# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007233
**Filing Date:** 2026-5
**Character Count:** 176055
**Document Hash:** 37ebed518d0b4811f3d98186e847a91d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007233.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007233

**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:** 261043416

**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 Full Spectrum Bond Fund (Series ID: S000039671)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000122921 | Institutional Class | PFSIX           |

## 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 Full Spectrum Bond Fund

- **b. EDGAR series identifier (if any):** S000039671

- **c. LEI of Series:** 549300ZNMXGLILBPDZ66

**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:** $255724985.84

**Total Liabilities:** $42511546.74

**Net Assets:** $213213439.10

**Cash Not Reported:** $1539204.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2661.327800 | **1-Year:** 210.407900 | **5-Year:** 58076.706500 | **10-Year:** 8982.437100 | **30-Year:** 0.000000

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

- **3-Month:** 563.143700 | **1-Year:** 2169.564100 | **5-Year:** 6194.587300 | **10-Year:** 3539.535800 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000122921 | 1.92%                | 1.23%                | -4.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-515206.74              | $3550198.64                                |
| Month 2  | $163870.38               | $-854837.86                                |
| Month 3  | $844241.43               | $-8544316.54                               |

**Designated Index Information**

- **Index Name:** 50% JP Morgan GBI-EM Global Diversified Index, 25% JP Morgan CEMBI Diversified Index, 25% JP Morgan EMBI Global Index

- **Index Identifier:** JGENVUUG, JCMDCOMP, JPEGCOMP

### Schedule of Portfolio Investments

| Name                                               | Title                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $372.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | RFR USD SOFR/3.75000 12/17/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $77034.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ARGENTINA LA SP BRC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1252.32      | 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      | $6739.12      | 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      | $36784.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD AUD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $8686.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-53399.04    | -0.03%            |  |  |  | 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      | $13697.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260916                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-6506.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260602                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $7223.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD UYU BOUGHT USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-623.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $5803.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT UYU SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-37400.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $2048.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CZK BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $8921.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BARCLAYS BANK REV REPO REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | ZA        |   -14815451 | PA      | $-876548.07   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD HKD BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $1626.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD HUF BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-12825.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                        | REPUBLIC OF ANGOLA SR UNSECURED REGS 01/31 9.244            | CUSIP: ACI30YGM9<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      500000 | PA      | $506619.07    | 0.24%             | 2031-01-15      | Fixed         | 9.24%                 | 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        |       62656 | PA      | $125.31       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260520                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $30172.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $744.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3273.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KONA SPC LTD                                       | KONA SPC LTD COMPANY GUAR REGS 09/26 VAR                    | CUSIP: ACI300008<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1745175.94   | 0.82%             | 2026-09-15      | Floating      | 5.72%                 | No            |                  3 | 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        |       50123 | PA      | $175.43       | 0.00%             | 2026-12-31      | None          | 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      | $-154.31      | -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      | $-17470.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CNY SOLD USD 20260513                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1947.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD HUF BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-842.79      | -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      | $222.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $1017.35      | 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      | $-8348.34     | -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      | $4584.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/7.68100 03/11/26-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $90141.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS CLP 5.19000 06/17/26-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $2104.05      | 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      | $4387.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                       | NIGERIA OMO BILL BILLS 08/26 0.00000                        | CUSIP: ACI37XBY3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   760000000 | PA      | $515900.78    | 0.24%             | 2026-08-04      | None          | 0.00%                 | 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        |        2127 | PA      | $182.92       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260421                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-7548.79     | -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      | $-5693.33     | -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      | $1207.94      | 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      | $-7494.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT THB SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-134974.13   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS COP IBR/12.17000 03/18/26-3Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-18317.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1984.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | 317UBSMA3 PIMCO SWAPTION 7.82 PUT MXN 20260505              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -121300000 | NC      | $-105825.33   | -0.05%            |  |  |  | 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        |      241158 | PA      | $3918.82      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | RFR JPY MUTK/1.50000 09/16/26-2Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $32459.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $10709.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EGP SOLD USD 20260520                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-44733.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMEROON GOVT                                      | REPUBLIC OF CAMEROON SR UNSECURED REGS 07/31 9.5            | CUSIP: ACI2Q73S3<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |      500000 | PA      | $487645.30    | 0.23%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.37 10/07/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-99287.07    | -0.05%            |  |  |  | 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        |    15600000 | PA      | $906060.72    | 0.42%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD AUD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $16185.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT DOP SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $120996.25    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 12.91 11/25/25-01/02/31 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-181739.16   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CLP BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $8768.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $89.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-149211.07   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                       | UKRAINE GOVERNMENT SR UNSECURED REGS 02/30 VAR              | CUSIP: ACI2QXX61<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      900000 | PA      | $530100.00    | 0.25%             | 2030-02-01      | Variable      | 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      | $4701.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PEN BOUGHT USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $1687.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3269.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/7.55500 01/30/26-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $12706.78     | 0.01%             |  |  |  | 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        |      256255 | PA      | $5765.74      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-4006.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CLP BOUGHT USD 20260916                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $22089.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-24247.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.245 03/10/26-01/02/31 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-10500.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT UZS SOLD USD 20260626                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2156.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260818                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-6089.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $571.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD KZT BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $-2037.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POINSETTIA FINANCE LIMITED SA RL                   | POINSETTIA FINANCE LTD SR SECURED REGS 06/31 6.625          | CUSIP: G7150PAA8<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | LU        |      563500 | PA      | $551117.09    | 0.26%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260713                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-13441.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT AUD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-37869.79    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CLP BOUGHT USD 20260409                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $21760.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $7.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT ILS SOLD USD 20260406                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $489.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD TRY BOUGHT USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-10028.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT COP SOLD USD 20260916                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $9692.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                       | UKRAINE GOVERNMENT SR UNSECURED REGS 02/34 VAR              | CUSIP: ACI2QXYG8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1100000 | PA      | $474100.00    | 0.22%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260602                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-7.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20270401                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-15567.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/8.34000 06/17/26-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $4985.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/8.20000 06/17/26-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $813.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS KRW 3.50000 09/16/26-5Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |           1 | NC      | $30649.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1491.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                     | TITULOS DE TESORERIA BONDS 01/35 11.75                      | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 20878200000 | PA      | $5176456.90   | 2.43%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT DOP SOLD USD 20260821                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $9331.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PEN BOUGHT USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $1912.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS COP IBR/8.93300 10/28/25-4Y* CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $190331.61    | 0.09%             |  |  |  | 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        |      200000 | PA      | $229321.84    | 0.11%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $4169.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS CLP 4.49000 01/09/26-3Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $7645.98      | 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      | $23407.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $26671.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                      | EGYPT GOVERNMENT BOND BONDS 10/30 19.698                    | CUSIP: ACI350557<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    91700000 | PA      | $1651827.60   | 0.77%             | 2030-10-14      | Fixed         | 19.70%                | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.29632 03/03/26-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $99039.62     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD IDR BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $174.06       | 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      | $11377.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-17938.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-7198.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ARS BOUGHT USD 20260618                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-155127.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PEN SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-37427.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $459.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT KZT SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $1237.50      | 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      | $-60404.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.681 03/18/26-01/02/31 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $1949.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT COP SOLD USD 20260408                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $19478.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS CZK 4.04900 12/12/25-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-11783.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $407.56       | 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      | $52676.25     | 0.02%             |  |  |  | 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        |      100246 | PA      | $120.30       | 0.00%             | 2029-12-31      | None          | 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      | $-8964.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT COP SOLD USD 20260406                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $17179.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-18588.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT COP SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $17652.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT RON SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $-3612.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MYR SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-392.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260428                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3584.36      | 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      | $13104.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS MYR 3.50000 09/16/26-5Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |           1 | NC      | $32036.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BARCLAYS REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -787509 | PA      | $-794760.88   | -0.37%            |  |  |  | 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        |      100246 | PA      | $150.37       | 0.00%             | 2028-12-31      | None          | 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      | $-4664.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                               | SONANGOL FINANCE LTD COMPANY GUAR 144A 01/31 10             | CUSIP: ACI387RK2<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |      600000 | PA      | $598349.93    | 0.28%             | 2031-01-29      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD JPY BOUGHT USD 20260507                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-295.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260701                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-8943.35     | -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      | $-3811.01     | -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      | $-13091.49    | -0.01%            |  |  |  | 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        |      236401 | PA      | $260.04       | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                    | COSTA RICA GOVERNMENT BONDS 144A 01/36 6.001                | CUSIP: ACI3859N0<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      750000 | PA      | $893379.75    | 0.42%             | 2036-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CZK BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-1275.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | US ULTRA BOND CBT JUN26 XCBT 20260618                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           8 | NC      | $-31511.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CLP SOLD USD 20260409                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-9095.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD JPY BOUGHT USD 20260507                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-88.61       | -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      | $-6906.61     | -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      | $146392.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-9257.56     | -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      | $-10515.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CZK SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $2207.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PHP SOLD USD 20260417                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $-663.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | 31750RYW1 PIMCO FXVAN CALL USD TRY 55.00000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1986000 | NC      | $-13582.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PEN SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-14.53       | -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      | $193.00       | 0.00%             |  |  |  | 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      | $41565.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/7.54500 03/18/26-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $7825.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $4376.13      | 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      | $-162.03      | -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      | $28.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS COP IBR/12.33000 03/18/26-2Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-19563.73    | -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      | $-37430.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-2055.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD NGN BOUGHT USD 20261120                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |           1 | NC      | $-4350.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $211.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS COP IBR/11.70000 06/17/26-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-14442.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-5900.42     | -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      | $4198.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                      | REPUBLIC OF PARAGUAY SR UNSECURED 144A 04/38 8.5            | CUSIP: 699149CC2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  7761000000 | PA      | $1176465.44   | 0.55%             | 2038-04-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | IRS CNY 1.50000 09/16/26-5Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |           1 | NC      | $1800.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-86476.85    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.235 01/08/26-01/02/35 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-79216.65    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-887.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260713                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-35450.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $34417.26     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS CZK 3.68000 01/29/26-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $147576.09    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.605 03/12/26-01/02/31 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-250.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD SGD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $822.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD AUD BOUGHT USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-6737.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS CLP 4.97000 06/18/25-7Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $28645.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                     | TITULOS DE TESORERIA SR UNSECURED 04/29 2.25                | CUSIP: ACI1N5XG5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   729487440 | PA      | $172416.90    | 0.08%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-6430.69     | -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        |       57661 | PA      | $1441.53      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2372.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.5643 03/09/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-3299.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                      | EGYPT TREASURY BILL BILLS 10/26 0.00000                     | CUSIP: ACI3187G8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1450000 | PA      | $23315.14     | 0.01%             | 2026-10-20      | 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        |      744350 | NS      | $8448.60      | 0.00%             |  |  |  | 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        |     1700000 | PA      | $535280.90    | 0.25%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $11.22        | 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      | $6646.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $60798.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $998.31       | 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      | $-26639.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ARS BOUGHT USD 20260618                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $-13162.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD DOP BOUGHT USD 20260618                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2287.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD TRY BOUGHT USD 20260408                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-26964.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $16878.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260602                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-4.76        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT AUD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-59233.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/7.41500 11/24/25-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-39210.90    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1067.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260803                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $100.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                 | TREASURY BILL 04/26 0.00000                                 | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $199416.03    | 0.09%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD HKD BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $2673.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-2412.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1204.09      | 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      | $-12707.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1468.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD KRW BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $30054.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260406                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $3155.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT UYU SOLD USD 20260514                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-19195.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-3050.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PEN SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-60.20       | -0.00%            |  |  |  | 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      | $138442.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                       | NIGERIA OMO BILL BILLS 07/26 0.00000                        | CUSIP: ACI37P741<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  1353300000 | PA      | $920919.39    | 0.43%             | 2026-07-21      | 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      | $515.88       | 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        |     1200000 | PA      | $884460.61    | 0.41%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVT                                    | COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995               | CUSIP: ACI3721X4<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1000000 | PA      | $1183209.20   | 0.55%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $9241.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                               | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1600000 | PA      | $1506700.32   | 0.71%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $35675.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2747.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT COP SOLD USD 20260721                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $837.23       | 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        | 29235800000 | PA      | $7371243.15   | 3.46%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $88550.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BARCLAYS REV REPO EUR                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -302415 | PA      | $-351286.60   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-6346.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                       | BONOS TESORERIA PESOS BONDS 144A REGS 10/28 5               | CUSIP: ACI1YYXQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   550000000 | PA      | $590894.03    | 0.28%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                        | PIMCO EMERGING MARKETS LOCAL C PIMCO E/M LCL CUR + BND INST | CUSIP: 72201F516<br>LEI: 3KMZTL8PZ5381E27RD29 | Long             | EC               | RF                | US        |    11685681 | NS      | $71399510.43  | 33.49%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260430                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3643.08      | 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      | $-43808.30    | -0.02%            |  |  |  | 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        |        8633 | PA      | $742.44       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | 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      | $112780.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                       | BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7         | CUSIP: ACI13NCW6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   250000000 | PA      | $264423.60    | 0.12%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT ZAR SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-9287.82     | -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      | $-335.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD JPY BOUGHT USD 20260507                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-210.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT DOP SOLD USD 20260821                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $29626.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/7.55000 05/07/26-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $82414.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PHP BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $715.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | PEMEX SNR LA SP CBK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-1406.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS CZK 4.01750 11/25/25-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-63724.21    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260414                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3399.16      | 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      | $4235.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260916                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $85416.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD TRY BOUGHT USD 20260428                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2234.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.245 12/10/25-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $56153.97     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS PLN 4.70000 01/20/31-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $50369.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.435 03/12/26-01/02/29 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $952.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $23901.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT UYU SOLD USD 20260414                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-19650.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-10201.36    | -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      | $961.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $604.97       | 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      | $-207.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.255 03/10/26-01/02/31 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-10606.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/8.17000 04/01/26-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $4319.18      | 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      | $2928.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $4.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                        | MEX BONOS DESARR FIX RT BONDS 04/32 8                       | CUSIP: ACI354M92<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   213000000 | PA      | $11343322.55  | 5.32%             | 2032-04-15      | Fixed         | 8.00%                 | 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        |     2000000 | PA      | $1405200.00   | 0.66%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | US 5YR NOTE (CBT) JUN26 XCBT 20260630                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          28 | NC      | $-38643.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT RON SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $-2786.87     | -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      | $229.40       | 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      | $3276.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT ARS SOLD USD 20260618                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AR        |           1 | NC      | $118385.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT ZAR SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-8374.34     | -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      | $-1284.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                        | PIMCO EMERGING MARKETS BOND FU PIMCO EMRG MRKTS BND INST    | CUSIP: 693391559<br>LEI: 0EUMC1JQ5HNN1A6MGO73 | Long             | EC               | RF                | US        |     1264010 | NS      | $11199131.62  | 5.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | SOLD UYU BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $268.13       | 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      | $-1833.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                       | YI4360529 NIGERIA OMO BILL                                  | CUSIP: 990ACHUB3<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | US        |  2333400000 | PA      | $1462137.06   | 0.69%             | 2027-01-28      | None          | 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      | $970.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-490.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT COP SOLD USD 20260505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-234.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/7.49500 02/10/26-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-17958.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT THB SOLD USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-10461.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS ZAR 7.18000 12/04/25-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-35304.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PARAGUAY GOVT                                      | REPUBLIC OF PARAGUAY SR UNSECURED REGS 03/35 8.5            | CUSIP: P75744AS4<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |  7254000000 | PA      | $1109818.76   | 0.52%             | 2035-03-04      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                     | TITULOS DE TESORERIA BONDS 11/40 12.75                      | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 22126900000 | PA      | $5864729.23   | 2.75%             | 2040-11-28      | Fixed         | 12.75%                | 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        |      141114 | PA      | $2822.28      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD JPY BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $460.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260408                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-29816.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.1557 03/03/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $20438.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260916                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-19810.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS COP IBR/11.73000 06/17/26-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-16045.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD HUF BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-5939.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                     | TITULOS DE TESORERIA BONDS 01/31 6.5                        | CUSIP: ACI302XY4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1119763220 | PA      | $292272.63    | 0.14%             | 2031-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1530.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD AUD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $23228.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $9.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST GOVT (AKA: COTE D'IVOIRE)              | IVORY COAST SR UNSECURED REGS 10/31 5.875                   | CUSIP: ACI1G4C46<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      900000 | PA      | $1018055.54   | 0.48%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $211.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $79119.73     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                               | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1600000 | PA      | $1542696.56   | 0.72%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SENEGAL GOVT                                       | REPUBLIC OF SENEGAL SR UNSECURED REGS 03/28 4.75            | CUSIP: ACI11B6Y7<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      333333 | PA      | $241703.70    | 0.11%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | RFR USD SOFR/3.75000 06/17/26-10Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $75775.09     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT THB SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-24984.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260520                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $32137.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ARGENTINA LA SP GST                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $4638.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                     | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1400000 | PA      | $939400.00    | 0.44%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ZAMBIA GOVT                                        | GOVERNMENT OF THE REPUBLIC OF 06/53 5.75                    | CUSIP: ACI2PHH16<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      200000 | PA      | $132134.45    | 0.06%             | 2053-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD UYU BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $705.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CZK SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-4188.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT UYU SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-33508.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2862.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS HUF 2.68000 06/29/21-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $913174.29    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 12.75 11/13/25-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-82481.75    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-110347.81   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $72156.81     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260713                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-606.79      | -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      | $7464.13      | 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      | $757.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-159809.73   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                       | ROMANIA ROMANIA                                             | CUSIP: ACI2P7GH4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      900000 | PA      | $980044.25    | 0.46%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1488.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BARCLAYS REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -737992 | PA      | $-744388.43   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/8.30000 06/17/26-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-38375.03    | -0.02%            |  |  |  | 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      | $-10886.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $5882.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MXN SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-17917.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | 31750RYV3 PIMCO FXVAN PUT USD TRY 46.20000000               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -1986000 | NC      | $-26850.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS HUF 6.31900 11/03/25-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-92412.36    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260713                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-13441.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                               | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1700000 | PA      | $1674622.33   | 0.79%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1474.72      | 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      | $833.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1313.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260602                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $86680.10     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSNIA AND HERZEGOVINA GOVT                        | REP SRPSKA INTL BOND REP SRPSKA INTL BOND                   | CUSIP: ACI396L78<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |      400000 | PA      | $464545.45    | 0.22%             | 2031-04-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-27418.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1033.61      | 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      | $-18876.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $69.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-5933.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD RON BOUGHT USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $-8317.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1414.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT ZMW SOLD USD 20260626                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $24649.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ARGENTINA LA SP MYI                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1688.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS ZAR 8.87990 03/27/25-10Y CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $22186.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD TRY BOUGHT USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1548.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | RFR USD SOFR/3.50000 12/20/23-7Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $34183.54     | 0.02%             |  |  |  | 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 COP SOLD USD 20260406                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $33535.91     | 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      | $5469.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-34706.89    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $14299.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260721                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-21176.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT VND SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | VN        |           1 | NC      | $57771.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-26972.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.34 03/09/26-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $10667.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/8.50000 06/17/26-10Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-1067.07     | -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      | $-6375.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $342.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260506                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $723.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD THB BOUGHT USD 20260519                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $48.98        | 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      | $-8697.66     | -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      | $8491.60      | 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      | $2624.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF BUENOS AIRES ARGENTINA                 | PROVINCIA DE BUENOS AIRE SR UNSECURED REGS 09/37 VAR        | CUSIP: ACI208PK2<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     1245160 | PA      | $941652.25    | 0.44%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                       | UKRAINE GOVERNMENT SR UNSECURED REGS 02/36 VAR              | CUSIP: ACI2QXYB9<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      900000 | PA      | $416700.00    | 0.20%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1466.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD KRW BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $13000.25     | 0.01%             |  |  |  | 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      | $-8556.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS COP IBR/11.72000 06/17/26-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-15050.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 12.7162 11/13/25-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-91509.88    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $296.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260408                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-538150.00   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS (GROUP) CO LTD                       | CIFI HOLDINGS GROUP SR SECURED 06/29 0.00000                | CUSIP: ACI37QB85<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | KY        |      484453 | PA      | $17561.42     | 0.01%             | 2029-06-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260401                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $3370.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260512                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $27858.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                       | YI4360438 NIGERIA OMO BILL                                  | CUSIP: 990ACHTT6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  2419900000 | PA      | $1525581.86   | 0.72%             | 2027-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT LKR SOLD USD 20260714                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-6939.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | 317UBSKA5 PIMCO SWAPTION 7.49 CALL MXN 2026050              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   121300000 | NC      | $1037.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $101.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD IDR BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $44468.85     | 0.02%             |  |  |  | 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      | $224168.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD CLP BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $80546.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                 | TREASURY BILL 04/26 0.00000                                 | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       34000 | PA      | $33931.57     | 0.02%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT COP SOLD USD 20260505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-691.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ECUADOR LA SP JPM                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $35122.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-20.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MYR BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $8747.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN | DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4       | CUSIP: 48129VAF3<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |   498500000 | PA      | $1071792.77   | 0.50%             | 2028-10-16      | Fixed         | 18.40%                | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1146.03      | 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      | $-7000.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT AUD SOLD USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-23219.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260428                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $2032.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT COP SOLD USD 20260408                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $123856.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT THB SOLD USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-20508.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1.70         | 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      | $6835.75      | 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      | $-1805.16     | -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      | $-5653.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | US 2YR NOTE (CBT) JUN26 XCBT 20260630                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          12 | NC      | $-17498.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/7.23000 03/18/26-3Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $17090.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ARGENTINA LA SP CBK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $1622.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-10490.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BARCLAYS REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -772116 | PA      | $-778890.87   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD JPY BOUGHT USD 20260507                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-600.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-10393.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260721                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-16721.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                        | LETRA TESOURO NACIONAL BILLS 07/26 0.00000                  | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     5500000 | PA      | $1028295.10   | 0.48%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD TRY BOUGHT USD 20260406                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-5312.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20270402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-45324.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)            | GSG BIDCO LTD SR SECURED 144A 06/36 5.375                   | CUSIP: ACI38RGS3<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $344372.86    | 0.16%             | 2036-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                | IRS CLP 4.59000 01/09/26-4Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $20773.92     | 0.01%             |  |  |  | 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        |      125308 | PA      | $162.90       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $251.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | REVERSE REPO BARCLAYS REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -445825 | PA      | $-449785.65   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260409                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-939.81      | -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      | $4745.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                               | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2006633.70   | 0.94%             | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PEN BOUGHT USD 20260414                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $20862.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-21238.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                     | ABU DHABI GOVT INT L SR UNSECURED REGS 05/26 3.125          | CUSIP: ACI0M6MJ2<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      500000 | PA      | $499736.01    | 0.23%             | 2026-05-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                        | LETRA TESOURO NACIONAL BILLS 04/27 0.00000                  | CUSIP: ACI2TGH30<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    31500000 | PA      | $5353725.80   | 2.51%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | 31750SBF1 PIMCO FXVAN CALL USD TRY 49.55000000              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -4130800 | NC      | $-5539.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-3603.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BENIN GOVT                                         | BENIN INTL GOV BOND SR UNSECURED REGS 01/35 4.95            | CUSIP: ACI1Z9146<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      900000 | PA      | $912978.35    | 0.43%             | 2035-01-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-98818.84    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT RON SOLD USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $-11573.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT DOP SOLD USD 20260406                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-3428.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT CZK SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-2750.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260406                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-149090.96   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EGP SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-1670.44     | -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      | $-3028.37     | -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      | $-5609.84     | -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      | $-2676.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT KZT SOLD USD 20260623                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $148175.14    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 12.7795 11/17/25-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $213490.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS CLP 4.67600 01/09/26-5Y* CME                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $2041.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD GBP BOUGHT USD 20260505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $5694.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS CLP 4.74500 09/17/25-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $29003.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-3707.91     | -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      | $-232.37      | -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      | $13410.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT KZT SOLD USD 20260716                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |           1 | NC      | $1360.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD MXN BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-19438.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANGOLA GOVT                                        | FINANCE MINISTRY ANGOLA 2026 TERM LOAN                      | CUSIP: BA000XHN6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | LON              | NUSS              | US        |     1000000 | PA      | $1001783.66   | 0.47%             | 2027-02-16      | Floating      | 9.44%                 | No            |                  3 | On Loan: No      |
| N/A                                                | IRS CZK 4.04000 02/06/26-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $66794.37     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2078.37      | 0.00%             |  |  |  | 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        |      125308 | PA      | $137.84       | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD ZAR BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-228.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                          | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95               | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1761000 | PA      | $548845.59    | 0.26%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                | ZCS BRL 13.6976 03/24/26-01/02/31 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $1256.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260602                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD COP BOUGHT USD 20260803                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-26.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-154329.54   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                       | YI4360503 NIGERIA OMO BILL                                  | CUSIP: 990ACHTR0<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  2325400000 | PA      | $1461549.73   | 0.69%             | 2027-01-21      | 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      | $4724.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD INR BOUGHT USD 20260916                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $66406.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                       | UKRAINE GOVERNMENT SR UNSECURED REGS 02/35 VAR              | CUSIP: ACI2QXWW5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      900000 | PA      | $417600.00    | 0.20%             | 2035-02-01      | Variable      | 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      | $619.65       | 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      | $4586.09      | 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      | $-5582.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | ARGENTINA LA SP GST                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2116.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD JPY BOUGHT USD 20260507                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-249.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT EGP SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |           1 | NC      | $-39185.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | US 10YR NOTE (CBT)JUN26 XCBT 20260618                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         280 | NC      | $-652182.72   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                     | TITULOS DE TESORERIA BONDS 02/33 13.25                      | CUSIP: ACI2C9W52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 19153800000 | PA      | $5135365.46   | 2.41%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                        | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                    | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     2168622 | PA      | $21120207.67  | 9.91%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                | BOUGHT COP SOLD USD 20260408                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $23304.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT COP SOLD USD 20260409                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $5197.81      | 0.00%             |  |  |  | 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        |       84294 | PA      | $2107.35      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260406                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $11849.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $20.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT MYR SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-51856.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | CDX EM44 ICE                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $143755.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS PLN 3.75000 06/17/26-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $95223.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-11209.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT RON SOLD USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |           1 | NC      | $-791.47      | -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      | $-388.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT ZAR SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $2288.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | 317UBSLA4 PIMCO SWAPTION 7.24 CALL MXN 2026050              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -121300000 | NC      | $-71.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $18783.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD BRL BOUGHT USD 20260602                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-11.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | IRS CLP 5.25000 06/17/26-5Y CME                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $1268.96      | 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      | $-2005.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                          | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6           | CUSIP: ACI2XSL83<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1600000 | PA      | $469475.56    | 0.22%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-6909.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                        | PIMCO EMERGING MARKETS CORPORA PIMCO EMG MKTS CORP BND INST | CUSIP: 72201P522<br>LEI: 7QI077YR4PK6NX1N1I12 | Long             | EC               | RF                | US        |     4873830 | NS      | $44254373.42  | 20.76%            |  |  |  | No            |                  1 | 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        |      170087 | PA      | $3401.74      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD IDR BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $4785.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                 | TREASURY BILL 05/26 0.00000                                 | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      523000 | PA      | $521214.28    | 0.24%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT UYU SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-30017.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT INR SOLD USD 20260506                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1480.12      | 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      | $532.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/8.00000 06/17/26-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-13995.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT TRY SOLD USD 20260408                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $5244.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                       | BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8             | CUSIP: ACI2QBM79<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  2025000000 | PA      | $2226350.05   | 1.04%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                | OIS MXN TIIE1/8.25500 06/17/26-5Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $7469.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PHP BOUGHT USD 20260417                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $12627.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | BOUGHT PEN SOLD USD 20261221                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-22575.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                | SOLD PLN BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $5198.11      | 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