# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007218
**Filing Date:** 2026-5
**Character Count:** 212155
**Document Hash:** 98547ec36498ab2b1d72bb4f9e755f3b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007218.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007218

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO FUNDS
- **CENTRAL INDEX KEY:** 0000810893

**ORGANIZATION NAME:**
- **EIN:** 952632339
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043384

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949-720-6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PIMCO Emerging Markets Corporate Bond Fund (Series ID: S000025820)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000077188 | Institutional | PEMIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Funds

- **b. Investment Company Act file number:** 811-05028

- **c. CIK number of Registrant:** 0000810893

- **d. LEI of Registrant:** 5493003B5Y5GR0Y25Y76

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 877-4626

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

- **a. Name of Series:** PIMCO Emerging Markets Corporate Bond Fund

- **b. EDGAR series identifier (if any):** S000025820

- **c. LEI of Series:** 7QI077YR4PK6NX1N1I12

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

- **a. Date of fiscal year-end:** 2026-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $62722287.09

**Total Liabilities:** $3433562.27

**Net Assets:** $59288724.82

**Delayed Delivery Securities:** $578620.12

**Cash Not Reported:** $1184378.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 250.817300 | **1-Year:** 2350.811300 | **5-Year:** 6988.714900 | **10-Year:** 4519.402800 | **30-Year:** -308.388300

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

- **3-Month:** 562.897200 | **1-Year:** 2733.128300 | **5-Year:** 5460.813100 | **10-Year:** 1103.332100 | **30-Year:** 34.821000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000077188 | 0.78%                | 0.55%                | -2.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $281079.20               | $-144834.85                                |
| Month 2  | $4285.98                 | $-20215.36                                 |
| Month 3  | $-115586.00              | $-1657848.61                               |

**Designated Index Information**

- **Index Name:** JP Morgan Corporate EMBI Diversified Composite Index

- **Index Identifier:** JCMDCOMP

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NIGERIA GOVT                                                                    | YI4360529 NIGERIA OMO BILL                              | CUSIP: 990ACHUB3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |  170400000 | PA      | $106774.73    | 0.18%             | 2027-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                    | NIGERIA OMO BILL OMO120626                              | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  162077000 | PA      | $112597.87    | 0.19%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD UZS BOUGHT USD 20261118                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-681.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1204.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                   | FRESNILLO PLC SR UNSECURED REGS 10/50 4.25              | CUSIP: G371E72B2<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $303888.08    | 0.51%             | 2050-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         42 | NC      | $-57506.12    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                            | LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     400000 | PA      | $385660.88    | 0.65%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.75000 12/17/25-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-33964.93    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD NGN BOUGHT USD 20260529                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |          1 | NC      | $-13236.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI FUTURE ENERGY CO PJSC MASDAR                                          | ABU DHABI FUTURE ENERGY SR UNSECURED REGS 07/33 4.875   | CUSIP: ACI2HHBJ2<br>LEI: 213800BBECR1I9FTPZ70 | Long             | DBT              | CORP              | AE        |     400000 | PA      | $390046.53    | 0.66%             | 2033-07-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-52.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                                  | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                   | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |       4320 | PA      | $3518.95      | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  3 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                   | BBVA MEX BANCA GRUPO TX SR UNSECURED REGS 09/29 5.25    | CUSIP: P1S81BAC2<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     600000 | PA      | $604020.00    | 1.02%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                                         | BANK LEUMI LE ISRAEL SUBORDINATED 144A REGS 07/33 V     | CUSIP: ACI2C9XL6<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $206049.00    | 0.35%             | 2033-07-18      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 11/27 5        | CUSIP: ACI30CNK3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       1985 | PA      | $170.71       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                                                    | KOOKMIN BANK SUBORDINATED REGS 11/30 2.5                | CUSIP: 50050HAN6<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |     500000 | PA      | $453628.50    | 0.77%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALFA BANK AO VIA ALFA BOND ISSUANCE PLC                                         | ALFA BANK (ALFA BOND) SUBORDINATED 144A 04/30 VAR       | CUSIP: 01538RAF6<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |     500000 | PA      | $30000.00     | 0.05%             | 2030-04-15      | Floating      | 8.53%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | BOUGHT KZT SOLD USD 20260716                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $3897.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX ITRAXX XOV44 5Y 35-100% SP BPS                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $128076.30    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $244.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $339.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD COP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-1231.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                         | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $180602.06    | 0.30%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AKBANK TURK AS                                                                  | AKBANK TAS SR UNSECURED 144A 01/30 7.498                | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     300000 | PA      | $305844.19    | 0.52%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNIGEL NETHERLANDS HOLDING CORPORATION BV                                       | UNIGEL NETHERLANDS HOLD UNSECURED 144A 12/44 15         | CUSIP: 90475UAA8<br>LEI: 213800UOXJTQ82DWTJ78 | Long             | DBT              | CORP              | NL        |     394208 | PA      | $7884.16      | 0.01%             | 2044-12-31      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS THB THORON/1.50000 09/16/26-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TH        |          1 | NC      | $1796.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                 | ANTOFAGASTA PLC SR UNSECURED REGS 10/30 2.375           | CUSIP: G0398NZ62<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $179469.00    | 0.30%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE LTD (AKA: CCL FINANCE LTD)                                 | RAIZEN FUELS FINANCE COMPANY GUAR 144A 07/32 6.25       | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     300000 | PA      | $166500.00    | 0.28%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                           | SUZANO NETHERLANDS BV COMPANY GUAR 01/36 5.5            | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $193625.00    | 0.33%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                            | LAS VEGAS SANDS CORP SR UNSECURED 08/29 6               | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     300000 | PA      | $308416.70    | 0.52%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD PHP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $5.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.00000 06/17/26-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $6787.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NIGERIA EM SP BRC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-839.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT INR SOLD USD 20260506                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $246.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $3842.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                      | ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 03/33 5        | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $295523.24    | 0.50%             | 2033-03-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                             | INVERSIONES CMPC SA COMPANY GUAR 144A 12/57 VAR         | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $195470.00    | 0.33%             | 2057-12-09      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                 | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25           | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      20000 | PA      | $9600.00      | 0.02%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SIGMA FOODS SAB DE CV                                                           | SIGMA FOODS SAB DE CV SR UNSECURED REGS 03/44 6.875     | CUSIP: P0156PAC3<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $211194.60    | 0.36%             | 2044-03-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                               | IVANHOE MINES LTD COMPANY GUAR 144A 01/30 7.875         | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $202324.20    | 0.34%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260401                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $279.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENTOWN CHINA HOLDINGS LIMITED                                                | GREENTOWN CHINA HLDGS COMPANY GUAR REGS 02/28 8.45      | CUSIP: ACI2TX9C2<br>LEI: 529900BLBC6YDNWS8530 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $201726.73    | 0.34%             | 2028-02-24      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA VESTA SAB DE CV                                        | CORPORACION INMOBILIARIA COMPANY GUAR 144A 01/33 5.5    | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $193750.00    | 0.33%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                                       | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |     250000 | PA      | $251625.00    | 0.42%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSECURED 08/28 5.65                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     350000 | PA      | $352841.30    | 0.60%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD CZK BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $111.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $425.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                                    | BANCO DE CREDITO DEL PER SUBORDINATED 144A 07/35 VAR    | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     300000 | PA      | $302734.50    | 0.51%             | 2035-07-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT AZN SOLD USD 20261029                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $3006.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/4.00000 03/18/26-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-17352.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                                   | MELCO RESORTS FINANCE SR UNSECURED REGS 07/28 5.75      | CUSIP: G5975LAF3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $587640.16    | 0.99%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SRC SUKUK LIMITED                                                               | SRC SUKU LTD GOVT GUARANT REGS 02/28 5                  | CUSIP: ACI2V27J4<br>LEI: 254900F2OG3526JLAV10 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $300492.04    | 0.51%             | 2028-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                 | REPUBLIC OF VENEZUELA SR UNSECURED REGS 08/31 11.95     | CUSIP: P17625AD9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      25000 | PA      | $12875.00     | 0.02%             | 2031-08-05      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                                    | BANCO DE CREDITO DEL PER SUBORDINATED REGS 03/35 VAR    | CUSIP: 05971V2H7<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     300000 | PA      | $296820.00    | 0.50%             | 2035-03-10      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-302.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-132.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT INR SOLD USD 20260506                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $168.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS MXN TIIE1+24/8.2* 12/08/25-3Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |          1 | NC      | $1431.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI ANONIM SIRKETI                                            | YAPI VE KREDI BANKASI AS SR UNSECURED 144A 10/28 9.25   | CUSIP: 984848AQ4<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $213749.13    | 0.36%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AKBANK TURK AS                                                                  | AKBANK TAS SR UNSECURED REGS 01/30 7.498                | CUSIP: ACI2PKPF9<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $203896.12    | 0.34%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES FINANCE II PLC                                                | VEDANTA RESOURCES COMPANY GUAR REGS 09/29 10.875        | CUSIP: G9T27HAG9<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $418556.51    | 0.71%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT BRL SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $85.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 31750SBA2 PIMCO FXVAN PUT USD KRW 1400.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     734475 | NC      | $2189.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD UZS BOUGHT USD 20261207                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-58.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.50000 12/18/24-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $22199.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $134.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD UZS BOUGHT USD 20261022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-593.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICES LLC                                                           | WIPRO IT SERVICE COMPANY GUAR REGS 06/26 1.5            | CUSIP: U9841MAA0<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |     700000 | PA      | $695372.06    | 1.17%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                        | ORLEN SA SR UNSECURED 144A 01/35 6                      | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     200000 | PA      | $204143.01    | 0.34%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | REVERSE REPO BARCLAYS REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -286582 | PA      | $-289910.04   | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LIMITED                                                         | MUTHOOT FINANCE LTD SR SECURED REGS 02/28 7.125         | CUSIP: 62828M2C4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $201277.76    | 0.34%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-402.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $290.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                                                          | INDIA CLEANTECH ENERGY SECURED REGS 08/26 4.7           | CUSIP: V4606AAA1<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |     185375 | PA      | $183992.05    | 0.31%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                        | ORLEN SA SR UNSECURED REGS 01/35 6                      | CUSIP: ACI2TG8V8<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     200000 | PA      | $204143.01    | 0.34%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $819.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.75000 06/20/24-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3658.66      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX IG46 5Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-10556.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD KRW BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $6134.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $2706.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.50000 03/18/26-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $6764.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                                                     | GLP PTE LTD SR UNSECURED REGS 05/28 9.75                | CUSIP: ACI2X0ZD8<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     400000 | PA      | $328509.04    | 0.55%             | 2028-05-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EGP SOLD USD 20260512                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-131.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260506                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-7.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY KASPIKZ                                                     | KASPI.KZ JSC SR UNSECURED 144A 03/30 6.25               | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |     300000 | PA      | $302522.70    | 0.51%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                                                      | MHP LUX SA COMPANY GUAR 144A 07/29 10.5                 | CUSIP: 59318YAC2<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $201666.00    | 0.34%             | 2029-07-28      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD HUF BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $-43.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA / ENFRAGEN SPAIN SA / PRIME ENERGIA SPA                 | ENFRAGEN ENERGIA SUR SA SR SECURED REGS 12/30 5.375     | CUSIP: E4181LAA9<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $364627.26    | 0.62%             | 2030-12-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                              | US TREASURY N/B 11/40 1.375                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $128894.53    | 0.22%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                              | GRUPO TELEVISA SAB SR UNSECURED 05/49 5.25              | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $123231.07    | 0.21%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $313.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                               | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875              | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   11400000 | PA      | $662121.30    | 1.12%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DHAFRAH PV2 ENERGY CO LLC                                                       | DHAFRAH PV2 ENERGY COMPA SR SECURED 144A 06/53 5.794    | CUSIP: 25241MAA5<br>LEI: 529900AHXZA1YRZN9C67 | Long             | DBT              | CORP              | AE        |     300000 | PA      | $291666.07    | 0.49%             | 2053-06-30      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-12578.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EGP BOUGHT USD 20260625                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $4763.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $190.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EGP SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-5938.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                        | AZULE ENERGY FINANCE PLC COMPANY GUAR 144A 01/31 8.25   | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $303300.02    | 0.51%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE CHILE                                                                  | BANCO DE CHILE SR UNSECURED 144A 12/31 2.99             | CUSIP: 059520AC0<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $272226.51    | 0.46%             | 2031-12-09      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.25000 06/18/25-9Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $17932.89     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORPORATION SAB DE CV                                             | ORBIA ADVANCE CORP SAB COMPANY GUAR REGS 05/31 2.875    | CUSIP: P7S81YAC9<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $162690.00    | 0.27%             | 2031-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOBHA SUKUK I HOLDING LIMITED                                                   | SOBHA SUKUK LTD SR UNSECURED REGS 02/29 7.9955          | CUSIP: ACI2X3GF8<br>LEI: 254900VZENPT8NAXW686 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $183543.93    | 0.31%             | 2029-02-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALROSA FINANCE SA                                                               | ALROSA FINANCE SA COMPANY GUAR REGS 06/27 3.1           | CUSIP: ACI1N5L86<br>LEI: 254900MMZQESKBV0DI36 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $24000.00     | 0.04%             | 2027-06-25      | Fixed         | 3.10%                 | No            |                  3 | On Loan: No      |
| VEON MIDCO BV                                                                   | VEON MIDCO BV COMPANY GUAR REGS 11/27 3.375             | CUSIP: ACI2P9LY7<br>LEI: 213800GOFSH7EPKBRE50 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $474672.65    | 0.80%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LENOVO GROUP LIMITED                                                            | LENOVO GROUP LTD SR UNSECURED REGS 11/30 3.421          | CUSIP: Y5257YAJ6<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $189062.54    | 0.32%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CHINA MODERN DAIRY HOLDINGS LTD                                                 | CHINA MODERN DAIRY HOLDI SR UNSECURED REGS 07/26 2.125  | CUSIP: ACI1Z3KM8<br>LEI: 549300TAELI2JXTKK009 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $297819.09    | 0.50%             | 2026-07-14      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FOXCONN (FAR EAST) LIMITED                                                      | FOXCONN FAR EAST LTD COMPANY GUAR 08/28 1.875           | CUSIP: ACI34TDV9<br>LEI: 254900NAQSPFDWVY8H73 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $276935.45    | 0.47%             | 2028-08-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                     | ENERGEAN ISRAEL FINANCE SR SECURED 144A REGS 03/28 5.3  | CUSIP: ACI1WD801<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $192762.92    | 0.33%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $518.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LI & FUNG LIMITED                                                               | LI + FUNG LTD COMPANY GUAR REGS 02/29 8.375             | CUSIP: ACI2Z5GN4<br>LEI: 254900B5ACVOJC6VNM71 | Long             | DBT              | CORP              | BM        |     200000 | PA      | $201488.90    | 0.34%             | 2029-02-05      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                                              | QATARENERGY LNG S3 SR SECURED REGS 09/27 5.838          | CUSIP: M8222MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      74200 | PA      | $74145.97     | 0.13%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EGP BOUGHT USD 20260708                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $516.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD UZS BOUGHT USD 20261009                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-54.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 VAR      | CUSIP: ACI30FSS4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     224061 | PA      | $3640.99      | 0.01%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD DOP BOUGHT USD 20260917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1329.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS HUF 5.89000 05/09/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |          1 | NC      | $-10357.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TELECOMUNICACIONES DIGITALES SA                                                 | CABLE ONDA SA SR UNSECURED REGS 01/30 4.5               | CUSIP: P1926LAA3<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     400000 | PA      | $377050.00    | 0.64%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                                                             | BANCO DAVIVIENDA SA SUBORDINATED 144A 07/35 VAR         | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $304350.00    | 0.51%             | 2035-07-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $116.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT NGN SOLD USD 20260520                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |          1 | NC      | $374.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                  | CONSOLIDATED ENERGY FIN COMPANY GUAR REGS 02/31 12      | CUSIP: L1957QAJ9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $197250.00    | 0.33%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                            | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     330000 | PA      | $339547.05    | 0.57%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT PHP SOLD USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $-4.92        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPEK SAB DE CV                                                                 | ALPEK SA DE CV COMPANY GUAR REGS 02/31 3.25             | CUSIP: P01703AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $167986.62    | 0.28%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD DOP BOUGHT USD 20260508                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-438.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                        | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/30 4.75       | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $198319.03    | 0.33%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                     | PETROBRAS GLOBAL FINANCE COMPANY GUAR 01/36 6.25        | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $195618.00    | 0.33%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ECUADOR GOVT                                                                    | REPUBLIC OF ECUADOR SR UNSECURED 144A 01/39 9.25        | CUSIP: ACI389068<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     200000 | PA      | $196650.00    | 0.33%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                   | EGYPT GOVERNMENT BOND BONDS 10/30 19.698                | CUSIP: ACI350557<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    6800000 | PA      | $122491.03    | 0.21%             | 2030-10-14      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT KZT SOLD USD 20260715                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $2816.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-749.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OAS RESTRUCTURING (BVI) LIMITED                                                 | OAS RESTRUCTURING BVI COMPANY GUAR 03/35 5              | CUSIP: 67097YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     356358 | PA      | $3429.59      | 0.01%             | 2035-03-31      | Fixed         | 5.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $12.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OAS SA WTS CALL EXP 21JAN39                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | BR        |     131712 | NC      | $0.13         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.25000 06/18/25-10Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $57645.62     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY PEC SPA                                                       | CHILE ELEC PEC SPA SR SECURED REGS 01/28 0.00000        | CUSIP: P2550MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |     611459 | PA      | $555816.68    | 0.94%             | 2028-01-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOUTH KOREA GOVT AS BP MYC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-13479.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD DOP BOUGHT USD 20260521                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-3270.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                                                   | THAILAND GOVERNMENT BOND BONDS 06/38 3.3                | CUSIP: ACI16S3F9<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      30000 | PA      | $966.53       | 0.00%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                                    | PERU LNG SRL SR UNSECURED 144A 03/30 5.375              | CUSIP: 715604AA2<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     133360 | PA      | $129543.54    | 0.22%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNACIONAL DEL PERU SAA (INTERBANK)                                    | BANCO INTERNAC DEL PERU SR UNSECURED REGS 07/31 4.8     | CUSIP: P13435AH8<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $197120.00    | 0.33%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IIFL FINANCE LIMITED                                                            | IIFL FINANCE LTD SR SECURED REGS 07/28 8.75             | CUSIP: Y3R78RET8<br>LEI: 335800CZ46UJRS34JR78 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $202642.27    | 0.34%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                        | TRUST FIBRAUNO SR UNSECURED REGS 01/32 7.7              | CUSIP: P9401JAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $211116.00    | 0.36%             | 2032-01-23      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS HUF 6.19000 11/18/25-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |          1 | NC      | $19698.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NAKILAT INC                                                                     | NAKILAT INC SR SECURED REGS 12/33 6.067                 | CUSIP: Y62014AA6<br>LEI: 2549006RMTDJWLLWF072 | Long             | DBT              | CORP              | MH        |     210996 | PA      | $211174.29    | 0.36%             | 2033-12-31      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL SUBORDINATED TRUST 2.0                                               | INDUSTRIAL SUBORD TR 2.0 SUBORDINATED 144A 04/36 VAR    | CUSIP: 456349AA7<br>LEI: 254900WSJBB5525DL518 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $300375.00    | 0.51%             | 2036-04-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD DOP BOUGHT USD 20260911                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-895.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD UZS BOUGHT USD 20261123                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-353.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC GOVT                                                         | DOMINICAN REPUBLIC SR UNSECURED 144A 09/35 11.25        | CUSIP: 25714PEW4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   24000000 | PA      | $428715.16    | 0.72%             | 2035-09-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                                              | QATARENERGY LNG S3 SR SECURED REGS 09/27 6.332          | CUSIP: M8222MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |     111925 | PA      | $111824.77    | 0.19%             | 2027-09-30      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                               | REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5                | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     300000 | PA      | $16571.12     | 0.03%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-289.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX ITRAXX MAIN44 5Y ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $19050.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                                  | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000     | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $156608.00    | 0.26%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260421                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $9.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2                                                               | ENERGUATE TRUST 2 0 SR UNSECURED 144A 09/35 6.35        | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $392342.40    | 0.66%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 0.00000  | CUSIP: ACI30FTT1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      58214 | PA      | $116.43       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $0.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD UZS BOUGHT USD 20260414                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-861.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $3.40         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LIMITED                                                      | FWD GROUP HOLDINGS LTD SUBORDINATED 144A 09/35 5.836    | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $298138.74    | 0.50%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-134.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD DOP BOUGHT USD 20260723                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-15.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI LIMITED                                                | ADANI ELECTRICITY MUMBAI SR SECURED 144A 02/30 3.949    | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     262000 | PA      | $239812.02    | 0.40%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260428                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-37.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-3.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                                                   | THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45        | CUSIP: ACI27N3Q3<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      20000 | PA      | $623.00       | 0.00%             | 2043-06-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 0.00000  | CUSIP: ACI30G0R4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     116423 | PA      | $151.35       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $65.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-43.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $16.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EGP BOUGHT USD 20260408                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-45.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $106.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSPORTADORA DE GAS SUR-B                                                     | TRANSPORT DE GAS DEL SUR SR UNSECURED 144A 11/35 7.75   | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |     100000 | PA      | $101672.00    | 0.17%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-916.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CATHAYLIFE SINGAPORE PTE LTD                                                    | CATHAYLIFE SINGAPORE CATHAYLIFE SINGAPORE               | CUSIP: ACI2PT9W1<br>LEI: 254900XS5E0JG85JTY26 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $207533.00    | 0.35%             | 2034-07-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD COP BOUGHT USD 20260818                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-3665.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                    | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR          | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      44949 | PA      | $26474.96     | 0.04%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                                 | QNB FINANCE LTD QNB FINANCE LTD                         | CUSIP: ACI2MLXV6<br>LEI: 549300MY0DXTHQEX5O57 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $299040.99    | 0.50%             | 2029-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $0.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX ITRAXX XOV44 5Y 35-100% SP GST                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $72043.25     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FONDO MIVIVIENDA SA                                                             | FONDO MIVIVIENDA SA SR UNSECURED 144A 03/31 5.4         | CUSIP: 344593AG3<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $200250.00    | 0.34%             | 2031-03-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-559.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 31750SCJ2 PIMCO FXVAN PUT USD KRW 1400.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     465525 | NC      | $1485.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAE SUKUK (DIFC) LTD                                                            | DAE SUKUK DIFC LTD SR UNSECURED 144A 10/30 4.5          | CUSIP: 23302JAC9<br>LEI: 635400AMGMPG1J5EQD94 | Long             | DBT              | CORP              | AE        |     300000 | PA      | $286878.79    | 0.48%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EGP BOUGHT USD 20260917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $11402.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $14531.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CS TREASURY MANAGEMENT SERVICES P LTD                                           | CS TREASURY MGMT SERVICE SR UNSECURED REGS 12/99 9      | CUSIP: ACI3582M6<br>LEI: 254900MLBK4TUEESYL96 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $200494.62    | 0.34%             | 2026-06-05      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                  | TITULOS DE TESORERIA BONDS 01/35 11.75                  | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1517900000 | PA      | $376342.02    | 0.63%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-646.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                      | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A REGS 12/43 1 | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     500000 | PA      | $155895.28    | 0.26%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                                  | ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75          | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     400000 | PA      | $386916.63    | 0.65%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT COP SOLD USD 20260408                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $18755.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                      | UZBEK INDUSTRIAL AND CON JR SUBORDINA 144A 12/99 VAR    | CUSIP: 917935AC2<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $200954.17    | 0.34%             | 2030-10-23      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ARGENTINA LA SP MYC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $881.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX EM44 ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-3885.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD DOP BOUGHT USD 20260508                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1133.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                            | UNIGEL LUXEMBOURG SA SR SECURED 144A 12/27 VAR          | CUSIP: 904752AC6<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     222480 | PA      | $13348.80     | 0.02%             | 2027-12-31      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR ULTRA FUT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -2 | NC      | $5358.42      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                          | ENGIE ENERGIA CHILE SA SR UNSECURED 144A 04/34 6.375    | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $207897.60    | 0.35%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-517.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD UZS BOUGHT USD 20261209                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-62.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $316.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                    | NIGERIA OMO BILL OMO110626                              | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  162225000 | PA      | $112759.80    | 0.19%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.75000 12/18/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-2036.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGICEL INTERNATIONAL FINANCE LTD / DIFL US LLC                                 | DIG INTL FIN/DIFL US LLC SR SECURED 144A 08/32 8.625    | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     200000 | PA      | $203655.20    | 0.34%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD KZT BOUGHT USD 20260604                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-99.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-3974.56     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | REVERSE REPO BARCLAYS REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -428288 | PA      | $-433129.53   | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZCS BRL 12.09 03/24/23-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-20420.49    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ESIC SUKUK LIMITED                                                              | ESIC SUKUK LTD SR UNSECURED REGS 02/29 5.831            | CUSIP: ACI2MTHY1<br>LEI: 549300TSWFEC4DLPPH77 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $300034.92    | 0.51%             | 2029-02-14      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SHINHAN FINANCIAL GROUP CO LTD                                                  | SHINHAN FINANCIAL GROUP SR UNSECURED REGS 07/28 5       | CUSIP: Y7749XBA8<br>LEI: 988400EB8A6G49E5KO54 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $202593.10    | 0.34%             | 2028-07-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EPH FINANCING INTERNATIONAL AS                                                  | EPH FIN INTERNATIONAL AS COMPANY GUAR REGS 11/28 6.651  | CUSIP: ACI2L2292<br>LEI: 3157003E5A4ZV0JCSM65 | Long             | DBT              | CORP              | CZ        |     200000 | PA      | $244685.52    | 0.41%             | 2028-11-13      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 0.00000  | CUSIP: ACI30G0P8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     116423 | PA      | $128.07       | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.75000 09/17/25-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1031.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALFA BANK AO VIA ALFA BOND ISSUANCE PLC                                         | ALFA BANK (ALFA BOND) SUBORDINATED REGS 04/30 VAR       | CUSIP: ACI1G2134<br>LEI: 54930015QM0G7XTNYR27 | Long             | DBT              | CORP              | IE        |     400000 | PA      | $24000.00     | 0.04%             | 2030-04-15      | Floating      | 5.95%                 | No            |                  3 | On Loan: No      |
| THAILAND GOVT                                                                   | THAILAND GOVERNMENT BOND SR UNSECURED 06/33 3.35        | CUSIP: ACI29CBT0<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |      40000 | PA      | $1316.66      | 0.00%             | 2033-06-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD NGN BOUGHT USD 20261120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |          1 | NC      | $-343.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS CZK 4.61100 06/06/23-5Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |          1 | NC      | $11330.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD                                | TENGIZCHEVROIL FIN CO IN SR SECURED REGS 08/30 3.25     | CUSIP: ACI1P5K28<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $277393.90    | 0.47%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ISRAEL GOVT EM SP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $187.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                                     | PETROBRAS GLOBAL FINANCE COMPANY GUAR 09/30 5.125       | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $196220.00    | 0.33%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZCS BRL 12.905 12/05/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-1907.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.75000 09/17/25-10Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2675.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EGP SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-118.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TT VARLIK KIRALAMA ANONIM SIRKETI                                               | TT VARLIK KIRALAMA SR UNSECURED 144A 10/30 6.5          | CUSIP: 898916AA9<br>LEI: 789000JWDAT89FS8JB90 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $194326.37    | 0.33%             | 2030-10-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1046.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                       | BAIDU INC SR UNSECURED REGS 03/32 0.0000                | CUSIP: ACI2VJ9J5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $182900.00    | 0.31%             | 2032-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260430                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-38.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD DOP BOUGHT USD 20260508                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $163.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE SA                                                        | BANCO SANTANDER CHILE SR UNSECURED 144A 11/30 4.55      | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $296439.00    | 0.50%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $803.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260401                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $335.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS EUR 2.50000 09/16/26-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $2350.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                                      | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7    | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     500000 | PA      | $152877.96    | 0.26%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                              | GRUPO TELEVISA SAB SR UNSECURED 05/45 5                 | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $124381.80    | 0.21%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $173.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD KZT BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-572.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $180.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $311.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                  | FWD011Z66 COLOMBIA GOVT NDF                             | CUSIP: 990ADDTM9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | US        | 2305900000 | PA      | $581197.12    | 0.98%             | 2029-08-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT MYR SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $-1986.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT KZT SOLD USD 20260715                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $1542.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD PEN BOUGHT USD 20260804                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $15551.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ALIBABA GROUP HOLDING LIMI SNR AS SP JPM                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $5643.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                                | GRUPO NUTRESA SA COMPANY GUAR REGS 05/35 9              | CUSIP: P4R21KAB2<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     200000 | PA      | $222820.00    | 0.38%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LIMITED                                               | POWER FINANCE CORP LTD SR UNSECURED REGS 12/27 3.75     | CUSIP: ACI0Z6CY6<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     300000 | PA      | $295750.20    | 0.50%             | 2027-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD DOP BOUGHT USD 20260827                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-155.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT KZT SOLD USD 20260729                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $2687.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INRETAIL SHOPPING MALLS                                                         | INRETAIL SHOPPING MALLS COMPANY GUAR 144A 10/32 5.65    | CUSIP: 45780UAC8<br>LEI: 254900340JT2D5SHMA49 | Long             | DBT              | CORP              | PE        |     400000 | PA      | $389400.00    | 0.66%             | 2032-10-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $330.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD UZS BOUGHT USD 20261119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-437.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEON AMSTERDAM BV                                                               | VEON AMSTERDAM TERM LOAN                                | CUSIP: BA000HL48<br>LEI: 549300EPG4HR574L4660 | Long             | LON              | CORP              | NL        |     200000 | PA      | $198909.92    | 0.34%             | 2027-03-25      | Floating      | 7.90%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $36.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAR EAST HORIZON LIMITED                                                        | FAR EAST HORIZON LTD SR UNSECURED REGS 03/28 5.875      | CUSIP: ACI2QXT90<br>LEI: 549300S9XRGO1ZPUHE62 | Long             | DBT              | CORP              | HK        |     400000 | PA      | $400164.40    | 0.67%             | 2028-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 VAR      | CUSIP: ACI30FSP0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     158027 | PA      | $3160.54      | 0.01%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP JR SUBORDINA 08/56 VAR                       | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     300000 | PA      | $283495.05    | 0.48%             | 2056-08-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $252.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS EUR 3.00000 09/16/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $13858.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD COP BOUGHT USD 20260408                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-776.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX EM45 ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-8366.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REC LIMITED (AKA: RURAL ELECTRIFICATION CORP LTD)                               | REC LTD SR UNSECURED REGS 04/28 5.625                   | CUSIP: 74947MAD4<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |     300000 | PA      | $304988.25    | 0.51%             | 2028-04-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VB DPR FINANCE COMPANY                                                          | VB DPR FINANCE COMPANY 09/35 6.239                      | CUSIP: 234A219D5<br>LEI: 549300Y3LKKHCL3AQW08 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $281068.46    | 0.47%             | 2035-09-15      | Fixed         | 6.24%                 | Yes           |                  3 | On Loan: No      |
| NIGERIA GOVT                                                                    | NIGERIA OMO BILL BILLS 04/26 0.00000                    | CUSIP: ACI307771<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  198500000 | PA      | $142332.84    | 0.24%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $1280.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                 | REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7         | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      20000 | PA      | $8250.00      | 0.01%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -465525 | NC      | $-411.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | TEVA PHARMACEUTICALS NE COMPANY GUAR 10/46 4.1          | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $371248.05    | 0.63%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BOTTLING CORP / CBC BOTTLING HOLDCO SL / BELIV HOLDCO SL       | CNTL AMR BOTTLING CORP COMPANY GUAR REGS 04/29 5.25     | CUSIP: G20038AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     300000 | PA      | $292147.20    | 0.49%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         55 | NC      | $-65097.25    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                        | WOODSIDE FINANCE LTD COMPANY GUAR 05/35 6               | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $312776.23    | 0.53%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                   | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   30200000 | PA      | $540974.88    | 0.91%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| TURKISH AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                              | TURKISH AIRLN 15 1 A PTT PASS THRU CE 144A 09/28 4.2    | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |     149986 | PA      | $148153.06    | 0.25%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260414                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $16.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260421                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-34.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YINSON PRODUCTION FINANCIAL SERVICES PTE LTD                                    | YINSON PRODUCTION FINANC SR SECURED 144A REGS 05/29 9.6 | CUSIP: ACI2NT341<br>LEI: 254900TYMSC94RS33U73 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $209228.64    | 0.35%             | 2029-05-03      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LIMITED                                                               | GOLAR LNG LTD SR UNSECURED 144A 10/30 7.5               | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     200000 | PA      | $202463.60    | 0.34%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCP SA (AKA: GROUPE OFFICE CHERIFIEN DES PHOSPHATES SA)                         | OFFICE CHERIFIEN DES PHO SR UNSECURED REGS 04/44 6.875  | CUSIP: V6560AAD4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     500000 | PA      | $499531.65    | 0.84%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD UZS BOUGHT USD 20261009                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-174.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAS CAPITAL NO 2 LIMITED                                                        | CAS CAPITAL NO2 LTD COMPANY GUAR REGS 12/99 VAR         | CUSIP: ACI37TM61<br>LEI: 2549007CLL9JS1Z83O04 | Long             | DBT              | CORP              | VG        |     300000 | PA      | $295675.70    | 0.50%             | 2031-01-13      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PING AN INSURANCE (GROUP) SNR AS SP DBL                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $298.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KFH SUKUK CO                                                                    | KFH SUKUK CO SR UNSECURED REGS 01/30 5.376              | CUSIP: ACI2T0G02<br>LEI: 5493008FLJYWGCMZDN21 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200616.54    | 0.34%             | 2030-01-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR SA                                              | MILLICOM INTL CELLULAR SR UNSECURED REGS 04/31 4.5      | CUSIP: L6388GHX1<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     500000 | PA      | $456152.35    | 0.77%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | PEMEX LCDS SP DUB                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $386.63       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                             | SOLD UZS BOUGHT USD 20261015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-314.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TT VARLIK KIRALAMA ANONIM SIRKETI                                               | TT VARLIK KIRALAMA SR UNSECURED REGS 10/30 6.5          | CUSIP: ACI34JG89<br>LEI: 789000JWDAT89FS8JB90 | Long             | DBT              | CORP              | TR        |     300000 | PA      | $291489.56    | 0.49%             | 2030-10-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $2359.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                      | FIRST QUANTUM MINERALS L COMPANY GUAR 144A 02/36 6.375  | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $192557.36    | 0.32%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 VAR      | CUSIP: ACI30FSH8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     131108 | PA      | $2622.16      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | MEXICO LA SP BPS                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $816.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                  | TITULOS DE TESORERIA BONDS 08/29 11                     | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  170000000 | PA      | $42862.22     | 0.07%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD HUF BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $-58.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 VAR      | CUSIP: ACI30CT68<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      53572 | PA      | $1339.30      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| WE SODA INVESTMENTS HOLDING PLC                                                 | WE SODA INV HOLDING PLC SR SECURED REGS 10/28 9.5       | CUSIP: G95448AA7<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199889.61    | 0.34%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ZCS BRL 12.8669 12/05/25-01/02/31 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-43127.32    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX ITRAXX XOV45 5Y ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $11904.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | ECOPETROL SA SR UNSECURED 01/33 8.875                   | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $316017.65    | 0.53%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $4995.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJSC                                                       | FIRST ABU DHABI BANK PJS SR UNSECURED REGS 06/28 4.774  | CUSIP: ACI2GF5W5<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     300000 | PA      | $298969.50    | 0.50%             | 2028-06-06      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EGP BOUGHT USD 20260601                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $6378.59      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-919.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                               | BANK HAPOALIM SR UNSECURED 144A REGS 01/33 5            | CUSIP: ACI37Y6L5<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     300000 | PA      | $296536.39    | 0.50%             | 2033-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD SEK BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-274.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NBK SPC LIMITED                                                                 | NBK SPC LTD COMPANY GUAR REGS 09/27 VAR                 | CUSIP: ACI20D7D7<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     700000 | PA      | $689983.53    | 1.16%             | 2027-09-15      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| PERU LNG SRL                                                                    | PERU LNG SRL SR UNSECURED REGS 03/30 5.375              | CUSIP: P7721BAE1<br>LEI: 254900F70J1LOALV5K70 | Long             | DBT              | CORP              | PE        |     133360 | PA      | $129543.54    | 0.22%             | 2030-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 31750SLZ6 PIMCO CDSOPT PUT USD 0.675 20260415           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |    5900000 | NC      | $3520.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MARCOBRE SAC                                                                    | MARCOBRE SAC SR UNSECURED 144A 01/36 5.75               | CUSIP: 56625AAA2<br>LEI: 254900BORIUZFCM1XB72 | Long             | DBT              | CORP              | PE        |     300000 | PA      | $290028.00    | 0.49%             | 2036-01-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 0.00000  | CUSIP: ACI30FVM3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     219641 | PA      | $241.61       | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1             | CUSIP: B58RBK905<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |     694727 | NS      | $7885.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | IRS CZK 4.13000 10/01/25-10Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |          1 | NC      | $-7896.90     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $97.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA - PETROPERU SA                                            | PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625     | CUSIP: P7808BAB3<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $140520.00    | 0.24%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | CDX ITRAXX XOV44 5Y 35-100% SP JPM                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $124073.74    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTA ENERGY ARGENTINA SAU                                                      | VISTA OIL + GAS ARGENTIN SR UNSECURED REGS 12/35 7.625  | CUSIP: P9659RAA6<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     200000 | PA      | $202650.00    | 0.34%             | 2035-12-10      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.75000 12/18/24-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10207.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $134.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1664.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE                | FIEMEX ENERGIA   BANC AC SR SECURED REGS 01/41 7.25     | CUSIP: P0R12RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     297152 | PA      | $297969.38    | 0.50%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 31750S9L1 PIMCO CDSOPT PUT USD 0.775 20260415           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | BM        |   -5900000 | NC      | $-1563.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                    | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     167973 | PA      | $72396.36     | 0.12%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                      | TRUST 2401 SR UNSECURED 144A 01/50 6.39                 | CUSIP: 89834MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     300000 | PA      | $274018.50    | 0.46%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $5540.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | OIS THB THORON/1.25000 09/16/26-2Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TH        |          1 | NC      | $-1064.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA/LONDON BRANCH                                                | BANCO DO BRASIL SA/LONDO SR UNSECURED REGS 07/26 8.5    | CUSIP: ACI2J3525<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    7000000 | PA      | $394786.64    | 0.67%             | 2026-07-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EGP SOLD USD 20260512                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-1012.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                                         | VALE SA SUBORDINATED 12/49 VAR                          | CUSIP: B011X9II2<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    2910000 | PA      | $246205.49    | 0.42%             | 2049-12-29      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING COMPANY INC                                                   | STILLWATER MINING CO COMPANY GUAR 144A 11/26 4          | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297752.51    | 0.50%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                                   | ALIBABA GROUP HOLDING SR UNSECURED REGS 09/32 0.0000    | CUSIP: G01719AP1<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     100000 | PA      | $96500.00     | 0.16%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HIPOTECARIA SU CASITA SA                                                        | HIPOTECARIA SU CASITA SA COMMON STOCK                   | CUSIP: ACI012L97<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     172487 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.50000 06/20/24-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $33940.90     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $549.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                             | AVIANCA MIDCO 2 PLC SR SECURED 144A 12/28 9             | CUSIP: 05369YAC3<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |     148932 | PA      | $144464.04    | 0.24%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                               | REPUBLIC OF SOUTH AFRICA BONDS 01/40 9                  | CUSIP: ACI0GYHC9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     500000 | PA      | $27808.82     | 0.05%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARDSHINBANK CJSC VIA DILIJAN FINANCE BV                                         | ARDSHININVESTBK (DILIJAN SR UNSECURED 144A 01/31 6.6    | CUSIP: 254032AD7<br>LEI: 549300DCGXFXAP2FEV07 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $295946.83    | 0.50%             | 2031-01-22      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-34.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT KRW SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-847.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260429                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-194.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PT FREEPORT INDONESIA                                                           | FREEPORT INDONESIA PT SR UNSECURED REGS 04/52 6.2       | CUSIP: Y7141BAC7<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $193993.94    | 0.33%             | 2052-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENERGY ANDINA LLC/SIERRACOL ENERGY ARAUCA/COLOMBIA ENERGY DEVELOPMENT | SIERRACOL EN AND/ARA/DEV COMPANY GUAR 144A 11/30 9      | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $199241.00    | 0.34%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE IS BANKASI (ISBANK)                                                     | TURKIYE IS BANKASI A.S SR UNSECURED 144A 06/29 7.75     | CUSIP: 90016BAH1<br>LEI: 789000FIRX9MDN0KTM91 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $205178.01    | 0.35%             | 2029-06-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                               | BANK HAPOALIM SUBORDINATED 144A REGS 01/32 V            | CUSIP: ACI2155Q6<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $197578.10    | 0.33%             | 2032-01-21      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE INC                                                                 | GOL FINANCE SR SECURED REGS 06/30 14.375                | CUSIP: L4441RAL0<br>LEI: 549300FRXVB8W0960Y03 | Long             | DBT              | CORP              | KY        |     100000 | PA      | $88875.00     | 0.15%             | 2030-06-06      | Fixed         | 14.38%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-147.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD PEN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $1703.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EGP SOLD USD 20260512                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-316.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.25000 06/18/25-4Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $29751.34     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT SEK SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $273.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                                         | LATAM AIRLINES GROUP SA SR SECURED 144A 01/31 7.625     | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $303750.00    | 0.51%             | 2031-01-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                                                    | SK HYNIX INC SR UNSECURED 144A 01/28 6.375              | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $206523.25    | 0.35%             | 2028-01-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |    -734475 | NC      | $-586.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF SA                                                                          | YPF SOCIEDAD ANONIMA SR SECURED REGS 01/31 9.5          | CUSIP: P989MJBU4<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     100000 | PA      | $105325.00    | 0.18%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALROSA FINANCE SA                                                               | ALROSA FINANCE SA COMPANY GUAR 144A 06/27 3.1           | CUSIP: 02109TAE2<br>LEI: 254900MMZQESKBV0DI36 | Long             | DBT              | CORP              | LU        |     400000 | PA      | $24000.00     | 0.04%             | 2027-06-25      | Fixed         | 3.10%                 | No            |                  3 | On Loan: No      |
| N/A                                                                             | CDX HY46 5Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $9915.48      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD CNH BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-16.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $36.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRON CORPORATION                                                              | PETRON CORP SR UNSECURED REGS 12/99 VAR                 | CUSIP: ACI1X2YH8<br>LEI: 549300R3PFXOFQSZ7G25 | Long             | DBT              | CORP              | PH        |     200000 | PA      | $200000.57    | 0.34%             | 2026-04-19      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260403                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $244.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDIKA ENERGY TBK PT                                                            | INDIKA INTI ENERGI PT COMPANY GUAR REGS 05/29 8.75      | CUSIP: Y71247AA1<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |     250000 | PA      | $247211.76    | 0.42%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORPORATION LIMITED                                             | ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2 | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $196320.81    | 0.33%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $454.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD DOP BOUGHT USD 20260508                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2480.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI TAO                                                    | TURKIYE VAKIFLAR BANKASI SR UNSECURED 144A 07/30 7.25   | CUSIP: 90015WAR4<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     300000 | PA      | $299204.70    | 0.50%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2018-1                                             | RIO OIL FINANCE TRUST SR SECURED 144A 04/28 8.2         | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     173800 | PA      | $179248.63    | 0.30%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT COP SOLD USD 20260721                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $556.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAJA DE COMPENSACION DE ASIGNACION FAMILIAR DE LOS ANDES                        | CAJA ASIGNACION LOS ANDE SR UNSECURED 144A 07/29 7      | CUSIP: 12803AAD3<br>LEI: 549300VGDEQ1WZPVLL10 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $207439.60    | 0.35%             | 2029-07-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                    | YI4360503 NIGERIA OMO BILL                              | CUSIP: 990ACHTR0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  169900000 | PA      | $106784.77    | 0.18%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS                                                                  | FIBRA PROLOGIS SR UNSECURED 144A 11/35 5.5              | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $193434.39    | 0.33%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CORP QUIPORT SA                                                                 | CORPORACIAN QUIPORT SA SR SECURED 144A 12/37 9          | CUSIP: ACI34VGH2<br>LEI: 9845008C1QFC4A49E084 | Long             | DBT              | CORP              | EC        |     300000 | PA      | $322950.00    | 0.54%             | 2037-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT CLP SOLD USD 20260916                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $-2065.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENEW TREASURY IFSC PRIVATE LIMITED                                             | RENEW TREAS IFSC PVT LTD SR SECURED 144A 02/31 6.5      | CUSIP: 759963AA9<br>LEI: 335800IK4XWJ5637BW61 | Long             | DBT              | CORP              | IN        |     300000 | PA      | $291594.77    | 0.49%             | 2031-02-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD UZS BOUGHT USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1143.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DELEK DRILLIN (LEVIATHAN BOND LTD)                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5       | CUSIP: ACI1PZ1S6<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     150000 | PA      | $150095.36    | 0.25%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD KZT BOUGHT USD 20260604                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-1679.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                                                | PAMPA ENERGIA SA SR UNSECURED 144A 11/37 7.75           | CUSIP: 697660AG3<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     100000 | PA      | $100640.00    | 0.17%             | 2037-11-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-15.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT SGD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-175.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.46500 06/30/26-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $16983.72     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AVILEASE CAPITAL LIMITED                                                        | AVILEASE CAPITAL LTD COMPANY GUAR 144A 11/30 4.75       | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $292242.02    | 0.49%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LIMITED                                                             | IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25            | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $205351.48    | 0.35%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CONSTRUCTION BANK ATB                                      | UZBEK INDUSTRIAL AND CON SR UNSECURED 144A 07/27 21     | CUSIP: 917935AB4<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        | 2500000000 | PA      | $218848.25    | 0.37%             | 2027-07-24      | Fixed         | 21.00%                | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EGP BOUGHT USD 20260408                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-35.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                        | AZULE ENERGY FINANCE PLC COMPANY GUAR 144A 01/30 8.125  | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     250000 | PA      | $253444.22    | 0.43%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD UZS BOUGHT USD 20261130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-572.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                     | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     331018 | PA      | $3223788.91   | 5.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU GOVT                                                                       | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7       | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     400000 | PA      | $125948.45    | 0.21%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EGP SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-4309.14     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JSC UZAUTO MOTORS                                                               | UZAUTO MOTORS AJ SR UNSECURED 144A 11/30 7.375          | CUSIP: 46653NAB8<br>LEI: 25490082QA3E2MKBZI88 | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $200818.16    | 0.34%             | 2030-11-19      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.50000 09/17/25-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $56473.08     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-3556.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT AZN SOLD USD 20271029                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-150.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/26 0.00000  | CUSIP: ACI30FV27<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      46569 | PA      | $162.99       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $1437.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LIMITED                                                         | MUTHOOT FINANCE LTD SR SECURED 144A 08/30 5.75          | CUSIP: 62828L2F9<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     300000 | PA      | $288116.66    | 0.49%             | 2030-08-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | ARGENTINA LA SP BRC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3527.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO INTERNACIONAL DEL PERU SAA (INTERBANK)                                    | BANCO INTERNAC DEL PERU SR UNSECURED 144A 07/31 4.8     | CUSIP: 05968DAH3<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     300000 | PA      | $295680.00    | 0.50%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS EUR 2.75000 09/16/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-43657.15    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                    | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR          | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      51528 | PA      | $26588.45     | 0.04%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                        | SAUDI ARABIAN OIL CO SR UNSECURED 144A 02/56 6          | CUSIP: 80415RAD3<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     400000 | PA      | $377626.00    | 0.64%             | 2056-02-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EGP SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-724.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE SA                                                        | BANCO SANTANDER CHILE SR UNSECURED REGS 11/30 4.55      | CUSIP: 05973P2A3<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $395252.00    | 0.67%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EGP SOLD USD 20260512                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-194.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS FINANCE BV                                                  | BRASKEM NETHERLANDS COMPANY GUAR REGS 01/30 4.5         | CUSIP: N15516AD4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $93219.72     | 0.16%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE LTD                                                      | MEDCO CYPRESS TREE PTE SR SECURED REGS 05/30 8.625      | CUSIP: Y56616AA6<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |     250000 | PA      | $257870.38    | 0.43%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD COP BOUGHT USD 20260916                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-3470.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260401                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-33.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                   | BBVA MEX BANCA GRUPO TX SUBORDINATED REGS 01/33 VAR     | CUSIP: P16259AM8<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $194513.00    | 0.33%             | 2033-01-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)                                           | REPUBLIC OF COTE DIVOIRE THE 2024 EUR UPSIZE TERM LOAN  | CUSIP: BA0003TP4<br>LEI: 254900ICW11T82O6H590 | Long             | LON              | NUSS              | CI        |     500000 | PA      | $580897.55    | 0.98%             | 2027-03-05      | Floating      | 5.18%                 | No            |                  3 | On Loan: No      |
| STEPSTONE GROUP MIDCO 2 GMBH                                                    | STEPSTNE GRUP MDCO 2 GMBH THE USD TERM LOAN             | CUSIP: BA000BVC2<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | US        |     297750 | PA      | $262020.00    | 0.44%             | 2031-12-19      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260506                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $4.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-122.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                                     | RELIANCE INDUSTRIES LTD SR UNSECURED 144A 01/32 2.875   | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     300000 | PA      | $270322.89    | 0.46%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR (BVI) LIMITED                                                      | FORTUNE STAR BVI LTD COMPANY GUAR REGS 09/29 6.8        | CUSIP: ACI3018R9<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     300000 | PA      | $283635.48    | 0.48%             | 2029-09-09      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                                                | PAMPA ENERGIA SA SR UNSECURED 144A 12/34 7.875          | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     100000 | PA      | $103465.00    | 0.17%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD DOP BOUGHT USD 20260521                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-4726.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                              | NIAGARA ENERGY SAC SR UNSECURED 144A 10/34 5.746        | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     300000 | PA      | $299393.28    | 0.50%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD HUF BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $-28.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 31750SBR5 PIMCO FXVAN CALL USD HKD 7.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BM        |   15260000 | NC      | $21943.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-34.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS                                                                  | FIBRA PROLOGIS SR UNSECURED 144A 01/38 5.625            | CUSIP: 31575KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     200000 | PA      | $190747.98    | 0.32%             | 2038-01-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT KZT SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $1915.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA SQUARE FUNDING 6                                                         | CANADA SQUARE MORTGAGE FUNDING CSF 6 A REGS             | CUSIP: ACI23B4N9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      67524 | PA      | $89416.50     | 0.15%             | 2059-01-17      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTER CO LTD                                                       | GC TREASURY CENTRE CO COMPANY GUAR 144A 12/99 VAR       | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $194668.09    | 0.33%             | 2035-03-10      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-235.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5        | CUSIP: ACI30C5Q0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       8057 | PA      | $692.90       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $3975.61      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-402.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $998.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | IRS AUD 4.25000 03/19/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $-17615.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                         | GSG BIDCO LTD SR SECURED 144A 06/31 4.7                 | CUSIP: ACI38RGT1<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |     100000 | PA      | $114660.92    | 0.19%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD PHP BOUGHT USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $-863.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | ECOPETROL SA SR UNSECURED 05/45 5.875                   | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     350000 | PA      | $257967.68    | 0.44%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $826.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                         | SASOL FINANCING USA LLC COMPANY GUAR 09/28 6.5          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405186.00    | 0.68%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                                                     | REPUBLIC OF ANGOLA SR UNSECURED 03/33 9.375             | CUSIP: 035198AK6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $198106.02    | 0.33%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB DE CV                                                    | INDUSTRIAS PENOLES SAB D SR UNSECURED REGS 08/50 4.75   | CUSIP: P55409AC3<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $242679.73    | 0.41%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                                            | TELECOM ARGENTINA SA SR UNSECURED 144A 01/36 8.5        | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |     300000 | PA      | $298725.00    | 0.50%             | 2036-01-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD KZT BOUGHT USD 20260604                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-4762.34     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT PEN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $12.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $414.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EGP SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-625.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIGEL (STICHTING ADMINISTRATIEKANTOOR UNIGEL CREDITORS)                        | STICHTING ADMINISTRATIEKAN DEPOSITORY RECEIPT NPV       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       1831 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                             | BOUGHT COP SOLD USD 20260721                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $705.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $5802.47      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-92.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LIMITED                                                         | SAMMAAN CAPITAL LTD SR SECURED REGS 07/27 9.7           | CUSIP: ACI2NJGP2<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $204375.00    | 0.34%             | 2027-07-03      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         13 | NC      | $-18957.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                                   | EGYPT TREASURY BILL BILLS 10/26 0.00000                 | CUSIP: ACI3187G8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      50000 | PA      | $803.97       | 0.00%             | 2026-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260430                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-294.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA/ GRAND CAYMAN BRANCH                               | BANCO MERCANTIL DE NORTE JR SUBORDINA 144A 12/99 VAR    | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $197686.70    | 0.33%             | 2027-01-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                           | SAN MIGUEL GLOBAL POWER SAN MIGUEL GLOBAL POWER         | CUSIP: ACI2R22H8<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |     200000 | PA      | $197492.68    | 0.33%             | 2029-06-12      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD COP BOUGHT USD 20260408                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-4125.00     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EGP SOLD USD 20260803                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-1572.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $883.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $11437.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                       | PROSUS NV SR UNSECURED 144A 01/52 4.987                 | CUSIP: 74365PAJ7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $228780.57    | 0.39%             | 2052-01-19      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                          | ICBC STANDARD BANK PLC SR UNSECURED 144A 09/29 20       | CUSIP: 85312EER0<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        | 2883000000 | PA      | $236423.68    | 0.40%             | 2029-09-18      | Fixed         | 20.00%                | No            |                  3 | On Loan: No      |
| N/A                                                                             | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2576.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN MIGUEL GLOBAL POWER HOLDINGS CORP                                           | SAN MIGUEL GLOBAL POWER SR UNSECURED REGS VAR           | CUSIP: ACI3818H3<br>LEI: 549300HBCE80QXKII590 | Long             | DBT              | CORP              | PH        |     300000 | PA      | $294708.55    | 0.50%             | 2030-10-20      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-307.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOMENTIVE PERFORMANCE MATERIALS INC                                             | MOMENTIVE PERFORMANCE COMPANY GUAR 144A 10/28 4.125     | CUSIP: ACI3176N6<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | DBT              | CORP              | US        |     500000 | PA      | $496616.44    | 0.84%             | 2028-10-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| YPF SA                                                                          | YPF SOCIEDAD ANONIMA SR UNSECURED 144A 01/34 8.25       | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     200000 | PA      | $204228.04    | 0.34%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT THB SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-740.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260818                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $11576.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD KZT BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |          1 | NC      | $-78.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $174.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EUR BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-2303.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EGP BOUGHT USD 20260921                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $2300.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD DOP BOUGHT USD 20260618                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-121.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT TRY SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $8.71         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-203.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QNB FINANSBANK AS (AKA FINANSBANK AS)                                           | QNB BANK AS SR UNSECURED REGS 02/31 5.875               | CUSIP: ACI387SN5<br>LEI: 789000Q21SW842S9IJ58 | Long             | DBT              | CORP              | TR        |     300000 | PA      | $286319.56    | 0.48%             | 2031-02-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                                        | AZUL SECURED FINANCE LLP SR SECURED 144A 02/31 9.875    | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $183125.00    | 0.31%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                 | SANDS CHINA LTD SR UNSECURED 06/30 4.375                | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $193115.82    | 0.33%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                 | ANTOFAGASTA PLC SR UNSECURED 144A 09/35 5.625           | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $197839.65    | 0.33%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-7506.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                                    | NIGERIA OMO BILL OMO260629                              | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  312270000 | PA      | $215029.14    | 0.36%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260403                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-379.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA ELECTRICA COCHRANE SPA                                                  | EMPRESA ELECTRICA COCHRA SR SECURED 144A 05/27 5.5      | CUSIP: 29246XAB6<br>LEI: 5493000S11JF8TJHYT07 | Long             | DBT              | CORP              | CL        |      23200 | PA      | $23217.21     | 0.04%             | 2027-05-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIGEL LUXEMBOURG SA                                                            | UNIGEL LUXEMBOURG SA SECURED 144A 12/28 11              | CUSIP: 904752AD4<br>LEI: 213800Y16R77O7LH7X62 | Long             | DBT              | CORP              | LU        |     484494 | PA      | $14534.82     | 0.02%             | 2028-12-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 VAR      | CUSIP: ACI30FSQ8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     238087 | PA      | $5356.96      | 0.01%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HANWHA Q CELLS AMERICAS HOLDINGS CORP                                           | HANWHA Q CELLS AMERICA COMPANY GUAR REGS 07/28 5        | CUSIP: U3822UAA8<br>LEI: 988400471QDZGCLXRM35 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203133.53    | 0.34%             | 2028-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP AS                                                           | CZECHOSLOVAK GROUP SR SECURED 144A 01/31 6.5            | CUSIP: ACI2Y9LD3<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |     200000 | PA      | $204630.12    | 0.35%             | 2031-01-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                                 | REPUBLIC OF VENEZUELA SR UNSECURED REGS 05/28 9.25      | CUSIP: P17625AB3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      80000 | PA      | $36800.00     | 0.06%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.25000 06/18/25-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $8006.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-760.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                                | GRUPO NUTRESA SA COMPANY GUAR 144A 05/35 9              | CUSIP: 40055CAB9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |     500000 | PA      | $557050.00    | 0.94%             | 2035-05-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD TRY BOUGHT USD 20260414                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-35.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ARGENTINA LA SP MYC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $375.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD DOP BOUGHT USD 20260508                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-272.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE BIDVEST GROUP (UK) PLC                                                      | BIDVEST GROUP UK PLC COMPANY GUAR 144A 09/32 6.2        | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $199950.77    | 0.34%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD COP BOUGHT USD 20260408                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-648.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 0.00000  | CUSIP: ACI30FTR5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      93139 | PA      | $139.71       | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | RFR USD SOFR/3.25000 06/18/25-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $47880.09     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD PHP BOUGHT USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $152.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | 31750SBS3 PIMCO FXVAN CALL USD HKD 7.85000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |  -15260000 | NC      | $-6180.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SABESP (NOVA SECURITISATION SARL)                                               | NOVA SECURITISATION SARL SR SECURED 144A 02/31 5.75     | CUSIP: 66984FAA5<br>LEI: 636700QG9R13IDZO4Y16 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $193746.12    | 0.33%             | 2031-02-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $7390.33      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT EGP SOLD USD 20260720                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |          1 | NC      | $-2205.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $344.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 0.00000  | CUSIP: ACI30FV35<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      93139 | PA      | $111.77       | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                        | AZULE ENERGY FINANCE PLC COMPANY GUAR REGS 01/31 8.25   | CUSIP: ACI3830W4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $202200.02    | 0.34%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                    | AES ANDES SA SR UNSECURED 144A 03/29 6.3                | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $204757.96    | 0.35%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ALPHA STAR HOLDING IX LIMITED                                                   | ALPHA STAR HO IX LTD COMPANY GUAR REGS 08/28 7          | CUSIP: ACI2V0LL7<br>LEI: 254900IL2SBV9ANGBE89 | Long             | DBT              | CORP              | AE        |     500000 | PA      | $476778.75    | 0.80%             | 2028-08-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $24445.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CSN INOVA VENTURES                                                              | CSN ISLANDS XI CORP COMPANY GUAR REGS 01/28 6.75        | CUSIP: G2583XAB7<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $146975.99    | 0.25%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RENEW WIND ENERGY AP2 / RENEW POWER PVT LTD OTHER 9 SUBSIDIARIES                | 10 RENEW POWER SUBSIDIAR SR SECURED REGS 07/28 4.5      | CUSIP: Y7280PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     250000 | PA      | $236021.95    | 0.40%             | 2028-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                                                        | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 VAR      | CUSIP: ACI30CR45<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      78317 | PA      | $1957.93      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-382.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | BOUGHT COP SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $3675.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK MIZRAHI TEFAHOT LTD                                                        | MIZRAHI TEFAHOT BANK LTD SR UNSECURED 144A REGS 01/31 5 | CUSIP: ACI387RP1<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |     200000 | PA      | $197783.88    | 0.33%             | 2031-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EMAAR SUKUK LIMITED                                                             | EMAAR SUKUK LTD SR UNSECURED REGS 09/26 3.635           | CUSIP: ACI0PQ4Q9<br>LEI: 549300NZHOOO6634T541 | Long             | DBT              | CORP              | KY        |     450000 | PA      | $445903.65    | 0.75%             | 2026-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SOLD MXN BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $908.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIMA FINANCE DESIGNATED ACTIVITY COMPANY                                        | CIMA FINANCE LTD SECURED REGS 09/29 2.95                | CUSIP: ACI1SB354<br>LEI: 213800AALTMFR1SJLJ51 | Long             | DBT              | CORP              | IE        |     126639 | PA      | $118495.06    | 0.20%             | 2029-09-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          2 | NC      | $-2027.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OTP BANK PLC (AKA: OTP BANK NYRT)                                               | OTP BANK NYRT SUBORDINATED REGS 05/33 VAR               | CUSIP: ACI2CYC83<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |     200000 | PA      | $208639.43    | 0.35%             | 2033-05-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LIMITED                                                              | WYNN MACAU LTD SR UNSECURED 144A 02/34 6.75             | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $244205.89    | 0.41%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PANAMA GOVT                                                                     | REPUBLIC OF PANAMA EUR TERM LOAN                        | CUSIP: BA000GRH5<br>LEI: 549300SHS4T08CL0LP14 | Long             | LON              | CORP              | IE        |     200000 | PA      | $231417.28    | 0.39%             | 2027-03-05      | Floating      | 3.89%                 | No            |                  3 | On Loan: No      |
| NIGERIA GOVT                                                                    | YI4360438 NIGERIA OMO BILL                              | CUSIP: 990ACHTT6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  176700000 | PA      | $111397.30    | 0.19%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INVEPAR HOLDINGS LLC/INVEPAR HOLDINGS 2 LLC/ INVEPAR HOLDINGS 3 LLC             | INVEPAR HOLDINGS LLC                                    | CUSIP: 935RLYII6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     157856 | PA      | $0.00         | 0.00%             | 2049-12-31      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                             | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $339.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer