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N/A 73086000.000000 JPY 658656.860000 USD 2021-08-03 614.490000 N N N N/A N/A CAN 10YR BOND FUT SEP21 XMOD 20210921 000000000 136.000000 NC 192370.360000 0.0374049 N/A DIR CA N 1 THE MONTREAL EXCHANGE / BOURSE DE MONTREAL N/A Long N/A CANADA GOVT 2021-09-21 15965408.200000 CAD 192370.360000 N N N N/A N/A BOUGHT DKK/SOLD USD 000000000 1.000000 NC 1807.560000 0.0003515 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 620078.030000 USD 3900000.000000 DKK 2021-07-01 1807.560000 N N N N/A N/A SOLD AUD/BOUGHT USD 000000000 1.000000 NC 23099.680000 0.0044915 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 983000.000000 AUD 760300.660000 USD 2021-07-02 23099.680000 N N N N/A N/A SOLD DKK/BOUGHT USD 000000000 1.000000 NC -2854.120000 -0.0005550 N/A DFE DK N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 3291254.000000 DKK 521962.140000 USD 2021-07-01 -2854.120000 N N N N/A N/A SOLD NOK/BOUGHT USD 000000000 1.000000 NC 19024.170000 0.0036991 N/A DFE NO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5315000.000000 NOK 636318.870000 USD 2021-07-02 19024.170000 N N N 2021-08-12 PIMCO Funds /s/ Jason Nagler Jason Nagler Assistant Treasurer XXXX