000
        0.3003028
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2025-04-12
          Floating
          42.0333
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO GOVT
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH PRC 07/23 FIXED 5.25
        74514L3E5
        
          
        
        74447.000000
        PA
        USD
        75369.240000
        0.0227545
        Long
        DBT
        MUN
        PR
        N
        2
        
          2023-07-01
          Fixed
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO GOVT
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH PRC 07/24 ZEROCPNOID 0
        74514L3Q8
        
          
        
        34289.000000
        PA
        USD
        31196.360000
        0.0094184
        Long
        DBT
        MUN
        PR
        N
        2
        
          2024-07-01
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO GOVT
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH PRC 07/33 FIXED 4
        74514L3K1
        
          
        
        66658.000000
        PA
        USD
        61978.670000
        0.0187118
        Long
        DBT
        MUN
        PR
        N
        2
        
          2033-07-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO GOVT
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH PRC 07/33 ZEROCPNOID 0
        74514L3R6
        
          
        
        85783.000000
        PA
        USD
        49073.370000
        0.0148156
        Long
        DBT
        MUN
        PR
        N
        2
        
          2033-07-01
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO GOVT
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH PRC 07/35 FIXED 4
        74514L3L9
        
          
        
        59917.000000
        PA
        USD
        55553.590000
        0.0167720
        Long
        DBT
        MUN
        PR
        N
        2
        
          2035-07-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO GOVT
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH PRC 07/37 FIXED 4
        74514L3M7
        
          
        
        51425.000000
        PA
        USD
        46357.320000
        0.0139956
        Long
        DBT
        MUN
        PR
        N
        2
        
          2037-07-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO GOVT
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH PRC 07/41 FIXED 4
        74514L3N5
        
          
        
        69917.000000
        PA
        USD
        63037.720000
        0.0190315
        Long
        DBT
        MUN
        US
        
        N
        2
        
          2041-07-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO GOVT
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH PRC 07/46 FIXED 4
        74514L3P0
        
          
        
        72713.000000
        PA
        USD
        63969.260000
        0.0193127
        Long
        DBT
        MUN
        PR
        N
        2
        
          2046-07-01
          Fixed
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO GOVT
        549300X44HXPLJU48U63
        PUERTO RICO CMWLTH PRC 11/43 ADJUSTABLE VAR
        74514L3T2
        
          
        
        332831.000000
        PA
        USD
        173488.160000
        0.0523772
        Long
        DBT
        MUN
        PR
        N
        2
        
          2043-11-01
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINANCIAL INC SR UNSECURED 11/31 8
        370425RZ5
        
          
        
        135000.000000
        PA
        USD
        158236.250000
        0.0477725
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-11-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FINANCING SA
        549300DIYGW8HVDF7Q17
        ALTICE FINANCING SA SR SECURED 144A 08/29 5.75
        02154CAH6
        
          
        
        1105000.000000
        PA
        USD
        932603.430000
        0.2815589
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2029-08-15
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ASSET MORTGAGE PRODUCTS INC 2006-RS5
        N/A
        RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 RS5 A4
        75156YAD1
        
          
        
        125814.710000
        PA
        USD
        120487.780000
        0.0363760
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-09-25
          Floating
          1.22786
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ASSET SEC TRUST 2007-A9
        N/A
        RESIDENTIAL ASSET SECURITIZATI RAST 2007 A9 A5
        761143AE6
        
          
        
        1169843.100000
        PA
        USD
        597373.010000
        0.1803507
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-09-25
          Fixed
          6.25
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ASSET SECUR TR 2007-A7
        N/A
        RESIDENTIAL ASSET SECURITIZATI RAST 2007 A7 A1
        76114QAA3
        
          
        
        622066.960000
        PA
        USD
        304745.500000
        0.0920046
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-07-25
          Fixed
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ASSET SECUR TRUST 2005-A15
        N/A
        RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2
        45660L4H9
        
          
        
        373937.620000
        PA
        USD
        191423.870000
        0.0577921
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-02-25
          Fixed
          5.75
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL FUNDING MTG SEC I 2006-S8
        N/A
        RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 S8 A15
        74957XAQ8
        
          
        
        52096.950000
        PA
        USD
        45686.920000
        0.0137932
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-09-25
          Fixed
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL FUNDING MTG SEC I 2006-SA2
        N/A
        RESIDENTIAL FUNDING MTG SEC I RFMSI 2006 SA2 3A1
        749574AE9
        
          
        
        54792.270000
        PA
        USD
        49960.130000
        0.0150833
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-08-25
          Floating
          4.31522
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL FUNDING MTGE SEC 2007-S6
        N/A
        RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A11
        762009AL2
        
          
        
        678817.380000
        PA
        USD
        618269.310000
        0.1866594
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-06-25
          Fixed
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        RIO OIL FINANCE TRUST SERIES 2014-1
        549300V5D1W52HY8NO65
        RIO OIL FINANCE TRUST SR SECURED 144A 07/24 9.25
        76716XAA0
        
          
        
        1486890.010000
        PA
        USD
        1555770.190000
        0.4696969
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2024-07-06
          Variable
          9.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RSA SECURITY (REDSTONE HOLDCO 2 LP)
        N/A
        REDSTONE HOLDCO 2 LP 2021 TERM LOAN
        75774EAG0
        
          
        
        1383034.590000
        PA
        USD
        1334196.870000
        0.4028025
        Long
        LON
        CORP
        US
        N
        2
        
          2028-04-27
          Floating
          5.934
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDERS RE III LTD
        N/A
        SANDERS RE III LTD UNSECURED 144A 04/29 VAR
        80000XAC3
        
          
        
        714000.000000
        PA
        USD
        714678.300000
        0.2157659
        Long
        DBT
        CORP
        BM
        N
        2
        
          2029-04-09
          Floating
          12.02
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        SANDS CHINA LTD SR UNSECURED 08/28 5.4
        80007RAE5
        
          
        
        2702000.000000
        PA
        USD
        2552201.120000
        0.7705258
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2028-08-08
          Variable
          5.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        SANDS CHINA LTD SR UNSECURED 144A 03/27 2.55
        80007RAM7
        
          
        
        400000.000000
        PA
        USD
        338568.000000
        0.1022158
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2027-03-08
          Variable
          2.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        SANDS CHINA LTD SR UNSECURED 144A 03/29 3.1
        80007RAP0
        
          
        
        300000.000000
        PA
        USD
        243774.000000
        0.0735969
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2029-03-08
          Variable
          3.1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        SANDS CHINA LTD SR UNSECURED 144A 08/31 3.25
        80007RAR6
        
          
        
        200000.000000
        PA
        USD
        153687.000000
        0.0463991
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2031-08-08
          Variable
          3.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HOLDINGS PLC
        549300F5XIFGNNW4CF72
        SANTANDER UK GROUP HLDGS JR SUBORDINA REGS 12/99 VAR
        ACI0TF455
        
          
        
        2850000.000000
        PA
        
        3639729.460000
        1.0988575
        Long
        DBT
        CORP
        GB
        N
        2
        
          2024-06-24
          Floating
          6.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SASOL FINANCING LIMITED
        378900A5BC68CC18C276
        SASOL LTD REVOLVER
        937HWVII0
        
          
        
        2440118.160000
        PA
        USD
        2398521.640000
        0.7241290
        Long
        LON
        CORP
        ZA
        N
        3
        
          2022-11-23
          Floating
          0.659
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHENCK PROCESS (PLATIN 1426 GMBH)
        213800NMYXIGFN77O655
        PLATIN 1426 GMBH SR SECURED 144A 06/23 6.875
        BGGC6YII2
        
          
        
        200000.000000
        PA
        
        210978.230000
        0.0636957
        Long
        DBT
        CORP
        DE
        N
        2
        
          2023-06-15
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEC ASSET BACKED REC LLC 2006-FR3
        N/A
        SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A2
        813765AB0
        
          
        
        4240712.700000
        PA
        USD
        2643963.080000
        0.7982293
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-05-25
          Floating
          0.94786
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEQUA MEZZANINE HOLDINGS LLC
        N/A
        SEQUA MEZZANINE HOLDINGS LLC 2020 2ND LIEN TERM LOAN
        81733HAF3
        
          
        
        41699.560000
        PA
        USD
        41543.190000
        0.0125422
        Long
        LON
        CORP
        US
        N
        2
        
          2024-04-28
          Fixed
          11.75
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        SKYMILES IP LTD
        2549008L7P4I8VB90936
        SKYMILES IP LTD. 2020 SKYMILES TERM LOAN B
        24736CBS2
        
          
        
        1800000.000000
        PA
        USD
        1862499.600000
        0.5623005
        Long
        LON
        CORP
        US
        N
        2
        
          2027-10-20
          Floating
          4.8127
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST 2013-M1
        N/A
        SLM STUDENT LOAN TRUST SLMA 2013 M1 M1R 144A
        78447T103
        
          
        
        1360.000000
        PA
        USD
        1107451.840000
        0.3343468
        Long
        ABS-O
        CORP
        US
        N
        3
        
          2029-10-28
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST-2007-4
        N/A
        SLM STUDENT LOAN TRUST SLMA 2007 4 R
        78444A107
        
          
        
        2000.000000
        PA
        USD
        737474.850000
        0.2226484
        Long
        ABS-O
        CORP
        US
        N
        3
        
          2042-01-25
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHOUSE HOLDINGS LLC
        N/A
        BRIGHTHOUSE HLDGS LLC JR SUBORDINA 144A VAR
        10924BAA5
        
          
        
        35000.000000
        NS
        USD
        33915.000000
        0.0102392
        Long
        EP
        CORP
        US
        N
        2
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE SA
        O2RNE8IBXP4R0TD8PU41
        SOCIETE GENERALE JR SUBORDINA 144A 12/99 VAR
        83367TBV0
        
          
        
        300000.000000
        PA
        USD
        301291.500000
        0.0909618
        Long
        DBT
        CORP
        FR
        N
        2
        
          2023-10-04
          Floating
          7.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-B
        N/A
        SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 B R 144A
        83403Y104
        
          
        
        2100000.000000
        PA
        USD
        283005.240000
        0.0854411
        Long
        ABS-O
        CORP
        US
        N
        2
        
          2040-05-25
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D
        N/A
        SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D R1 144A
        78471C109
        
          
        
        846000.000000
        PA
        USD
        136279.880000
        0.0411438
        Long
        ABS-O
        CORP
        US
        N
        3
        
          2040-09-25
          Fixed
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOLENIS (OLYMPUS WATER US HOLDING CORPORATION)
        549300YU2GGVCBN3MY89
        OLYMPUS WTR US HLDG CORP SR UNSECURED 144A 10/29 5.375
        ACI20N5P0
        
          
        
        1400000.000000
        PA
        
        1249719.410000
        0.3772983
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-01
          Fixed
          5.375
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTH AFRICA GOVT
        378900AAFB4F17004C49
        REPUBLIC OF SOUTH AFRICA SR UNSECURED 04/52 7.3
        836205BE3
        
          
        
        1300000.000000
        PA
        USD
        1220544.000000
        0.3684900
        Long
        DBT
        NUSS
        ZA
        N
        2
        
          2052-04-20
          Fixed
          7.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTH COAST FUNDING 3A
        N/A
        SOUTH COAST FUNDING SCF 3A A1A 144A
        83743SAN6
        
          
        
        5452203.100000
        PA
        USD
        566767.420000
        0.1711107
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2038-08-10
          Floating
          0.96629
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AEROSYSTEMS INC
        ZD2NBKV6GCC3UMGBM518
        SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/23 3.95
        85205TAJ9
        
          
        
        1557000.000000
        PA
        USD
        1520106.890000
        0.4589300
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-06-15
          Fixed
          3.95
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEENBOK LUX FINCO 2 SARL
        N/A
        STEENBOK LUX FINCO 2 SARL EUR 2ND LIEN FIXED RATE TL A2
        935YNTII0
        
          
        
        6755864.220000
        PA
        
        6120397.670000
        1.8477871
        Long
        LON
        CORP
        LU
        
        N
        2
        
          2022-12-29
          Fixed
          10.75
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        STRUCTURED ADJUSTABLE RT MTGE LN 2005-23
        N/A
        STRUCTURED ADJUSTABLE RATE MOR SARM 2005 23 3A1
        863579L48
        
          
        
        471788.440000
        PA
        USD
        331563.430000
        0.1001011
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-01-25
          Floating
          2.90574
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ADJUSTABLE RT MTGE LN 2006-10
        N/A
        STRUCTURED ADJUSTABLE RATE MOR SARM 2006 10 2A1
        86361QAD6
        
          
        
        432383.060000
        PA
        USD
        399669.690000
        0.1206628
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-11-25
          Floating
          2.8801
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        STUBHUB (PUG LLC)
        N/A
        PUG LLC 2021 INCREMENTAL TERM LOAN B
        74530DAG0
        
          
        
        1194000.000000
        PA
        USD
        1185045.000000
        0.3577726
        Long
        LON
        CORP
        US
        N
        3
        
          2027-02-12
          Floating
          5.0137
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STUBHUB (PUG LLC)
        N/A
        PUG LLC USD TERM LOAN
        74530DAC9
        
          
        
        880355.700000
        PA
        USD
        860547.700000
        0.2598048
        Long
        LON
        CORP
        US
        N
        2
        
          2027-02-12
          Floating
          4.2637
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STUDIO CITY FINANCE LIMITED
        254900D6R731QAUIG324
        STUDIO CITY FINANCE LTD COMPANY GUAR 144A 01/28 6.5
        86389QAF9
        
          
        
        1000000.000000
        PA
        USD
        786310.000000
        0.2373920
        Long
        DBT
        CORP
        VG
        
        N
        2
        
          2028-01-15
          Fixed
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STUDIO CITY FINANCE LIMITED
        254900D6R731QAUIG324
        STUDIO CITY FINANCE LTD COMPANY GUAR 144A 07/25 6
        86389QAE2
        
          
        
        1000000.000000
        PA
        USD
        844720.000000
        0.2550264
        Long
        DBT
        CORP
        VG
        
        N
        2
        
          2025-07-15
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNTRUST ADJR MRTG LN TR 2007-1
        N/A
        SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1
        78473NAC7
        
          
        
        49236.970000
        PA
        USD
        44946.420000
        0.0135696
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-02-25
          Floating
          2.30558
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNTRUST ADJR MRTG LN TR 2007-2
        N/A
        SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 2 3A3
        78473TAG5
        
          
        
        244196.390000
        PA
        USD
        158452.200000
        0.0478377
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-04-25
          Floating
          2.27926
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        SYMPHONY CLO XIV LTD 2014-14A
        N/A
        SYMPHONY CLO LTD SYMP 2014 14A E 144A
        87159QAW8
        
          
        
        1000000.000000
        PA
        USD
        994020.980000
        0.3001013
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2026-07-14
          Floating
          5.63843
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNGENTA FINANCE NV
        54930042S3BYCEGOCN86
        SYNGENTA FINANCE NV COMPANY GUAR 144A 04/48 5.676
        87164KAJ3
        
          
        
        1990000.000000
        PA
        USD
        2053536.880000
        0.6199759
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2048-04-24
          Fixed
          5.676
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNIVERSE HOLDINGS INC
        549300CYZBHMZC8VLL59
        SYNIVERSE HLDGS INC FIRST LIEN TERM LOAN B
        87164GAM5
        
          
        
        7473833.820000
        PA
        USD
        7409992.330000
        2.2371239
        Long
        LON
        CORP
        US
        N
        2
        
          2023-03-09
          Floating
          6.0384
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNIVERSE HOLDINGS INC
        549300CYZBHMZC8VLL59
        SYNIVERSE HLDGS INC SECOND LIEN TERM LOAN
        87164GAN3
        
          
        
        783000.000000
        PA
        USD
        765055.990000
        0.2309753
        Long
        LON
        CORP
        US
        N
        2
        
          2024-03-11
          Floating
          10.0384
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TABERNA PREFERRED FUNDING LTD 2006-5A
        N/A
        TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1A 144A
        87331BAA0
        
          
        
        144090.010000
        PA
        USD
        128600.330000
        0.0388253
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2036-08-05
          Floating
          0.695
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TABERNA PREFERRED FUNDING LTD 2006-5A
        N/A
        TABERNA PREFERED FUNDING LTD TBRNA 2006 5A A1AD 144A
        87331BAB8
        
          
        
        2701687.710000
        PA
        USD
        2411256.280000
        0.7279736
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2036-08-05
          Floating
          0.695
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC)
        K5K33XN0PQAU1XF7NN66
        TALEN ENERGY SUPPLY LLC SR SECURED 144A 05/27 7.25
        87422VAF5
        
          
        
        3864000.000000
        PA
        USD
        3705112.320000
        1.1185970
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-15
          Fixed
          7.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALEN ENERGY SUPPLY LLC (AKA: PPL ENERGY SUPPLY LLC)
        K5K33XN0PQAU1XF7NN66
        TALEN ENERGY SUPPLY LLC SR SECURED 144A 06/28 7.625
        87422VAJ7
        
          
        
        1950000.000000
        PA
        USD
        1872126.750000
        0.5652070
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-06-01
          Fixed
          7.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEAM HEALTH HOLDINGS INC
        549300PVTQ4UDTTMQT11
        TEAM HEALTH INC DEL TERM LOAN B
        87817JAE8
        
          
        
        6504102.890000
        PA
        USD
        6111827.440000
        1.8451997
        Long
        LON
        CORP
        US
        N
        2
        
          2024-02-06
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEMAR NORTE LESTE SA-EM RECUPERACAO JUDICIAL
        N/A
        TELEMAR NORTE LESTE SA TERM LOAN
        938VCRII9
        
          
        
        4415000.000000
        PA
        USD
        1854300.000000
        0.5598250
        Long
        LON
        CORP
        BR
        N
        3
        
          2035-02-26
          Fixed
          1.75
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        TOBACCO SETTLEMENT FINANCE AUTHORITY
        N/A
        TOBACCO SETTLEMENT FIN AUTH WV TOBGEN 06/47 ZEROCPNOID 0
        88880LAB9
        
          
        
        21900000.000000
        PA
        USD
        1984869.270000
        0.5992447
        Long
        DBT
        MUN
        US
        N
        2
        
          2047-06-01
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOBACCO SETTLEMENT FING CORP VA
        N/A
        TOBACCO SETTLEMENT FING CORP V TOBGEN 06/46 FIXED OID 6.706
        88880NAT6
        
          
        
        370000.000000
        PA
        USD
        370125.170000
        0.1117431
        Long
        DBT
        MUN
        US
        N
        2
        
          2046-06-01
          Fixed
          6.706
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOPAZ SOLAR FARMS LLC
        N/A
        TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875
        89054XAD7
        
          
        
        970034.000000
        PA
        USD
        956618.430000
        0.2888092
        Long
        DBT
        CORP
        US
        N
        2
        
          2039-09-30
          Fixed
          4.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOPAZ SOLAR FARMS LLC
        N/A
        TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75
        89054XAC9
        
          
        
        5652124.000000
        PA
        USD
        5750866.610000
        1.7362233
        Long
        DBT
        CORP
        US
        N
        2
        
          2039-09-30
          Fixed
          5.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANCESTRY.COM
        2549009ADY4208OH2Y47
        ARCHES BUYER INC SR SECURED 144A 06/28 4.25
        039524AA1
        
          
        
        700000.000000
        PA
        USD
        623101.500000
        0.1881183
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-06-01
          Fixed
          4.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN INC
        DOL4HJ22ADYSIWES4H94
        TRANSOCEAN INC COMPANY GUAR 144A 01/26 7.5
        893830BF5
        
          
        
        56000.000000
        PA
        USD
        45851.960000
        0.0138430
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2026-01-15
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN INC
        DOL4HJ22ADYSIWES4H94
        TRANSOCEAN INC COMPANY GUAR 144A 02/27 8
        893830BL2
        
          
        
        66000.000000
        PA
        USD
        52229.760000
        0.0157685
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2027-02-01
          Fixed
          8
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN INC
        DOL4HJ22ADYSIWES4H94
        TRANSOCEAN INC COMPANY GUAR 144A 11/25 7.25
        893830BK4
        
          
        
        68000.000000
        PA
        USD
        56514.460000
        0.0170621
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2025-11-01
          Fixed
          7.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN PONTUS LIMITED
        N/A
        TRANSOCEAN PONTUS LTD SR SECURED 144A 08/25 6.125
        89382PAA3
        
          
        
        1242915.000000
        PA
        USD
        1222823.280000
        0.3691781
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2025-08-01
          Fixed
          6.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN POSEIDON LIMITED
        N/A
        TRANSOCEAN POSEIDON LTD SR SECURED 144A 02/27 6.875
        89383JAA6
        
          
        
        1081875.000000
        PA
        USD
        1042505.570000
        0.3147391
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2027-02-01
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIQUE PUB FINANCE CO PLC
        213800FOMWLKHQTI5562
        UNIQUE PUB FINANCE CO ASSET BACKED REGS 06/27 5.659
        743541II7
        
          
        
        197508.000000
        PA
        
        265569.850000
        0.0801772
        Long
        DBT
        CORP
        GB
        N
        2
        
          2027-06-30
          Fixed
          5.659
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        UNITED AIRLINES INC SR SECURED 144A 04/29 4.625
        90932LAH0
        
          
        
        300000.000000
        PA
        USD
        275683.500000
        0.0832306
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        CASH MGMT BILL 07/22 0.00000
        912796W96
        
          
        
        4300000.000000
        PA
        USD
        4293724.410000
        1.2963028
        Long
        DBT
        UST
        US
        N
        2
        
          2022-07-12
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        CASH MGMT BILL 07/22 0.00000
        912796X20
        
          
        
        7700000.000000
        PA
        USD
        7686820.140000
        2.3207000
        Long
        DBT
        UST
        US
        N
        2
        
          2022-07-19
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        CASH MGMT BILL 08/22 0.00000
        912796XN4
        
          
        
        2400000.000000
        PA
        USD
        2392008.380000
        0.7221626
        Long
        DBT
        UST
        US
        N
        2
        
          2022-08-23
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 06/22 0.00000
        912796J42
        
          
        
        2500000.000000
        PA
        USD
        2498626.950000
        0.7543514
        Long
        DBT
        UST
        US
        N
        2
        
          2022-06-16
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 06/22 0.00000
        912796R35
        
          
        
        5200000.000000
        PA
        USD
        5197643.200000
        1.5692016
        Long
        DBT
        UST
        US
        N
        2
        
          2022-06-09
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 06/22 0.00000
        912796V97
        
          
        
        5100000.000000
        PA
        USD
        5097304.450000
        1.5389087
        Long
        DBT
        UST
        US
        N
        2
        
          2022-06-14
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 06/22 0.00000
        912796W21
        
          
        
        3100000.000000
        PA
        USD
        3097603.240000
        0.9351862
        Long
        DBT
        UST
        US
        N
        2
        
          2022-06-21
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 07/22 0.00000
        912796K57
        
          
        
        4400000.000000
        PA
        USD
        4393040.650000
        1.3262870
        Long
        DBT
        UST
        US
        N
        2
        
          2022-07-14
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES GOVT
        254900HROIFWPRGM1V77
        TREASURY BILL 07/22 0.00000
        912796S42
        
          
        
        4700000.000000
        PA
        USD
        4691444.260000
        1.4163769
        Long
        DBT
        UST
        US
        N
        2
        
          2022-07-21
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APIDOS CLO 2017-28A
        N/A
        APIDOS CLO APID 2017 28A SUB 144A
        03766YAB9
        
          
        
        2200000.000000
        PA
        USD
        1077199.570000
        0.3252134
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        2
        
          2031-01-20
          Variable
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APOLLO COMMERCIAL REAL ESTATE FINANCE INC
        549300E0AN7M2AQHSY29
        APOLLO CMMRL REAL EST FI SR SECURED 144A 06/29 4.625
        03762UAD7
        
          
        
        2400000.000000
        PA
        USD
        2091096.000000
        0.6313152
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-06-15
          Fixed
          4.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
        N/A
        UNITI GRP/UNITI HLD/CSL COMPANY GUAR 144A 01/30 6
        91327AAB8
        
          
        
        4468000.000000
        PA
        USD
        3731986.360000
        1.1267105
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-01-15
          Fixed
          6
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS INC
        549300YQDE2JSGTL8V47
        UNIVISION COMMUNICATIONS 2017 REPLACEMENT REPRICED NEW
        914908AX6
        
          
        
        1800208.060000
        PA
        USD
        1794582.410000
        0.5417959
        Long
        LON
        CORP
        US
        N
        2
        
          2024-03-15
          Floating
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US RENAL CARE INC
        54930058SS5MF69JGN89
        US RENAL CARE INC 2021 TERM LOAN B
        90290PAQ7
        
          
        
        2189000.000000
        PA
        USD
        2017984.380000
        0.6092423
        Long
        LON
        CORP
        US
        N
        2
        
          2026-06-26
          Floating
          6.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US RENAL CARE INC
        54930058SS5MF69JGN89
        US RENAL CARE INC SR UNSECURED 144A 07/27 10.625
        07335BAA4
        
          
        
        1782000.000000
        PA
        USD
        1541020.140000
        0.4652438
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-07-15
          Fixed
          10.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALARIS LIMITED
        N/A
        VALARIS LTD SR SECURED 04/28 8.25
        000000000
        
          
        
        1508000.000000
        PA
        USD
        1547517.140000
        0.4672053
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2028-04-30
          Fixed
          8.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALARIS LIMITED
        N/A
        VALARIS LTD SR SECURED 144A 04/28 8.25
        91889FAA9
        
          
        
        1444000.000000
        PA
        USD
        1481840.020000
        0.4473769
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2028-04-30
          Fixed
          8.25
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LTD
        254900BA3U6G5DNV5V04
        VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875
        91911TAH6
        
          
        
        29000.000000
        PA
        USD
        31981.930000
        0.0096555
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2036-11-21
          Fixed
          6.875
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE SA
        254900SMTWBX7RU2SR20
        VALE SA SUBORDINATED 12/49 VAR
        B011X9II2
        
          
        
        60000000.000000
        PA
        
        5636570.110000
        1.7017164
        Long
        DBT
        CORP
        BR
        N
        2
        
          2049-12-29
          Variable
          3.20163
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENEZUELAN GOVT
        529900XM8PJTJK5OJI77
        REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25
        922646AS3
        
          
        
        151000.000000
        PA
        USD
        12910.500000
        0.0038978
        Long
        DBT
        NUSS
        VE
        N
        2
        
          2027-09-15
          Fixed
          9.25
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        VENEZUELAN GOVT
        529900XM8PJTJK5OJI77
        REPUBLIC OF VENEZUELA SR UNSECURED REGS 10/24 8.25
        P97475AP5
        
          
        
        12000.000000
        PA
        USD
        1026.000000
        0.0003098
        Long
        DBT
        NUSS
        VE
        N
        2
        
          2024-10-13
          Fixed
          8.25
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        VERITAS US INC / VERITAS BERMUDA LTD
        N/A
        VERITAS US INC/BERMUDA L SR SECURED 144A 09/25 7.5
        92346LAE3
        
          
        
        557000.000000
        PA
        USD
        491733.530000
        0.1484575
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-09-01
          Fixed
          7.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP / VICI NOTE CO INC
        N/A
        MGM GROWTH/MGM FINANCE COMPANY GUAR 01/28 4.5
        55303XAF2
        
          
        
        1280000.000000
        PA
        USD
        1268057.600000
        0.3828347
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-01-15
          Fixed
          4.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIKING CRUISES LTD
        549300IJP90T4MV2GL84
        VIKING CRUISES LTD SR SECURED 144A 05/25 13
        92676XAE7
        
          
        
        3217000.000000
        PA
        USD
        3524706.050000
        1.0641312
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2025-05-15
          Fixed
          13
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOC ESCROW LTD
        N/A
        VOC ESCROW LTD SR SECURED 144A 02/28 5
        91832VAA2
        
          
        
        1000000.000000
        PA
        USD
        903950.000000
        0.2729083
        Long
        DBT
        CORP
        BM
        
        N
        2
        
          2028-02-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYAGER AVIATION HOLDINGS LLC
        549300KHOKL1CX4NIJ92
        VOYAGER AVIATION HOLD SR SECURED 144A 05/26 8.5
        92918XAA3
        
          
        
        3865000.000000
        PA
        USD
        3589618.750000
        1.0837288
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-05-09
          Fixed
          8.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU MTGE P/T CERT 2007-HY1
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2
        92925VAJ9
        
          
        
        142665.030000
        PA
        USD
        139368.030000
        0.0420761
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-02-25
          Floating
          3.12723
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL 2006-AR12
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR12 3A3
        93363NAM7
        
          
        
        213705.380000
        PA
        USD
        204926.060000
        0.0618685
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-10-25
          Floating
          3.33001
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL 2006-AR17
        N/A
        WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 2A
        92925DAD2
        
          
        
        178331.970000
        PA
        USD
        177972.200000
        0.0537309
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2046-12-25
          Floating
          1.64166
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO MTGE BACKED SEC 2007-7
        N/A
        WELLS FARGO MORTGAGE BACKED SE WFMBS 2007 7 A1
        94985JAA8
        
          
        
        18997.400000
        PA
        USD
        17620.490000
        0.0053197
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2037-06-25
          Fixed
          6
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        WEST MARINE (RISING TIDE HOLDINGS INC)
        254900T03WM6VU0KWL83
        RISING TIDE HOLDINGS INC TERM LOAN
        76770EAB3
        
          
        
        595500.000000
        PA
        USD
        573540.940000
        0.1731557
        Long
        LON
        CORP
        US
        N
        2
        
          2028-06-01
          Floating
          5.5137
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTMORELAND MINING HOLDINGS LLC
        N/A
        WESTMORELAND COAL CO PIK TERM LOAN
        96106JAE9
        
          
        
        2324624.160000
        PA
        USD
        1173935.200000
        0.3544185
        Long
        LON
        CORP
        US
        N
        2
        
          2029-03-15
          Fixed
          15
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        WINDSTREAM SERVICES II LLC
        549300KT9GVEBYCD2N29
        WINDSTREAM SERVICES LLC 2020 EXIT TERM LOAN B
        97381JAE3
        
          
        
        1359577.880000
        PA
        USD
        1359577.880000
        0.4104652
        Long
        LON
        CORP
        US
        N
        2
        
          2027-09-21
          Floating
          7.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINDSTREAM SERVICES LLC (AKA: WINDSTREAM CORP)
        549300L3SXBFJVGRCF66
        WINDSTREAM ESCROW LLC SR SECURED 144A 08/28 7.75
        97382WAA1
        
          
        
        3997000.000000
        PA
        USD
        3813757.540000
        1.1513977
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-08-15
          Fixed
          7.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WOLVERINE ESCROW LLC
        N/A
        WESCO AIRCRAFT HOLDINGS SR SECURED 144A 11/26 10.5
        950814AA1
        
          
        
        13505000.000000
        PA
        USD
        13965431.500000
        4.2162528
        Long
        DBT
        CORP
        US
        N
        3
        
          2026-11-15
          Fixed
          10.5
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        ARGENT SECURITIES INC. 2006-W2
        N/A
        ARGENT SECURITIES INC. ARSI 2006 W2 A2B
        040104RV5
        
          
        
        6202343.190000
        PA
        USD
        3989108.970000
        1.2043374
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-03-25
          Floating
          1.04786
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LIMITED
        254900NMDQ8ENTHU1I31
        WYNN MACAU LTD SR UNSECURED 144A 01/26 5.5
        98313RAG1
        
          
        
        1000000.000000
        PA
        USD
        858860.000000
        0.2592953
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2026-01-15
          Fixed
          5.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN MACAU LIMITED
        254900NMDQ8ENTHU1I31
        WYNN MACAU LTD SR UNSECURED 144A 08/28 5.625
        98313RAH9
        
          
        
        500000.000000
        PA
        USD
        399367.500000
        0.1205716
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2028-08-26
          Fixed
          5.625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YAHOO (AKA: AP CORE HOLDINGS II LLC)
        549300PND8ZZ4RWYRZ56
        AP CORE HOLDINGS II LLC AMORTIZATION TERM LOAN B
        938QUEII9
        
          
        
        950476.240000
        PA
        USD
        948496.400000
        0.2863571
        Long
        LON
        CORP
        US
        N
        2
        
          2027-09-01
          Floating
          6.2637
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YAHOO (AKA: AP CORE HOLDINGS II LLC)
        549300PND8ZZ4RWYRZ56
        AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B
        938QVBII4
        
          
        
        4200000.000000
        PA
        USD
        4187748.600000
        1.2643080
        Long
        LON
        CORP
        US
        N
        2
        
          2027-09-01
          Floating
          6.2637
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        BONCER BONDS 03/23 1.4
        ACI1L3HY1
        
          
        
        51426430.090000
        PA
        
        268611.520000
        0.0810955
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2023-03-25
          Fixed
          1.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIPRECRUITER INC
        549300HLOVNNFCY2IV80
        ZIPRECRUITER INC SR UNSECURED 144A 01/30 5
        98980BAA1
        
          
        
        1300000.000000
        PA
        USD
        1217229.000000
        0.3674892
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-01-15
          Fixed
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BARCLAYS REV REPO EUR
        000000000
        
          
        
        -574554.000000
        PA
        
        -603458.800000
        -0.1821881
        Short
        RA
        
        GB
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -2.0000000
          2024-02-14
          
            
              700000.000000
              EUR
              486546.200000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BARCLAYS REV REPO EUR
        000000000
        
          
        
        -529321.000000
        PA
        
        -559559.130000
        -0.1689345
        Short
        RA
        
        GB
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -1.0000000
          2024-02-18
          
            
              600000.000000
              EUR
              441000.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        FIXED INC CLEARING CORP.REPO
        000000000
        
          
        
        2394000.000000
        PA
        USD
        2394000.000000
        0.7227639
        Long
        RA
        
        US
        N
        2
        
          Repurchase
          
          N
          0.0100000
          2022-05-02
          
            
              2914500.000000
              USD
              2441949.850000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA BILLS 09/22 0.00000
        ACI24ZDF2
        
          
        
        58500000.000000
        PA
        
        243850.780000
        0.0736201
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2022-09-30
          None
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BNP PARIBAS REPU REGIONS BANK
        000000000
        
          
        
        -4764717.760000
        PA
        USD
        -4770152.850000
        -1.4401395
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.9200000
          2022-06-07
          
            
              5452000.000000
              USD
              5370885.660000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BNP PARIBAS REPU REGIONS BANK
        000000000
        
          
        
        -5366287.430000
        PA
        USD
        -5374050.080000
        -1.6224600
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.4300000
          2022-09-23
          
            
              6000000.000000
              USD
              5932940.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA BONDS 07/30 VAR
        ACI1QL1T4
        
          
        
        1734804.000000
        PA
        USD
        485762.470000
        0.1466548
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2030-07-09
          Variable
          0.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        HSBC REVERSE REPO EUR ZCP
        000000000
        
          
        
        -3362309.000000
        PA
        
        -3543364.030000
        -1.0697642
        Short
        RA
        
        LU
        
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4500000
          2024-02-11
          
            
              3774000.000000
              EUR
              3547133.540000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -1219779.000000
        PA
        
        -1285425.900000
        -0.3880783
        Short
        RA
        
        LU
        
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.3500000
          2022-05-11
          
            
              1200000.000000
              EUR
              1223346.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -186282.000000
        PA
        
        -196407.630000
        -0.0592967
        Short
        RA
        
        LU
        
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.3500000
          2022-06-07
          
            
              200000.000000
              EUR
              199988.800000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -588770.000000
        PA
        
        -620474.350000
        -0.1873252
        Short
        RA
        
        LU
        
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4500000
          2024-02-11
          
            
              700000.000000
              EUR
              630519.400000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -308928.000000
        PA
        
        -323073.410000
        -0.0975379
        Short
        RA
        
        LU
        
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -4.0000000
          2024-02-16
          
            
              400000.000000
              EUR
              270500.000000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        JPM CHASE REVERSE REPO EUR ZCP
        000000000
        
          
        
        -1276535.000000
        PA
        
        -1345749.390000
        -0.4062903
        Short
        RA
        
        LU
        
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          -0.4300000
          2024-03-06
          
            
              1450000.000000
              EUR
              1399938.750000
              EUR
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA BONDS 07/35 VAR
        ACI1QL1M9
        
          
        
        1948000.000000
        PA
        USD
        547388.000000
        0.1652599
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2035-07-09
          Variable
          1.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAYENNE AVIATION LLC
        N/A
        VOYAGER AVIATION HLD PFD VOYAGER AVIATION 92918X9A5
        942UCF900
        
          
        
        3228.000000
        NS
        USD
        1054706.860000
        0.3184227
        Long
        EP
        CORP
        US
        N
        3
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA BONDS 10/26 15.5
        ACI0QD081
        
          
        
        26000000.000000
        PA
        
        51476.870000
        0.0155412
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2026-10-17
          Fixed
          15.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BNP PARIBAS REPU REGIONS BANK
        000000000
        
          
        
        -565731.000000
        PA
        USD
        -566296.730000
        -0.1709686
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.9000000
          2022-06-23
          
            
              540000.000000
              USD
              541050.130000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CREDIT AGRICOLE 03/14 VAR
        000000000
        
          
        
        -7789799.560000
        PA
        USD
        -7798273.130000
        -2.3543484
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4400000
          2022-05-06
          
            
              7000000.000000
              USD
              7592358.410000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CREDIT AGRICOLE 03/14 VAR
        000000000
        
          
        
        -847481.000000
        PA
        USD
        -847605.300000
        -0.2558974
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4800000
          2022-05-09
          
            
              1000000.000000
              USD
              903950.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CREDIT AGRICOLE 03/14 VAR
        000000000
        
          
        
        -7697510.220000
        PA
        USD
        -7705862.010000
        -2.3264488
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6300000
          2022-06-02
          
            
              8115500.000000
              USD
              7360921.300000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CREDIT AGRICOLE 03/14 VAR
        000000000
        
          
        
        -659883.310000
        PA
        USD
        -660334.450000
        -0.1993592
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6500000
          2022-06-09
          
            
              717000.000000
              USD
              620727.310000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CREDIT AGRICOLE 03/14 VAR
        000000000
        
          
        
        -700304.990000
        PA
        USD
        -701082.330000
        -0.2116612
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.7400000
          2022-06-09
          
            
              900000.000000
              USD
              754619.970000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CREDIT AGRICOLE 03/14 VAR
        000000000
        
          
        
        -1027035.000000
        PA
        USD
        -1028153.900000
        -0.3104062
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.7400000
          2022-06-10
          
            
              1200000.000000
              USD
              1133472.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CREDIT AGRICOLE 03/14 VAR
        000000000
        
          
        
        -5889847.940000
        PA
        USD
        -5898276.960000
        -1.7807274
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.1200000
          2022-09-15
          
            
              6200000.000000
              USD
              5859404.310000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO CREDIT AGRICOLE 03/14 VAR
        000000000
        
          
        
        -4257358.320000
        PA
        USD
        -4261331.850000
        -1.2865232
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.6800000
          2022-10-11
          
            
              4990000.000000
              USD
              4543426.880000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NATEXIS BANQUE REVERSE REPO
        000000000
        
          
        
        -1306688.420000
        PA
        USD
        -1308171.150000
        -0.3949452
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4300000
          2022-05-02
          
            
              1292131.500000
              USD
              1178329.770000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NATEXIS BANQUE REVERSE REPO
        000000000
        
          
        
        -2214756.410000
        PA
        USD
        -2217192.640000
        -0.6693846
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.4500000
          2022-05-09
          
            
              2100000.000000
              USD
              1972511.790000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NATEXIS BANQUE REVERSE REPO
        000000000
        
          
        
        -6816345.000000
        PA
        USD
        -6821179.400000
        -2.0593575
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.8000000
          2022-06-08
          
            
              6752124.000000
              USD
              6780829.610000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NATEXIS BANQUE REVERSE REPO
        000000000
        
          
        
        -2816050.000000
        PA
        USD
        -2817781.870000
        -0.8507063
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.2300000
          2022-07-14
          
            
              3313000.000000
              USD
              3234978.850000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NATEXIS BANQUE REVERSE REPO
        000000000
        
          
        
        -1121916.260000
        PA
        USD
        -1121916.260000
        -0.3387137
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.3500000
          2022-08-02
          
            
              1285949.880000
              USD
              1171201.460000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NATEXIS BANQUE REVERSE REPO
        000000000
        
          
        
        -814002.070000
        PA
        USD
        -815458.230000
        -0.2461920
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.1500000
          2022-09-06
          
            
              1045000.000000
              USD
              881964.330000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NATEXIS BANQUE REVERSE REPO
        000000000
        
          
        
        -1738702.000000
        PA
        USD
        -1741423.550000
        -0.5257469
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.1500000
          2022-09-07
          
            
              2100000.000000
              USD
              1844482.500000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NATEXIS BANQUE REVERSE REPO
        000000000
        
          
        
        -1690304.360000
        PA
        USD
        -1692649.660000
        -0.5110217
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.1100000
          2022-09-14
          
            
              1655000.000000
              USD
              1566910.940000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO NATEXIS BANQUE REVERSE REPO
        000000000
        
          
        
        -1900431.360000
        PA
        USD
        -1903033.370000
        -0.5745379
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.5900000
          2022-09-30
          
            
              2400000.000000
              USD
              2091096.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO ROYAL BANK OF CAN
        000000000
        
          
        
        -1272785.640000
        PA
        USD
        -1274017.770000
        -0.3846341
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.8500000
          2022-05-24
          
            
              1464000.000000
              USD
              1205257.460000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO ROYAL BANK OF CAN
        000000000
        
          
        
        -1709856.750000
        PA
        USD
        -1711902.400000
        -0.5168342
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.7300000
          2022-09-02
          
            
              1904000.000000
              USD
              1589918.610000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR
        040114HU7
        
          
        
        6187789.000000
        PA
        USD
        2227604.040000
        0.6725279
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2038-01-09
          Variable
          2
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BANK OF AMERICA REVERSE REPO
        000000000
        
          
        
        -328713.000000
        PA
        USD
        -328780.570000
        -0.0992609
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.3700000
          2022-05-06
          
            
              500000.000000
              USD
              399367.500000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -7720760.000000
        PA
        USD
        -7730024.910000
        -2.3337438
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.7200000
          2022-05-09
          
            
              8535000.000000
              USD
              7973032.460000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -1727541.240000
        PA
        USD
        -1729798.560000
        -0.5222372
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5600000
          2022-05-13
          
            
              1944000.000000
              USD
              1932005.520000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -3050414.100000
        PA
        USD
        -3054399.970000
        -0.9221428
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5600000
          2022-05-13
          
            
              3389000.000000
              USD
              3527337.690000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -891452.380000
        PA
        USD
        -892637.270000
        -0.2694929
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.8700000
          2022-06-10
          
            
              1100000.000000
              USD
              953298.500000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -1146862.500000
        PA
        USD
        -1148331.440000
        -0.3466886
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.8700000
          2022-06-13
          
            
              1050000.000000
              USD
              1221937.500000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BARCLAYS REVERSE REPO
        000000000
        
          
        
        -659481.000000
        PA
        USD
        -660055.300000
        -0.1992749
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.9500000
          2022-06-13
          
            
              797000.000000
              USD
              688317.090000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BNP PARIBAS REPU REGIONS BANK
        000000000
        
          
        
        -1251832.400000
        PA
        USD
        -1254504.710000
        -0.3787430
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5300000
          2022-05-12
          
            
              1470000.000000
              USD
              1317641.850000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BNP PARIBAS REPU REGIONS BANK
        000000000
        
          
        
        -2711056.290000
        PA
        USD
        -2714049.750000
        -0.8193889
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.7500000
          2022-05-13
          
            
              3468000.000000
              USD
              2896716.360000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BNP PARIBAS REPU REGIONS BANK
        000000000
        
          
        
        -1443420.000000
        PA
        USD
        -1445368.620000
        -0.4363660
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.9000000
          2022-06-09
          
            
              1782000.000000
              USD
              1541020.140000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BNP PARIBAS REPU REGIONS BANK
        000000000
        
          
        
        -772273.730000
        PA
        USD
        -773286.050000
        -0.2334600
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.4300000
          2022-09-23
          
            
              1000000.000000
              USD
              835270.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BNP PARIBAS REPU REGIONS BANK
        000000000
        
          
        
        -874862.290000
        PA
        USD
        -875488.300000
        -0.2643155
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.9200000
          2022-06-07
          
            
              1063000.000000
              USD
              952825.370000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO BNP PARIBAS REPU REGIONS BANK
        000000000
        
          
        
        -2065436.800000
        PA
        USD
        -2066007.660000
        -0.6237409
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.9900000
          2022-10-27
          
            
              2842000.000000
              USD
              2419167.240000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1
        040114HX1
        
          
        
        366359.000000
        PA
        USD
        117784.420000
        0.0355599
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2029-07-09
          Fixed
          1
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -1493823.420000
        PA
        USD
        -1495469.940000
        -0.4514919
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6400000
          2022-05-03
          
            
              1638250.070000
              USD
              1714142.000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -4727945.090000
        PA
        USD
        -4737299.020000
        -1.4302208
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.5500000
          2022-05-04
          
            
              6169000.000000
              USD
              4586321.730000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -1787491.270000
        PA
        USD
        -1789625.810000
        -0.5402994
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6700000
          2022-07-06
          
            
              2006000.000000
              USD
              2060432.750000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -5111871.280000
        PA
        USD
        -5114204.080000
        -1.5440108
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6700000
          2022-07-08
          
            
              5702000.000000
              USD
              5415617.120000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -579302.000000
        PA
        USD
        -579601.140000
        -0.1749853
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.4300000
          2022-07-25
          
            
              748000.000000
              USD
              636712.560000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO SOCIETE GENERALE REVERSE REPO
        000000000
        
          
        
        -4022127.000000
        PA
        USD
        -4022127.000000
        -1.2143058
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          1.6200000
          2022-08-04
          
            
              6169000.000000
              USD
              4586321.730000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO THE BANK OF NOVA REVERSE REPO
        000000000
        
          
        
        -2239560.000000
        PA
        USD
        -2241663.940000
        -0.6767726
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.8900000
          2022-09-26
          
            
              2882875.000000
              USD
              2656539.460000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        REVERSE REPO WARBURG REVERSE REPO
        000000000
        
          
        
        -473057.000000
        PA
        USD
        -473411.790000
        -0.1429260
        Short
        RA
        
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.6000000
          2024-03-17
          
            
              485000.000000
              USD
              531390.250000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR
        040114HS2
        
          
        
        192189.000000
        PA
        USD
        60827.820000
        0.0183643
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2030-07-09
          Variable
          0.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR
        040114HT0
        
          
        
        150993.000000
        PA
        USD
        43184.000000
        0.0130375
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2035-07-09
          Variable
          1.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BANCA MONTE DEI PASCHI DI  SNR SE SP JPM
        000000000
        
          
        
        1.000000
        NC
        
        -1053.030000
        -0.0003179
        N/A
        DCR
        
        IT
        N
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            
              
                BANCA MONTE DEI PASCHI DI SIENA SPA
                BANCA MONTE DEI PASCHI S
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2025-06-21
            0.000000
            EUR
            -2012.970000
            EUR
            100000.000000
            EUR
            959.940000
          
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR
        040114HV5
        
          
        
        2871657.000000
        PA
        USD
        964876.750000
        0.2913024
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2041-07-09
          Variable
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -10187.520000
        -0.0030757
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            302408.740000
            USD
            277000.000000
            EUR
            2022-05-03
            -10187.520000
          
        
        
          N
          N
          N
        
      
      
        CBL & ASSOCIATES PROPERTIES INC
        529900EIVFBRS4PUBZ13
        CBL + ASSOCIATES PROPERTIES REIT USD.01
        124830878
        
          
        
        9309.000000
        NS
        USD
        272846.790000
        0.0823742
        Long
        EC
        CORP
        US
        N
        1
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA SR UNSECURED 07/46 VAR
        040114HW3
        
          
        
        114993.000000
        PA
        USD
        33405.470000
        0.0100853
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2046-07-09
          Variable
          1.125
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARGENTINA GOVT
        549300KPBYGYF7HCHO27
        REPUBLIC OF ARGENTINA UNSECURED 10/22 VAR
        P0761DAQ6
        
          
        
        24560.800000
        PA
        
        43.880000
        0.0000132
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2022-10-04
          Floating
          34.1906
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PEN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -15688.490000
        -0.0047365
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            811607.980000
            PEN
            194397.120000
            USD
            2022-06-27
            -15688.490000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        247.700000
        0.0000748
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            437.000000
            USD
            52378.820000
            RUB
            2022-06-15
            247.700000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -8672.370000
        -0.0026182
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            172189.660000
            USD
            155000.000000
            EUR
            2022-05-03
            -8672.370000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT EUR/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -12532.060000
        -0.0037835
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            454556.210000
            USD
            419000.000000
            EUR
            2022-05-03
            -12532.060000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT MXN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        6894.160000
        0.0020814
        N/A
        DFE
        
        MX
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            122415.900000
            USD
            2689000.000000
            MXN
            2022-08-09
            6894.160000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        26260.560000
        0.0079282
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            567927.090000
            USD
            2318335.160000
            PEN
            2022-10-05
            26260.560000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD CAD/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        7108.630000
        0.0021461
        N/A
        DFE
        
        CA
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            732000.000000
            CAD
            576893.340000
            USD
            2022-05-18
            7108.630000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        23564.600000
        0.0071143
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              BNP Paribas S.A.
              N/A
            
            668000.000000
            EUR
            728271.370000
            USD
            2022-05-03
            23564.600000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOMBARDIER INC SNR S* ICE
        000000000
        
          
        
        1.000000
        NC
        USD
        1372.430000
        0.0004143
        N/A
        DCR
        
        US
        
        N
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                BOMBARDIER INC
                BOMBARDIER INC SR UNSEC REGS
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2024-06-21
            0.000000
            USD
            -584.890000
            USD
            300000.000000
            USD
            1957.320000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOMBARDIER INC SNR S* ICE
        000000000
        
          
        
        1.000000
        NC
        USD
        -3607.600000
        -0.0010892
        N/A
        DCR
        
        US
        
        N
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                BOMBARDIER INC
                BOMBARDIER INC SR UNSEC REGS
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2024-12-21
            0.000000
            USD
            -2875.840000
            USD
            700000.000000
            USD
            -731.760000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOMBARDIER INC SNR S* ICE
        000000000
        
          
        
        1.000000
        NC
        USD
        -34369.520000
        -0.0103764
        N/A
        DCR
        
        US
        
        N
        2
        
          
            
              Intercontinental Exchange
              5493000F4ZO33MV32P92
            
            
              
                BOMBARDIER INC
                BOMBARDIER INC SR UNSEC REGS
                
                  
                
              
            
            Y
            
            Single Leg Swap
            2027-06-22
            0.000000
            USD
            -17346.060000
            USD
            600000.000000
            USD
            -17023.460000
          
        
        
          N
          N
          N
        
      
      
        ASSET BACKED FUNDING CERT 2006-OPT2
        N/A
        ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A3C
        00075XAE7
        
          
        
        2204277.180000
        PA
        USD
        2164313.630000
        0.6534201
        Long
        ABS-MBS
        CORP
        US
        N
        2
        
          2036-10-25
          Floating
          0.81786
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        22329.480000
        0.0067414
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            323591.440000
            USD
            1357142.510000
            PEN
            2022-12-06
            22329.480000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT PEN/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        -2906.910000
        -0.0008776
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            212992.520000
            USD
            811607.980000
            PEN
            2022-06-27
            -2906.910000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        129.080000
        0.0000390
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            236.000000
            USD
            27682.800000
            RUB
            2022-06-08
            129.080000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        137.640000
        0.0000416
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            236.000000
            USD
            27069.200000
            RUB
            2022-05-13
            137.640000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        133.740000
        0.0000404
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            236.000000
            USD
            27376.000000
            RUB
            2022-05-25
            133.740000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        BOUGHT RUB/SOLD USD
        000000000
        
          
        
        1.000000
        NC
        
        138.060000
        0.0000417
        N/A
        DFE
        
        RU
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            236.000000
            USD
            26998.400000
            RUB
            2022-05-11
            138.060000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD EUR/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        68755.920000
        0.0207579
        N/A
        DFE
        
        N/A
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1877000.000000
            EUR
            2048897.540000
            USD
            2022-05-03
            68755.920000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PEN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -7307.810000
        -0.0022063
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            690027.260000
            PEN
            170663.650000
            USD
            2022-08-02
            -7307.810000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PEN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -3309.370000
        -0.0009991
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1134170.580000
            PEN
            286950.180000
            USD
            2022-10-20
            -3309.370000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PEN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        -467.650000
        -0.0001412
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            132026.400000
            PEN
            33607.330000
            USD
            2022-07-26
            -467.650000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PEN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        6358.840000
        0.0019198
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            1069917.200000
            PEN
            276886.520000
            USD
            2023-03-14
            6358.840000
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        SOLD PEN/BOUGHT USD
        000000000
        
          
        
        1.000000
        NC
        
        2631.140000
        0.0007944
        N/A
        DFE
        
        PE
        N
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            811607.980000
            PEN
            209150.360000
            USD
            2022-12-27
            2631.140000
          
        
        
          N
          N
          N
        
      
    
    
      
      
      
      
      
      
      
      
    
    
      2022-06-14
      PIMCO Income Strategy Fund
      /s/ Jason Nagler
      Jason Nagler
      Assistant Treasurer
    
  
  XXXX

Schedule of Investments PIMCO Income Strategy Fund

April 30, 2022

(Unaudited)


(AMOUNTS IN THOUSANDS*, EXCEPT NUMBER OF SHARES, CONTRACTS, UNITS AND OUNCES, IF ANY)
		PRINCIPAL AMOUNT (000s)		MARKET VALUE (000s)
INVESTMENTS IN SECURITIES 142.2% ¤
LOAN PARTICIPATIONS AND ASSIGNMENTS 25.0%
AAdvantage Loyalty IP Ltd. 5.813% (LIBOR03M + 4.750%) due 04/20/2028 ~	$	700	$	713
AP Core Holdings II, LLC 6.264% (LIBOR03M + 5.500%) due 09/01/2027 ~		5,150		5,136
Caesars Resort Collection LLC 3.514% (LIBOR03M + 2.750%) due 12/23/2024 ~		6,304		6,282
Carnival Corp.
3.750% (EUR003M + 3.750%) due 06/30/2025 ~	EUR	1,191		1,245
4.000% (LIBOR03M + 3.250%) due 10/18/2028 ~	$	563		555
Emerald TopCo, Inc. 4.264% - 3.957% (LIBOR03M + 3.500%) due 07/24/2026 ~		54		53
Encina Private Credit LLC TBD% - 4.988% (LIBOR03M + 3.988%) due 11/30/2025 «~µ		3,945		3,945
Envision Healthcare Corp.
TBD% due 07/01/2022 µ		4,800		4,764
4.514% (LIBOR03M + 3.750%) due 10/10/2025 ~		12,480		7,696
Fly Funding SARL 7.012% (LIBOR03M + 6.000%) due 10/08/2025 ~		2,338		2,345
Forbes Energy Services LLC TBD% due 06/30/2022 «		193		0
Gateway Casinos & Entertainment Ltd.
8.750% (LIBOR03M + 8.000%) due 10/15/2027 ~		3,430		3,433
8.750% due 10/18/2027	CAD	748		584
Intelsat Jackson Holdings SA 4.920% due 02/01/2029	$	2,463		2,394
Lealand Finance Co. BV 1.457% (LIBOR03M + 1.000%) due 06/30/2025 ~		184		97
3.457% (LIBOR03M + 3.000%) due 06/28/2024 «~		40		27
MPH Acquisition Holdings LLC 4.758% (LIBOR03M + 4.250%) due 09/01/2028 ~		3,483		3,353
Promotora de Informaciones SA
5.250% (EUR003M + 4.250%) due 12/31/2026 ~	EUR	2,355		2,372
9.000% (EUR003M + 8.000%) due 06/30/2027 ~		751		751
PUG LLC
4.264% (LIBOR03M + 3.500%) due 02/12/2027 ~	$	880		861
5.014% (LIBOR03M + 4.250%) due 02/12/2027 «~		1,194		1,185
Redstone Holdco 2 LP 5.934% (LIBOR03M + 4.750%) due 04/27/2028 ~		1,383		1,334
Rising Tide Holdings, Inc. 5.514% (LIBOR03M + 4.750%) due 06/01/2028 ~		596		574
Sasol Ltd. TBD% - 1.803% (LIBOR03M + 1.600%) due 11/23/2022 «~µ		2,440		2,398
Sequa Mezzanine Holdings LLC 11.750% (LIBOR03M + 10.750%) due 04/28/2024 ~		42		42
SkyMiles IP Ltd. 4.813% (LIBOR03M + 3.750%) due 10/20/2027 ~		1,800		1,862
Steenbok Lux Finco 2 SARL TBD% (EUR003M) due 12/29/2022 ~	EUR	6,756		6,120
Syniverse Holdings, Inc.
6.038% (LIBOR03M + 5.000%) due 03/09/2023 ~	$	7,474		7,410
10.038% (LIBOR03M + 9.000%) due 03/11/2024 ~		783		765
Team Health Holdings, Inc. 3.750% (LIBOR03M + 2.750%) due 02/06/2024 ~		6,504		6,112
Telemar Norte Leste SA 1.750% (LIBOR03M + 1.750%) due 02/26/2035 «~		4,415		1,854
U.S. Renal Care, Inc. 6.500% (LIBOR03M + 5.500%) due 06/26/2026 ~		2,189		2,018
Univision Communications, Inc. 3.750% (LIBOR03M + 2.750%) due 03/15/2024 ~		1,800		1,795
Westmoreland Mining Holdings LLC TBD% due 03/15/2029		2,325		1,174
Windstream Services LLC 7.250% (LIBOR03M + 6.250%) due 09/21/2027 ~		1,360		1,360

Total Loan Participations and Assignments (Cost $89,470)				82,609

CORPORATE BONDS & NOTES 64.7%
BANKING & FINANCE 15.3%
Ally Financial, Inc. 8.000% due 11/01/2031 (n)		135		158

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


Apollo Commercial Real Estate Finance, Inc. 4.625% due 06/15/2029 (n)		2,400	2,091
Banca Monte dei Paschi di Siena SpA
1.875% due 01/09/2026 (n)	EUR	700	665
2.625% due 04/28/2025 (n)		3,774	3,742
3.625% due 09/24/2024 (n)		1,483	1,510
5.375% due 01/18/2028 •		1,211	818
8.000% due 01/22/2030 •(n)		1,441	1,028
8.500% due 09/10/2030 •(n)		1,138	834
10.500% due 07/23/2029 (n)		1,819	1,410
Banco de Credito del Peru SA 4.650% due 09/17/2024	PEN	400	97
Barclays PLC
6.375% due 12/15/2025 •(j)(k)	GBP	600	760
7.125% due 06/15/2025 •(j)(k)		5,100	6,544
BOI Finance BV 7.500% due 02/16/2027	EUR	1,500	1,556
Claveau Re Ltd. 18.053% (T-BILL 3MO + 17.250%) due 07/08/2028 ~	$	600	560
Cosaint Re Pte. Ltd. 10.053% (T-BILL 1MO + 9.250%) due 04/03/2028 ~		400	402
Credit Suisse Group AG
7.500% due 07/17/2023 •(j)(k)		200	199
7.500% due 12/11/2023 •(j)(k)		640	643
7.500% due 12/11/2023 •(j)(k)(n)		3,200	3,213
GSPA Monetization Trust 6.422% due 10/09/2029		1,314	1,313
HSBC Holdings PLC 6.000% due 09/29/2023 •(j)(k)(n)	EUR	1,200	1,291
Lloyds Banking Group PLC 7.875% due 06/27/2029 •(j)(k)	GBP	2,482	3,444
MGM Growth Properties Operating Partnership LP
3.875% due 02/15/2029 (n)	$	1,800	1,709
4.500% due 01/15/2028		1,280	1,268
Natwest Group PLC 8.000% due 08/10/2025 •(j)(k)		3,000	3,163
Sanders Re Ltd. 12.020% (SOFRRATE + 11.750%) due 04/09/2029 ~		714	715
Santander U.K. Group Holdings PLC 6.750% due 06/24/2024 •(j)(k)	GBP	2,850	3,640
Societe Generale SA 7.375% due 10/04/2023 •(j)(k)	$	300	301
Unique Pub Finance Co. PLC 5.659% due 06/30/2027	GBP	198	266
Uniti Group LP 6.000% due 01/15/2030 (n)	$	4,468	3,732
Voyager Aviation Holdings LLC 8.500% due 05/09/2026		3,865	3,590

			50,662

INDUSTRIALS 38.6%
Altice Financing SA 5.750% due 08/15/2029 (n)		1,105	933
Arches Buyer, Inc. 4.250% due 06/01/2028 (n)		700	623
Boeing Co.
5.705% due 05/01/2040		416	416
5.805% due 05/01/2050 (n)		540	541
5.930% due 05/01/2060 (n)		500	496
6.125% due 02/15/2033 (n)		885	933
Bombardier, Inc. 7.500% due 03/15/2025 (n)		2,871	2,789
Broadcom, Inc.
3.187% due 11/15/2036 (n)		36	28
4.150% due 11/15/2030 (n)		114	108
4.926% due 05/15/2037 (n)		153	143
Carvana Co. 10.250% due 05/01/2030 (c)		1,300	1,259
CGG SA
7.750% due 04/01/2027	EUR	1,300	1,379
8.750% due 04/01/2027 (n)	$	1,944	1,932
Charter Communications Operating LLC
3.700% due 04/01/2051		100	71
3.850% due 04/01/2061 (n)		200	137
3.900% due 06/01/2052 (n)		2,900	2,097
4.400% due 12/01/2061 (n)		2,600	1,948
CommScope, Inc. 8.250% due 03/01/2027 (n)		3,590	3,056
Community Health Systems, Inc.
5.250% due 05/15/2030 (n)		2,100	1,844
8.000% due 03/15/2026 (n)		906	938
Coty, Inc. 3.875% due 04/15/2026	EUR	3,300	3,270
CVS Pass-Through Trust 7.507% due 01/10/2032 (n)	$	347	400

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


DISH DBS Corp.
5.250% due 12/01/2026 (n)		2,220	2,042
5.750% due 12/01/2028 (n)		2,670	2,393
Envision Healthcare Corp. 8.750% due 10/15/2026		2,205	921
Exela Intermediate LLC 11.500% due 07/15/2026		42	16
Ferroglobe PLC 9.375% due 12/31/2025 (l)		1,357	1,394
Fertitta Entertainment LLC 6.750% due 01/15/2030 (n)		1,100	953
FMG Resources August 2006 Pty. Ltd. 6.125% due 04/15/2032		800	796
Ford Motor Co. 7.700% due 05/15/2097 (n)		7,435	8,078
Fresh Market, Inc. 9.750% due 05/01/2023 (n)		3,313	3,235
Frontier Communications Holdings LLC 6.000% due 01/15/2030 (n)		881	768
HCA, Inc. 7.500% due 11/15/2095 (n)		1,050	1,222
Hestia Re Ltd. 0.000% due 04/22/2025		469	470
Intelsat Jackson Holdings SA 6.500% due 03/15/2030		8,343	7,876
Inter Media & Communication SpA 6.750% due 02/09/2027	EUR	1,500	1,510
Las Vegas Sands Corp. 3.900% due 08/08/2029 (n)	$	200	172
Melco Resorts Finance Ltd. 5.750% due 07/21/2028		800	676
NCL Corp. Ltd. 5.875% due 02/15/2027 (n)		1,222	1,166
New Albertsons LP 6.570% due 02/23/2028		2,800	3,176
Nissan Motor Co. Ltd. 4.810% due 09/17/2030 (n)		5,300	4,978
Noble Corp. PLC (11.000% Cash or 15.000% PIK) 11.000% due 02/15/2028 (d)		725	819
Odebrecht Oil & Gas Finance Ltd. 0.000% due 05/30/2022 (h)(j)		450	2
Olympus Water U.S. Holding Corp. 5.375% due 10/01/2029	EUR	1,400	1,250
Petroleos Mexicanos
4.875% due 02/21/2028		556	536
6.700% due 02/16/2032 (n)	$	869	750
6.750% due 09/21/2047 (n)		5,469	3,963
6.950% due 01/28/2060		150	109
7.690% due 01/23/2050		1,160	909
Sands China Ltd.
2.550% due 03/08/2027 (n)		400	339
3.100% due 03/08/2029 (n)		300	244
3.250% due 08/08/2031		200	154
5.400% due 08/08/2028 (n)		2,702	2,552
Schenck Process Holding GmbH 6.875% due 06/15/2023 (n)	EUR	200	211
Spirit AeroSystems, Inc. 3.950% due 06/15/2023 (n)	$	1,557	1,520
Studio City Finance Ltd.
6.000% due 07/15/2025 (n)		1,000	845
6.500% due 01/15/2028 (n)		1,000	786
Syngenta Finance NV 5.676% due 04/24/2048 (n)		1,990	2,054
Topaz Solar Farms LLC
4.875% due 09/30/2039 (n)		970	957
5.750% due 09/30/2039 (n)		5,652	5,751
Transocean Pontus Ltd. 6.125% due 08/01/2025		1,243	1,223
Transocean, Inc.
7.250% due 11/01/2025		68	56
7.500% due 01/15/2026		56	46
8.000% due 02/01/2027		66	52
U.S. Renal Care, Inc. 10.625% due 07/15/2027 (n)		1,782	1,541
United Airlines, Inc. 4.625% due 04/15/2029 (n)		300	276
Valaris Ltd. (8.250% Cash or 12.000% PIK) 8.250% due 04/30/2028 (d)(n)		2,952	3,030
Vale Overseas Ltd. 6.875% due 11/21/2036 (n)		29	32
Vale SA 3.202% due 12/29/2049 «~(j)	BRL	60,000	5,604
Veritas U.S., Inc. 7.500% due 09/01/2025	$	557	492
Viking Cruises Ltd. 13.000% due 05/15/2025 (n)		3,217	3,525

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


VOC Escrow Ltd. 5.000% due 02/15/2028 (n)		1,000	904
Wesco Aircraft Holdings, Inc. (7.500% Cash and 3.000% PIK) 10.500% due 11/15/2026 «(d)		13,505	13,965
Windstream Escrow LLC 7.750% due 08/15/2028 (n)		3,997	3,814
Wynn Macau Ltd.
5.500% due 01/15/2026 (n)		1,000	859
5.625% due 08/26/2028 (n)		500	399
ZipRecruiter, Inc. 5.000% due 01/15/2030 (n)		1,300	1,217

			127,969

UTILITIES 10.8%
DTEK Finance PLC (3.500% Cash and 3.500% PIK) 7.000% due 12/31/2027 (d)		2,089	512
Eskom Holdings SOC Ltd. 7.125% due 02/11/2025		1,200	1,150
NGD Holdings BV 6.750% due 12/31/2026		188	79
Northwestern Bell Telephone 7.750% due 05/01/2030 (n)		7,000	7,592
Odebrecht Drilling Norbe Ltd. (6.350% Cash and 1.000% PIK) 7.350% due 12/01/2026 ^(d)		149	86
Odebrecht Offshore Drilling Finance Ltd. 6.720% due 12/01/2022 ^		118	117
Odebrecht Offshore Drilling Finance Ltd. (6.720% Cash and 1.000% PIK) 7.720% due 12/01/2026 ^(d)		3,145	747
Oi SA 10.000% due 07/27/2025		5,862	4,683
Pacific Gas & Electric Co.
3.750% due 08/15/2042		10	7
4.000% due 12/01/2046 (n)		1,004	748
4.200% due 03/01/2029 (n)		900	842
4.300% due 03/15/2045		11	9
4.450% due 04/15/2042 (n)		322	261
4.500% due 07/01/2040 (n)		939	771
4.500% due 12/15/2041		10	8
4.550% due 07/01/2030 (n)		1,877	1,742
4.600% due 06/15/2043		8	6
4.750% due 02/15/2044 (n)		2,810	2,313
4.950% due 07/01/2050 (n)		2,360	1,973
Peru LNG Srl 5.375% due 03/22/2030		4,372	3,766
Petrobras Global Finance BV 6.625% due 01/16/2034	GBP	100	126
Rio Oil Finance Trust 9.250% due 07/06/2024 (n)	$	1,487	1,556
Talen Energy Supply LLC
7.250% due 05/15/2027 (n)		3,864	3,705
7.625% due 06/01/2028		1,950	1,872
Transocean Poseidon Ltd. 6.875% due 02/01/2027 (n)		1,082	1,042

			35,713

Total Corporate Bonds & Notes (Cost $231,070)			214,344

CONVERTIBLE BONDS & NOTES 0.4%
INDUSTRIALS 0.4%
DISH Network Corp. 3.375% due 08/15/2026		1,600	1,376

Total Convertible Bonds & Notes (Cost $1,600)			1,376

MUNICIPAL BONDS & NOTES 2.4%
ILLINOIS 1.5%
Chicago, Illinois General Obligation Bonds, (BABs), Series 2010 7.517% due 01/01/2040		4,200	4,917
Chicago, Illinois General Obligation Bonds, Series 2017 7.045% due 01/01/2029		45	48

			4,965

PUERTO RICO 0.2%
Commonwealth of Puerto Rico Bonds, Series 2022 0.000% due 11/01/2043		333	174
Commonwealth of Puerto Rico General Obligation Bonds, Series 2021
0.000% due 07/01/2033 (h)		86	49
4.000% due 07/01/2033		67	62
4.000% due 07/01/2035		60	56
4.000% due 07/01/2037		51	46

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


4.000% due 07/01/2041		70	63
4.000% due 07/01/2046		73	64
Commonwealth of Puerto Rico General Obligation Notes, Series 2021
0.000% due 07/01/2024 (h)		34	31
5.250% due 07/01/2023		74	75

			620

VIRGINIA 0.1%
Tobacco Settlement Financing Corp., Virginia Revenue Bonds, Series 2007 6.706% due 06/01/2046		370	370

WEST VIRGINIA 0.6%
Tobacco Settlement Finance Authority, West Virginia Revenue Bonds, Series 2007 0.000% due 06/01/2047 (h)		21,900	1,985

Total Municipal Bonds & Notes (Cost $7,259)			7,940

U.S. GOVERNMENT AGENCIES 2.2%
Fannie Mae
3.500% due 12/25/2032 - 12/25/2049 (a)		1,936	223
4.000% due 11/25/2042 (a)		890	126
5.382% due 02/25/2049 •(a)		352	42
6.418% due 07/25/2029 •		570	631
13.635% due 12/25/2040 ~		132	138
Freddie Mac
0.000% due 02/25/2046 (b)(h)		560	471
0.100% due 02/25/2046 (a)		560	0
0.700% due 11/25/2055 ~(a)		16,406	1,210
3.000% due 11/15/2033 (a)		1,427	103
6.146% due 11/25/2055 «~		3,893	2,414
8.218% due 12/25/2027 •		1,482	1,488
9.090% due 11/15/2040 •		127	119
11.418% due 03/25/2025 •		158	160

Total U.S. Government Agencies (Cost $7,442)			7,125

NON-AGENCY MORTGAGE-BACKED SECURITIES 6.7%
Banc of America Funding Trust 6.000% due 08/25/2036 ^		441	422
BCAP LLC Trust
0.000% due 06/26/2036 ~		35	26
2.904% due 03/27/2036 ~		709	558
4.777% due 03/26/2037 þ		319	449
Bear Stearns ALT-A Trust
0.988% due 06/25/2046 ^~		952	873
2.910% due 11/25/2036 ^~		148	93
3.035% due 09/25/2035 ^~		134	92
3.112% due 09/25/2047 ^~		1,931	1,189
Bear Stearns Mortgage Funding Trust 7.500% due 08/25/2036 þ		75	75
CD Mortgage Trust 5.688% due 10/15/2048		174	159
Chase Mortgage Finance Trust
2.977% due 12/25/2035 ^~		2	2
6.000% due 02/25/2037 ^		303	157
6.000% due 07/25/2037 ^		209	120
6.250% due 10/25/2036 ^		560	320
Citicorp Mortgage Securities Trust 5.500% due 04/25/2037		5	5
Commercial Mortgage Loan Trust 6.673% due 12/10/2049 ~		211	35
Countrywide Alternative Loan Resecuritization Trust
6.000% due 05/25/2036 ^		785	553
6.000% due 08/25/2037 ^~		373	254
Countrywide Alternative Loan Trust
1.018% due 05/25/2037 ^~		118	47
2.812% due 04/25/2036 ^~		215	191
5.500% due 03/25/2035		101	55
5.500% due 12/25/2035 ^		905	586
5.750% due 01/25/2035		71	69
6.000% due 02/25/2035		133	119
6.000% due 08/25/2036 ^•		132	94
6.000% due 04/25/2037 ^		372	214
6.250% due 11/25/2036 ^		231	196
6.250% due 12/25/2036 ^•		649	354
6.500% due 08/25/2036 ^		189	85
Countrywide Home Loan Mortgage Pass-Through Trust
2.505% due 02/20/2035 ~		2	2
5.500% due 10/25/2035 ^		174	127
6.250% due 09/25/2036 ^		161	82
Deutsche Mortgage Securities, Inc. Mortgage Loan Trust 2.618% due 06/25/2034 •		2,030	2,045
Eurosail-UK PLC 5.022% due 06/13/2045 •	GBP	239	289

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


Freddie Mac 8.089% due 11/25/2041 •	$	1,900	1,805
GSR Mortgage Loan Trust 6.000% due 02/25/2036 ^		1,078	597
HarborView Mortgage Loan Trust
1.274% due 01/19/2035 •		39	38
2.698% due 07/19/2035 ^~		15	12
IndyMac IMSC Mortgage Loan Trust 6.500% due 07/25/2037 ^		1,622	726
Jackson Park Trust 3.350% due 10/14/2039 ~		1,033	816
JP Morgan Alternative Loan Trust
2.734% due 03/25/2036 ^~		458	402
3.341% due 03/25/2037 ^~		394	408
JP Morgan Mortgage Trust
2.601% due 01/25/2037 ^~		97	85
2.697% due 02/25/2036 ^~		96	78
LB-UBS Commercial Mortgage Trust 5.407% due 11/15/2038 ^		54	35
Lehman XS Trust 1.108% due 06/25/2047 •		493	467
Merrill Lynch Mortgage Investors Trust 2.640% due 03/25/2036 ^~		594	363
Morgan Stanley Capital Trust 4.904% due 11/15/2034 ~		1,200	1,139
Morgan Stanley Mortgage Loan Trust 5.962% due 06/25/2036 ^~		2,178	814
Natixis Commercial Mortgage Securities Trust 2.805% due 11/15/2034 •		1,065	1,019
Residential Asset Securitization Trust
5.750% due 02/25/2036 ^		374	191
6.000% due 07/25/2037 ^		622	305
6.250% due 09/25/2037 ^		1,170	597
Residential Funding Mortgage Securities, Inc. Trust
4.315% due 08/25/2036 ^~		55	50
6.000% due 09/25/2036 ^		52	46
6.000% due 06/25/2037 ^		679	618
Structured Adjustable Rate Mortgage Loan Trust
2.880% due 11/25/2036 ^~		432	400
2.906% due 01/25/2036 ^~		472	332
SunTrust Adjustable Rate Mortgage Loan Trust
2.279% due 04/25/2037 ^~		244	158
2.306% due 02/25/2037 ^~		49	45
WaMu Mortgage Pass-Through Certificates Trust
1.642% due 12/25/2046 •		178	178
3.127% due 02/25/2037 ^~		143	139
3.330% due 10/25/2036 ^~		214	205
Wells Fargo Mortgage-Backed Securities Trust 6.000% due 06/25/2037 ^		19	18

Total Non-Agency Mortgage-Backed Securities (Cost $23,515)			22,023

ASSET-BACKED SECURITIES 8.6%
Adagio CLO DAC 0.000% due 04/30/2031 ~	EUR	1,750	1,023
Apidos CLO 0.000% due 01/20/2031 ~	$	2,200	1,077
Argent Securities Trust 1.048% due 03/25/2036 •		6,202	3,989
Asset-Backed Funding Certificates Trust 0.818% due 10/25/2036 •		2,204	2,164
Avoca CLO DAC 0.000% due 07/15/2032 ~	EUR	1,070	840
Bear Stearns Asset-Backed Securities Trust 6.500% due 10/25/2036 ^	$	210	125
Belle Haven ABS CDO Ltd. 1.212% due 07/05/2046 •		85,896	145
CIFC Funding Ltd.
0.000% due 04/24/2030 ~		1,200	478
0.000% due 10/22/2031 ~		1,000	285
Citigroup Mortgage Loan Trust 0.818% due 12/25/2036 •		2,856	1,337
Dryden Senior Loan Fund 0.000% due 07/17/2031 ~		5,689	3,951
Flagship Credit Auto Trust 0.000% due 05/15/2025 «(h)		4	261
Grosvenor Place CLO BV 0.000% due 04/30/2029 ~	EUR	250	144
Jay Park CLO Ltd. 0.000% due 10/20/2027 ~	$	2,700	1,185
Lehman XS Trust 6.790% due 06/24/2046 þ		388	413
Marlette Funding Trust
0.000% due 07/16/2029 «(h)		6	563
0.000% due 03/15/2030 «(h)		3	265

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


Merrill Lynch Mortgage Investors Trust 0.988% due 04/25/2037 •		197	127
Morgan Stanley Mortgage Loan Trust
0.908% due 04/25/2037 •		2,630	959
6.250% due 02/25/2037 ^~		221	125
Residential Asset Mortgage Products Trust 1.228% due 09/25/2036 •		126	121
Securitized Asset-Backed Receivables LLC Trust 0.948% due 05/25/2036 •		4,241	2,644
SLM Student Loan EDC Repackaging Trust 0.000% due 10/28/2029 «(h)		1	1,107
SLM Student Loan Trust 0.000% due 01/25/2042 «(h)		2	738
Sofi Professional Loan Program LLC 0.000% due 05/25/2040 (h)		2,100	283
0.000% due 09/25/2040 «(h)		846	136
South Coast Funding Ltd. 0.966% due 08/10/2038 •		5,452	567
Symphony CLO Ltd. 5.638% due 07/14/2026 •		1,000	994
Taberna Preferred Funding Ltd.
0.695% due 08/05/2036 •		144	129
0.695% due 08/05/2036 ^•		2,702	2,411

Total Asset-Backed Securities (Cost $43,801)			28,586

SOVEREIGN ISSUES 2.9%
Argentina Government International Bond
0.500% due 07/09/2030 þ		1,927	544
1.000% due 07/09/2029		366	118
1.125% due 07/09/2035 þ		2,099	583
1.125% due 07/09/2046 þ		115	33
1.400% due 03/25/2023	ARS	23,539	268
2.000% due 01/09/2038 þ	$	6,188	2,228
2.500% due 07/09/2041 þ		2,872	965
15.500% due 10/17/2026	ARS	26,000	51
40.178% (BADLARPP) due 10/04/2022 ~		25	0
Egypt Government International Bond
5.625% due 04/16/2030	EUR	900	698
6.375% due 04/11/2031		382	305
7.500% due 02/16/2061	$	900	605
Ghana Government International Bond
6.375% due 02/11/2027		300	205
7.875% due 02/11/2035		400	238
8.750% due 03/11/2061		200	116
Ivory Coast Government International Bond 6.625% due 03/22/2048	EUR	400	338
Provincia de Buenos Aires 47.632% due 04/12/2025	ARS	217,314	1,045
South Africa Government International Bond 7.300% due 04/20/2052	$	1,300	1,221
Venezuela Government International Bond
6.000% due 12/09/2020		120	10
8.250% due 10/13/2024 ^(e)		12	1
9.250% due 09/15/2027 ^(e)		151	13

Total Sovereign Issues (Cost $16,491)			9,585

		SHARES
COMMON STOCKS 3.9%
COMMUNICATION SERVICES 0.7%
Clear Channel Outdoor Holdings, Inc. (f)		261,329	643
iHeartMedia, Inc. 'A' (f)		62,317	996
iHeartMedia, Inc. 'B' «(f)		48,387	696

			2,335

ENERGY 0.1%
Axis Energy Services 'A' «(f)(l)		1,253	19
Noble Corp. (f)(l)		10,196	325
Valaris Ltd. (f)		1,183	60

			404

FINANCIALS 1.1%
Intelsat SA «(f)(l)		113,460	3,475

INDUSTRIALS 2.0%
Neiman Marcus Group Ltd. LLC «(f)(l)		39,846	6,743
Noble Corp. «(f)		781	25
Voyager Aviation Holdings LLC «(f)		538	0

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


Westmoreland Mining Holdings «(f)(l)		25,438	0

			6,768

MATERIALS 0.0%
Associated Materials Group, Inc. «(f)		55,999	0

Total Common Stocks (Cost $14,022)			12,982

RIGHTS 0.0%
FINANCIALS 0.0%
Intelsat Jackson Holdings SA «(f)		23,846	134

Total Rights (Cost $0)			134

WARRANTS 2.1%
FINANCIALS 0.0%
Intelsat Emergence SA - Exp. 02/17/2027 «		277	1

INDUSTRIALS 0.1%
Sequa Corp. - Exp. 04/28/2024 «		394,000	241

INFORMATION TECHNOLOGY 2.0%
Windstream Holdings LLC - Exp. 9/21/2055 «		272,031	6,621

Total Warrants (Cost $4,520)			6,863

PREFERRED SECURITIES 8.3%
FINANCIALS 3.3%
Brighthouse Holdings LLC 6.500% due 07/27/2037 þ(j)		35,000	34
Nationwide Building Society 10.250% (j)		16,350	3,505
Stichting AK Rabobank Certificaten 6.500% due 12/29/2049 þ(j)		6,532,550	7,530

			11,069

INDUSTRIALS 5.0%
General Electric Co. 4.156% (US0003M + 3.330%) due 06/15/2022 ~(j)		127,000	120
Sequa Corp. (15.000% PIK) 15.000% «(d)		12,205	15,274
Voyager Aviation Holdings LLC 9.500% «		3,228	1,055

			16,449

Total Preferred Securities (Cost $21,188)			27,518

REAL ESTATE INVESTMENT TRUSTS 2.4%
REAL ESTATE 2.4%
CBL & Associates Properties, Inc.		9,309	273
Uniti Group, Inc.		133,286	1,651
VICI Properties, Inc.		202,347	6,032

Total Real Estate Investment Trusts (Cost $3,664)			7,956

SHORT-TERM INSTRUMENTS 12.6%
REPURCHASE AGREEMENTS (m) 0.7%			2,394

		PRINCIPAL AMOUNT (000s)
ARGENTINA TREASURY BILLS 0.1%
51.049% due 09/30/2022 (h)(i)	ARS	58,500	244

U.S. TREASURY BILLS 7.5%
0.597% due 06/09/2022 - 07/21/2022 (g)(h)(p)(r)	$	25,000	24,976

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


	PRINCIPAL AMOUNT (000s)
U.S. TREASURY CASH MANAGEMENT BILLS 4.3%
0.719% due 07/12/2022 - 08/23/2022 (g)(h)	14,400		14,373

Total Short-Term Instruments (Cost $41,996)			41,987

Total Investments in Securities (Cost $506,038)			471,028

Total Investments 142.2% (Cost $506,038)		$	471,028
Financial Derivative Instruments (o)(q) 0.9%(Cost or Premiums, net $5,934)			3,166
Preferred Shares (13.6)%			(45,200)
Other Assets and Liabilities, net (29.5)%			(97,786)

Net Assets Applicable to Common Shareholders 100.0%		$	331,208

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)

NOTES TO SCHEDULE OF INVESTMENTS:

* 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.

Security is in default.

Security valued using significant unobservable inputs (Level 3).

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.

•

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.

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.

(b)

Principal only security.

(c)

When-issued security.

(d)

Payment in-kind security.

(e)

Security is not accruing income as of the date of this report.

(f)

Security did not produce income within the last twelve months.

(g)

Coupon represents a weighted average yield to maturity.

(h)

Zero coupon security.

(i)

Coupon represents a yield to maturity.

(j)

Perpetual maturity; date shown, if applicable, represents next contractual call date.

(k)

Contingent convertible security.

(l)

RESTRICTED SECURITIES:

Issuer Description

Acquisition
Date

Cost

Market
Value

Market Value
as Percentage
of Net Assets

Applicable to Common Shareholders

Axis Energy Services 'A'

07/01/2021

0.01

Ferroglobe PLC 9.375% due 12/31/2025

02/09/2017 - 11/04/2021

1,378

1,394

0.42

Intelsat SA

06/19/2017 - 02/23/2022

7,942

3,475

1.05

Neiman Marcus Group Ltd. LLC

09/25/2020

1,307

6,743

2.04

Noble Corp.

02/05/2021 - 02/27/2021

137

326

0.10

Westmoreland Mining Holdings

12/08/2014 - 10/19/2016

733

0.00

11,516

11,957

3.62%

BORROWINGS AND OTHER FINANCING TRANSACTIONS

(m)

REPURCHASE AGREEMENTS:

Counterparty

Lending
Rate

Settlement
Date

Maturity
Date

Principal
Amount

Collateralized By

Collateral
(Received)

Repurchase
Agreements,
at Value

Repurchase
Agreement
Proceeds
to be
Received(1)

FICC

0.010%

04/29/2022

05/02/2022

2,394

U.S. Treasury Notes 0.625% due 08/15/2030

(2,442)

2,394

Total Repurchase Agreements

(2,442)

2,394

REVERSE REPURCHASE AGREEMENTS:

Counterparty

Borrowing Rate(2)

Settlement Date

Maturity Date

Amount
Borrowed(2)

Payable for
Reverse
Repurchase
Agreements

BCY

0.560%

03/30/2022

05/13/2022

(917)

0.720

04/29/2022

05/09/2022

(1,538)

BOS

0.370

04/12/2022

05/06/2022

(329)

BPS

0.530

12/08/2021

05/12/2022

(1,252)

(1,255)

0.750

03/10/2022

05/13/2022

(2,711)

(2,714)

0.900

03/09/2022

06/09/2022

(1,443)

(1,445)

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


						0.900				03/23/2022				06/23/2022					(566)				(566)
						0.920				03/07/2022				06/07/2022					(3,743)				(3,748)
						0.920				04/04/2022				06/07/2022					(875)				(876)
						0.920				04/29/2022				06/07/2022					(1,022)				(1,022)
						1.430				03/22/2022				09/23/2022					(2,907)				(2,912)
						1.430				03/30/2022				09/23/2022					(772)				(773)
						1.430				04/01/2022				09/23/2022					(2,459)				(2,463)
						1.990				04/27/2022				10/27/2022					(2,065)				(2,066)
BRC						(3.000)				02/14/2022				TBD(3)			EUR		(575)				(603)
						(1.000)				02/18/2022				TBD(3)					(529)				(560)
						0.560				02/07/2022				05/13/2022					(4,778)				(4,784)
						0.720				03/03/2022				05/09/2022					(6,183)				(6,191)
						0.870				03/08/2022				06/10/2022					(891)				(893)
						0.870				03/10/2022				06/13/2022					(1,147)				(1,148)
						0.950				03/30/2022				06/13/2022					(659)				(660)
BYR						0.880				03/25/2022				09/26/2022					(2,240)				(2,242)
CDC						0.430				01/27/2022				05/02/2022					(1,307)				(1,308)
						0.450				02/03/2022				05/09/2022					(2,215)				(2,217)
						0.800				03/30/2022				06/08/2022					(5,892)				(5,897)
						0.800				04/07/2022				06/08/2022					(924)				(924)
						1.110				03/18/2022				09/14/2022					(1,690)				(1,693)
						1.150				03/07/2022				09/06/2022					(814)				(815)
						1.150				03/14/2022				09/07/2022					(1,739)				(1,741)
						1.230				04/14/2022				07/14/2022					(2,816)				(2,818)
						1.350				05/02/2022				08/02/2022					(1,122)				(1,122)
						1.590				04/01/2022				09/30/2022					(1,900)				(1,903)
IND						0.440				02/02/2022				05/06/2022					(7,790)				(7,798)
						0.480				04/21/2022				05/09/2022					(847)				(848)
						0.630				03/01/2022				06/02/2022					(7,697)				(7,706)
						0.650				03/09/2022				06/09/2022					(394)				(394)
						0.650				04/18/2022				06/09/2022					(266)				(266)
						0.740				03/09/2022				06/09/2022					(700)				(701)
						0.740				03/10/2022				06/10/2022					(1,027)				(1,028)
						1.120				03/17/2022				09/15/2022					(5,890)				(5,898)
						1.680				04/12/2022				10/11/2022					(4,257)				(4,261)
JML						(4.000)				02/16/2022				TBD(3)			EUR		(309)				(323)
						(0.450)				02/11/2022				TBD(3)					(589)				(621)
						(0.430)				03/07/2022				TBD(3)					(1,277)				(1,346)
						(0.350)				01/17/2022				05/11/2022					(1,220)				(1,285)
						(0.350)				03/07/2022				06/07/2022					(186)				(196)
MBC						(0.450)				02/11/2022				TBD(3)					(3,362)				(3,543)
RDR						0.730				03/04/2022				09/02/2022			$		(1,710)				(1,712)
						0.850				03/22/2022				05/24/2022					(1,273)				(1,274)
SOG						0.550				12/23/2021				05/04/2022					(4,134)				(4,142)
						0.550				12/27/2021				05/04/2022					(594)				(595)
						0.640				03/01/2022				05/03/2022					(1,494)				(1,496)
						0.670				01/07/2022				07/06/2022					(825)				(827)
						0.670				04/06/2022				07/08/2022					(3,851)				(3,853)
						0.670				04/11/2022				07/06/2022					(837)				(837)
						0.670				04/12/2022				07/08/2022					(1,261)				(1,261)
						0.670				04/14/2022				07/06/2022					(126)				(126)
						1.430				04/19/2022				07/25/2022					(579)				(580)
						1.620				05/04/2022				08/04/2022					(4,022)				(4,022)
UBS						0.600				03/18/2022				TBD(3)					(473)				(473)

Total Reverse Repurchase Agreements																						$	(117,555)

(n)	Securities with an aggregate market value of $118,607 and cash of $5,766 have been pledged as collateral under the terms of master agreements as of April 30, 2022.
(1)	Includes accrued interest.
(2)	The average amount of borrowings outstanding during the period ended April 30, 2022 was $(142,611) at a weighted average interest rate of 0.448%. Average borrowings may include reverse repurchase agreements and sale-buyback transactions, if held during the period.
(3)	Open maturity reverse repurchase agreement.
(o)	FINANCIAL DERIVATIVE INSTRUMENTS: EXCHANGE-TRADED OR CENTRALLY CLEARED
SWAP AGREEMENTS:
CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION(1)
												Variation Margin
Reference Entity		Fixed Receive Rate	Payment Frequency	Maturity Date	Implied Credit Spread at April 30, 2022(2)				Notional Amount(3)			Premiums Paid/ (Received)			Unrealized Appreciation/ (Depreciation)			Market Value(4)			Asset				Liability

Bombardier, Inc.		5.000%	Quarterly	06/20/2024	5.064		%	$	300		$	(1)	$		2	$		1		$	0			$	(2)
Bombardier, Inc.		5.000	Quarterly	12/20/2024	5.469				700			(3)			(1)			(4)			0				(6)
Bombardier, Inc.		5.000	Quarterly	06/20/2027	6.639				600			(17)			(17)			(34)			0				(5)
Jaguar Land Rover Automotive		5.000	Quarterly	06/20/2026	6.122			EUR	200			14			(21)			(7)			0				(1)

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


Jaguar Land Rover Automotive			5.000		Quarterly		12/20/2026			6.368					1,986					76							(171)								(95)						0								(7)
Rolls-Royce PLC			1.000		Quarterly		06/20/2027			3.121					1,700					(130)							(43)								(173)						0								(10)
Rolls-Royce PLC			1.000		Quarterly		12/20/2025			2.621					5,000					(548)							259								(289)						0								(35)

																	$				(609)				$			8				$				(601)			$			0					$			(66)

INTEREST RATE SWAPS
																				Variation Margin
Pay/ Receive Floating Rate		Floating Rate Index				Fixed Rate		Payment Frequency			Maturity Date			Notional Amount								Premiums Paid/ (Received)							Unrealized Appreciation/ (Depreciation)								Market Value						Asset								Liability

Receive(5)		1-Day GBP-SONIO Compounded-OIS				0.750%		Annual			09/21/2032		GBP	11,200				$				1,086				$			372				$				1,458			$			67					$			0
Receive(5)		1-Day GBP-SONIO Compounded-OIS				0.750		Annual			09/21/2052			500								(3)							133								130						8								0
Receive		3-Month USD-LIBOR				0.250		Semi-Annual			12/18/2022		$	25,500								12							290								302						7								0
Pay		3-Month USD-LIBOR				2.750		Semi-Annual			06/17/2025			43,420								2,555							(2,600)								(45)						0								(78)
Pay		3-Month USD-LIBOR				2.250		Semi-Annual			06/15/2026			15,300								723							(1,092)								(369)						0								(31)
Receive		3-Month USD-LIBOR				1.350		Semi-Annual			01/20/2027			4,900								0							348								348						10								0
Pay		3-Month USD-LIBOR				1.550		Semi-Annual			01/20/2027			21,600								(75)							(1,257)								(1,332)						0								(45)
Receive		3-Month USD-LIBOR				1.360		Semi-Annual			02/15/2027			2,730								0							201								201						6								0
Pay		3-Month USD-LIBOR				1.600		Semi-Annual			02/15/2027			10,900								(38)							(641)								(679)						0								(23)
Receive		3-Month USD-LIBOR				1.450		Semi-Annual			02/17/2027			4,500								0							312								312						10								0
Pay		3-Month USD-LIBOR				1.700		Semi-Annual			02/17/2027			18,000								(68)							(969)								(1,037)						0								(38)
Pay		3-Month USD-LIBOR				2.500		Semi-Annual			12/20/2027			28,100								200							(747)								(547)						0								(69)
Receive		3-Month USD-LIBOR				1.420		Semi-Annual			08/17/2028			15,100								0							1,361								1,361						38								0
Receive		3-Month USD-LIBOR				1.380		Semi-Annual			08/24/2028			16,100								0							1,496								1,496						40								0
Pay		3-Month USD-LIBOR				3.000		Semi-Annual			06/19/2029			49,900								2,148							(1,706)								442						0								(136)
Receive		3-Month USD-LIBOR				1.160		Semi-Annual			04/12/2031			1,400								0							204								204						4								0
Pay		3-Month USD-LIBOR				1.380		Semi-Annual			04/12/2031			7,000								(19)							(877)								(896)						0								(19)
Receive		3-Month USD-LIBOR				0.750		Semi-Annual			06/16/2031			36,300								3,000							3,475								6,475						124								0
Receive		3-Month USD-LIBOR				1.750		Semi-Annual			12/15/2031			20,100								(318)							2,305								1,987						73								0
Pay		3-Month USD-LIBOR				3.500		Semi-Annual			06/19/2044			83,100								(2,711)							11,888								9,177						0								(271)
Receive		3-Month USD-LIBOR				2.000		Semi-Annual			01/15/2050			3,200								(23)							513								490						19								0
Receive		3-Month USD-LIBOR				1.750		Semi-Annual			01/22/2050			8,400								(19)							1,724								1,705						49								0
Receive		3-Month USD-LIBOR				1.875		Semi-Annual			02/07/2050			8,800								(34)							1,613								1,579						51								0
Receive		3-Month USD-LIBOR				2.250		Semi-Annual			03/12/2050			1,700								(5)							188								183						10								0
Receive		3-Month USD-LIBOR				1.150		Semi-Annual			12/11/2050			91,100								52							29,257								29,309						195								0
Pay		6-Month AUD-BBR-BBSW				3.500		Semi-Annual			06/17/2025		AUD	3,900								97							(35)								62						0								(3)
Receive		6-Month EUR-EURIBOR				0.150		Annual			03/18/2030		EUR	3,400								62							402								464						31								0
Receive(5)		6-Month EUR-EURIBOR				0.250		Annual			09/21/2032			3,600								326							219								545						38								0
Receive		28-Day MXN-TIIE				8.675		Lunar			04/03/2024		MXN	100								0							0								0						0								0

																$				6,948				$			46,377				$				53,325			$			780					$			(713)

Total Swap Agreements																$				6,339				$			46,385				$				52,724			$			780					$			(779)

(p)	Securities with an aggregate market value of $2,322 and cash of $11,346 have been pledged as collateral for exchange-traded and centrally cleared financial derivative instruments as of April 30, 2022.
(1)	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.
(2)	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.
(3)	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.
(4)	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.
(5)	This instrument has a forward starting effective date.
(q)	FINANCIAL DERIVATIVE INSTRUMENTS: OVER THE COUNTER
FORWARD FOREIGN CURRENCY CONTRACTS:
																				Unrealized Appreciation/(Depreciation)
Counterparty				Settlement Month								Currency to be Delivered											Currency to be Received											Asset											Liability

BOA				05/2022					$			302							EUR				277							$				0										$	(10)
				06/2022					PEN			812							$				194											0											(16)
BPS				05/2022					CAD			732											577											7											0

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


			05/2022		EUR		668						728									24										0
			05/2022		$		627				EUR		574									0										(21)
			08/2022				122				MXN		2,689									7										0
			10/2022				568				PEN		2,318									26										0
BRC			06/2022 «				0				RUB		52									0										0
CBK			05/2022		EUR		1,877				$		2,049									69										0
			05/2022 «		$		1				RUB		81									0										0
			06/2022				213				PEN		812									0										(3)
			06/2022 «				0				RUB		28									0										0
			07/2022		PEN		132				$		34									0										(1)
			08/2022				690						171									0										(7)
			10/2022				1,134						287									0										(3)
			12/2022				812						209									3										0
			12/2022		$		324				PEN		1,357									22										0
			03/2023		PEN		1,070				$		277									6										0
DUB			05/2022		$		19,195				GBP		15,256									0										(11)
			06/2022		GBP		15,256				$		19,195									11										0
			08/2022 «		$		0				RUB		1									0										0
			10/2022 «				1						79									0										0
GLM			06/2022		MXN		681				$		34									1										0
			10/2022 «		$		2				RUB		196									0										0
HUS			05/2022		GBP		153				$		194									2										0
			05/2022		$		1,293				GBP		999									0										(37)
JPM			06/2022 «				0				RUB		34									0										0
MYI			05/2022		EUR		36,446				$		40,620									2,171										0
			05/2022		$		40,466				EUR		38,140									0										(231)
			06/2022		EUR		38,140				$		40,518									232										0
SCX			05/2022		GBP		16,102						21,197									949										0
UAG			06/2022 «		$		3				RUB		303									2										0

Total Forward Foreign Currency Contracts												$				3,532							$		(340)

SWAP AGREEMENTS:
CREDIT DEFAULT SWAPS ON CORPORATE ISSUES - SELL PROTECTION(1)
												Swap Agreements, at Value(4)
Counterparty		Reference Entity		Fixed Receive Rate		Payment Frequency		Maturity Date		Implied Credit Spread at April 30, 2022(2)							Notional Amount(3)				Premiums Paid/(Received)					Unrealized Appreciation/ (Depreciation)					Asset			Liability

BPS		Petrobras Global Finance BV		1.000%		Quarterly		12/20/2024		1.557%					$		500			$	(98)				$	91				$	0		$	(7)
GST		Petrobras Global Finance BV		1.000		Quarterly		12/20/2024		1.557							700				(139)					130					0			(9)
HUS		Petrobras Global Finance BV		1.000		Quarterly		12/20/2024		1.557							800				(166)					156					0			(10)
JPM		Banca Monte Dei Paschi Di		5.000		Quarterly		06/20/2025		5.599					EUR		100				(2)					1					0			(1)


Total Swap Agreements												$	(405)					$	378					$	0			$	(27)

(r)	Securities with an aggregate market value of $80 have been pledged as collateral for financial derivative instruments as governed by International Swaps and Derivatives Association, Inc. master agreements as of April 30, 2022.
(1)	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.
(2)	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.
(3)	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.
(4)	The prices and resulting values for credit default swap agreements serve as indicators of the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the underlying referenced instrument's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the agreement.
FAIR VALUE MEASUREMENTS
The following is a summary of the fair valuations according to the inputs used as of April 30, 2022 in valuing the Fund's assets and liabilities:

Category and Subcategory									Level 1					Level 2							Level 3						Fair Value at 04/30/2022

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


Investments in Securities, at Value
Loan Participations and Assignments												$		0						$		73,199				$	9,410			$		82,609
Corporate Bonds & Notes
		Banking & Finance												0								50,662					0					50,662
		Industrials												0								108,399					19,570					127,969
		Utilities												0								35,713					0					35,713
Convertible Bonds & Notes
		Industrials												0								1,376					0					1,376
Municipal Bonds & Notes
		Illinois												0								4,965					0					4,965
		Puerto Rico												0								620					0					620
		Virginia												0								370					0					370
		West Virginia												0								1,985					0					1,985
U.S. Government Agencies														0								4,711					2,414					7,125
Non-Agency Mortgage-Backed Securities														0								22,023					0					22,023
Asset-Backed Securities														0								25,516					3,070					28,586
Sovereign Issues														0								9,585					0					9,585
Common Stocks
		Communication Services												1,639								0					696					2,335
		Energy												385								0					19					404
		Financials												0								0					3,475					3,475
		Industrials												0								25					6,743					6,768
Rights
		Financials												0								0					134					134
Warrants
		Financials												0								0					1					1
		Industrials												0								0					241					241
		Information Technology												0								0					6,621					6,621
Preferred Securities
		Financials												0								11,069					0					11,069
		Industrials												0								120					16,329					16,449
Real Estate Investment Trusts
		Real Estate												7,956								0					0					7,956
Loan Participations and Assignments														0								0					0					0
Short-Term Instruments
		Repurchase Agreements												0								2,394					0					2,394
		Argentina Treasury Bills												0								244					0					244
		U.S. Treasury Bills												0								24,976					0					24,976
		U.S. Treasury Cash Management Bills												0								14,373					0					14,373

												$		9,980						$		392,325				$	68,723			$		471,028

Total Investments												$		9,980						$		392,325				$	68,723			$		471,028

Short Sales, at Value - Liabilities
Loan Participations and Assignments												$		0						$		0				$	0			$		0

Financial Derivative Instruments - Assets
Exchange-traded or centrally cleared														0								780					0					780
Over the counter														0								3,529					3					3,532

												$		0						$		4,309				$	3			$		4,312
Financial Derivative Instruments - Liabilities
Exchange-traded or centrally cleared														0								(779)					0					(779)
Over the counter														0								(367)					0					(367)

												$		0						$		(1,146)				$	0			$		(1,146)

Total Financial Derivative Instruments												$		0						$		3,163				$	3			$		3,166

Totals												$		9,980						$		395,488				$	68,726			$		474,194




The following is a reconciliation of the fair valuations using significant unobservable inputs (Level 3) for the Fund during the period ended April 30, 2022:
Category and Subcategory			Beginning Balance at 07/31/2021			Net Purchases		Net Sales/Settlements			Accrued Discounts/ (Premiums)					Realized Gain/(Loss)			Net Change in Unrealized Appreciation/ (Depreciation) (1)					Transfers into Level 3				Transfers out of Level 3			Ending Balance at 04/30/2022			Net Change in Unrealized Appreciation/ (Depreciation) on Investments Held at 04/30/2022 (2)

Investments in Securities, at Value
Loan Participations and Assignments			$	16,013		$	1,812	$	(9,125)	$			(4)		$		69	$			634		$		1,185			$	(1,174)		$		9,410	$	210
Corporate Bonds & Notes
	Industrials				0		14,054		(32)				0				0				(88)				5,636				0				19,570		(88)
U.S. Government Agencies				2,415			0		(39)				6				13				19				0				0				2,414		17
Asset-Backed Securities				4,386			0		0				36				0				(1,069)				0				(283)				3,070		(1,015)
Common Stocks

Schedule of Investments PIMCO Income Strategy Fund (Cont.)

April 30, 2022

(Unaudited)


	Communication Services				1,126			0					0		0		0				(430)		0		0				696			(429)
	Energy				19			0					0		0		0				0		0		0				19			0
	Financials				0			7,942					0		0		0				(4,467)		0		0				3,475			(4,467)
	Industrials				4,384			0					0		0		0				2,359		0		0				6,743			2,360
	Materials(2)				396			0					(385)		0		30				(41)		0		0				0			0
Rights
	Financials				0			0					0		0		0				134		0		0				134			134
Warrants
	Financials				0			2,353					0		0		(86)				(2,266)		0		0				1			(2,266)
	Industrials				248			0					0		0		0				(7)		0		0				241			(7)
	Information Technology				6,071			0					0		0		0				550		0		0				6,621			550
Preferred Securities
	Industrials				13,020			0					0		0		0				3,309		0		0				16,329			3,138

			$	48,078		$		26,161		$			(9,581)	$	38	$	26		$		(1,363)	$	6,821	$	(1,457)			$	68,723	$		(1,863)
Financial Derivative Instruments – Assets
Over the counter			$	0		$		0		$			0	$	0	$	0		$		3	$	0	$	0			$	3	$		0

Totals			$	48,078		$		26,161		$			(9,581)	$	38	$	26		$		(1,360)	$	6,821	$	(1,457)			$	68,726	$		(1,863)

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)

Category and Subcategory							Ending Balance at 04/30/2022				Valuation Technique									Unobservable Inputs							Input Value				Weighted Average


Investments in Securities, at Value
Loan Participations and Assignments							$		1,854			Indicative Market Quotation								Broker Quote							42.000				—
									2,399			Reference Instrument								Yield							6.058				—
									1,212			Third Party Vendor								Broker Quote							67.500 - 99.250				98.538
									3,945			Waterfall Recoverability								Recovery Value							100.000				—
Corporate Bonds & Notes
	Industrials								13,966			Discounted Cash Flow								Discount Rate							9.525				—
									5,604			Reference Instrument								Weighted Average						BRL	46.445				—
U.S. Government Agencies									2,414			Proxy Pricing								Base Price							62.000				—
Asset-Backed Securities									2,106			Discounted Cash Flow								Discount Rate							8.000 - 20.000				18.513
									964			Proxy Pricing								Base Price							16.109 - 9,579.880				7,829.335
Common Stocks
	Communication Services								696			Stock Price w/Liquidity Discount								Liquidity Discount							10.000				—
	Energy								19			Other Valuation Techniques(3)								—							—				—
	Financials								3,475			Indicative Market Quotation								Broker Quote						$	30.625				—
	Industrials								6,743			Discounted Cash Flow								Discount Rate							10.500 - 17.700				10.500
Rights
	Financials								134			Other Valuation Techniques(3)								—							—				—
Warrants
	Financials								1			Other Valuation Techniques(3)								—							—				—
	Industrials								241			Comparable Companies								EBITDA Multiple						X/X	9.800/9.000				—
	Information Technology								6,621			Comparable Companies / Discounted Cash Flow								EBITDA Multiple						X	3.875				—
Preferred Securities
	Industrials								15,274			Comparable Companies								EBITDA Multiple						X/X	9.800/9.000				—
									1,055			Comparable Companies / Discounted Cash Flow								Book Value Multiple / Discount Rate						X/%	0.304/20.180				—
Financial Derivative Instruments– Assets
Over the counter									3			Other Valuation Techniques(3)								—							—				—

Total							$		68,726

(1)		Any difference between Net Change in Unrealized Appreciation/(Depreciation) and Net Change in Unrealized Appreciation/(Depreciation) on Investments Held at April 30, 2022 may be due to an investment no longer held or categorized as Level 3 at period end.
(2)		Sector type updated from Financials to Materials since prior fiscal year end.
(3)		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

1. INVESTMENT VALUATION AND FAIR VALUE MEASUREMENTS

(a) Investment Valuation Policies The net asset value (“NAV”) of the Fund's shares is determined by dividing the total value of portfolio investments and other assets, less any liabilities, attributable to the Fund, by the total number of shares outstanding of the Fund.

On each day that the New York Stock Exchange (“NYSE”) is open, Fund 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 reserves the right to either (i) calculate its NAV as of the earlier closing time or (ii) calculate its NAV as of the normally scheduled close of regular trading on the NYSE for that day. The Fund generally does not calculate its NAV on days during which the NYSE is closed. However, if the NYSE is closed on a day it would normally be open for business, the Fund reserves the right to calculate its NAV as of the normally scheduled close of regular trading on the NYSE for that day or such other time that the Fund may determine.

For purposes of calculating NAV, portfolio securities and other assets for which market quotes are readily available are valued at market value. Market value is generally determined on the basis of official closing prices or the last reported sales prices, or if no sales are reported, based on quotes obtained from established market makers or prices (including evaluated prices) supplied by the Fund's approved pricing services, quotation reporting systems and other third-party sources (together, “Pricing Services”). The Fund will normally use pricing data for domestic equity securities received shortly after the NYSE Close and does not normally take into account trading, clearances or settlements that take place after the NYSE Close. If market value pricing is used, a foreign (non-U.S.) equity security traded on a foreign exchange or on more than one exchange is typically valued using pricing information from the exchange considered by Pacific Investment Management Company LLC (“PIMCO” or the “Manager”) to be the primary exchange. 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. 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 Services using such data reflecting the principal markets for those securities. Prices obtained from Pricing Services 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. Exchange-traded options, except equity options, futures and options on futures are valued at the settlement price determined by the relevant exchange, quotes obtained from a quotation reporting system, established market makers or pricing services. Swap agreements are valued on the basis of market-based prices supplied by Pricing Services or quotes obtained from brokers and dealers. The Fund's investments in open-end management investment companies, other than exchange-traded funds ("ETFs"), are valued at 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 based on procedures established and approved by the Fund’s Board of Trustees (the “Board”). 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 Services and other third-party vendors, which may recommend fair value or adjustments with reference to other securities, indices or assets. In considering whether fair valuation is required and in determining fair values, the Fund may, among other things, consider significant events (which may be considered to include changes in the value of U.S. securities or securities indices) 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, 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.

Senior secured floating rate loans for which an active secondary market exists to a reliable degree are valued at the mean of the last available bid/ask prices in the market for such loans, as provided by a Pricing Service. Senior secured floating rate loans for which an active secondary market does not exist to a reliable degree are valued at fair value, which is intended to approximate market value. In valuing a senior secured floating rate loan at fair value, the factors considered may include, but are not limited to, the following: (a) the creditworthiness of the borrower and any intermediate participants, (b) the terms of the loan, (c) recent prices in the market for similar loans, if any, and (d) recent prices in the market for instruments of similar quality, rate, period until next interest rate reset and maturity.

Investments valued in currencies other than the U.S. dollar are converted to the U.S. dollar using exchange rates obtained from Pricing Services. 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.

Investments for which market quotes or market based valuations are not readily available are valued at fair value as determined in good faith by the Board or persons acting at their direction. The Board has adopted methods for valuing securities and other assets in circumstances where market quotes are not readily available, and has delegated to PIMCO the responsibility for applying the fair valuation methods. In the event that market quotes or market based valuations are not readily available, and the security or asset cannot be valued pursuant to a Board approved valuation method, the value of the security or asset will be determined in good faith by the Board. Market quotes are considered not readily available in circumstances where there is an absence of current or reliable market-based data (e.g., trade information, bid/ask information, indicative market quotations (“Broker Quotes”), Pricing Services’ prices), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of the Fund's securities or assets. In addition, market quotes are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities trade do not open for trading for the entire day and no other market prices are available. The Board has delegated, to the Manager, the responsibility for monitoring significant events that may materially affect the values of the Fund's securities or assets and for determining whether the value of the applicable securities or assets should be reevaluated in light of such significant events.

When the Fund uses fair valuation to determine the value of a portfolio security or other asset for purposes of calculating its NAV, such investments will not be priced on the basis of quotes from the primary market in which they are traded, but rather may be priced by another method that the Board or persons acting at their direction believe reflects fair value. Fair valuation may require subjective determinations about the value of a security. While the Fund's policy is 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 determined by the Board or persons acting at their direction would 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.

Notes to Financial Statements (Cont.)

(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 in active markets or exchanges for identical assets and liabilities.

• 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 Board or persons acting at their direction 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 Services (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 Services 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 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.

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:

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 and non-U.S. bonds are normally valued on the basis of quotes obtained from brokers and dealers or Pricing Services that use broker-dealer quotations, reported trades or valuation estimates from their internal pricing models. The Pricing Services' 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 Services 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.

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.

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 Services 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 services. 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, indices, 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 Services (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 Services 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, indices, 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.

Notes to Financial Statements (Cont.)

Centrally cleared swaps and over the counter swaps derive their value from underlying asset prices, indices, 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 Services (normally determined as of the NYSE Close). Centrally cleared swaps and over the counter swaps can be valued by Pricing Services using a series of techniques, including simulation pricing models. The pricing models may use inputs that are observed from actively quoted markets such as the overnight index swap rate, London Interbank Offered Rate forward rate, interest rates, yield curves and credit spreads. These securities are categorized as Level 2 of the fair value hierarchy.

When a fair valuation method is applied by PIMCO that uses significant unobservable inputs, investments will be priced by a method that the Board or persons acting at their direction believe reflects fair value and are categorized as Level 3 of the fair value hierarchy.

Proxy pricing procedures set the base price of a fixed income security and subsequently adjust the price proportionally to market value changes of a pre-determined security deemed to be comparable in duration, generally a U.S. Treasury or sovereign note based on country of issuance. The base price may be a broker-dealer quote, transaction price, or an internal value as derived by analysis of market data. The base price of the security may be reset on a periodic basis based on the availability of market data and procedures approved by the Valuation Oversight Committee. Significant changes in the unobservable inputs of the proxy pricing process (the base price) 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.

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

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

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

The Waterfall Recoverability model is based on liquidation or net asset value approaches. Typically this model would be used in distressed scenarios or when a business is worth more through the sale of individual assets than continuing as an operating business. 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) 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.

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 April 30, 2022, the Fund has recorded no liability for net unrecognized tax benefits relating to uncertain income tax positions it has taken or expects to take in future tax returns.

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


Glossary: (abbreviations that may be used in the preceding statements)					(Unaudited)

Counterparty Abbreviations:
BCY	Barclays Capital, Inc.	DUB	Deutsche Bank AG	MBC	HSBC Bank Plc
BOA	Bank of America N.A.	FICC	Fixed Income Clearing Corporation	MYI	Morgan Stanley & Co. International PLC
BOS	BofA Securities, Inc.	GLM	Goldman Sachs Bank USA	RDR	RBC Capital Markets LLC
BPS	BNP Paribas S.A.	GST	Goldman Sachs International	SCX	Standard Chartered Bank, London
BRC	Barclays Bank PLC	HUS	HSBC Bank USA N.A.	SOG	Societe Generale Paris
BYR	The Bank of Nova Scotia - Toronto	IND	Crédit Agricole Corporate and Investment Bank S.A.	UAG	UBS AG Stamford
CBK	Citibank N.A.	JML	JP Morgan Securities Plc	UBS	UBS Securities LLC
CDC	Natixis Securities Americas LLC	JPM	JP Morgan Chase Bank N.A.

Currency Abbreviations:
ARS	Argentine Peso	EUR	Euro	PEN	Peruvian New Sol
AUD	Australian Dollar	GBP	British Pound	RUB	Russian Ruble
BRL	Brazilian Real	MXN	Mexican Peso	USD (or $)	United States Dollar
CAD	Canadian Dollar

Index/Spread Abbreviations:
BADLARPP	Argentina Badlar Floating Rate Notes	LIBOR03M	3 Month USD-LIBOR	SONIO	Sterling Overnight Interbank Average Rate
EUR003M	3 Month EUR Swap Rate	SOFR	Secured Overnight Financing Rate	US0003M	ICE 3-Month USD LIBOR

Other Abbreviations:
ABS	Asset-Backed Security	CLO	Collateralized Loan Obligation	OIS	Overnight Index Swap
ALT	Alternate Loan Trust	DAC	Designated Activity Company	PIK	Payment-in-Kind
BABs	Build America Bonds	EBITDA	Earnings before Interest, Taxes, Depreciation and Amoritization	TBA	To-Be-Announced
BBR	Bank Bill Rate	EURIBOR	Euro Interbank Offered Rate	TBD	To-Be-Determined
BBSW	Bank Bill Swap Reference Rate	LIBOR	London Interbank Offered Rate	TBD%	Interest rate to be determined when loan settles or at the time of funding
CDO	Collateralized Debt Obligation	Lunar	Monthly payment based on 28-day periods. One year consists of 13 periods.	TIIE	Tasa de Interés Interbancaria de Equilibrio "Equilibrium Interbank Interest Rate"

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