BOUGHT INR SOLD USD 20260130

NPORT-P false 0000810893 XXXXXXXX S000039671 C000122921 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Emerging Markets Full Spectrum Bond Fund S000039671 549300ZNMXGLILBPDZ66 2026-03-31 2025-12-31 N 221220180.390000 16628089.330000 204592091.060000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 1147661.260000 MYR KRW BRL ZAR PEN CLP KZT EUR CNY THB CZK USD HUF COP MXN N 50% JP Morgan GBI-EM Global Diversified Index, 25% JP Morgan CEMBI Diversified Index, 25% JP Morgan EMBI Global Index JGENVUUG, JCMDCOMP, JPEGCOMP N/A N/A BOUGHT INR SOLD USD 20260130 000000000 1.000000 NC -3763.220000 -0.0018394 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 339418.000000 USD 30240616.420000 INR 2026-01-30 -3763.220000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 11/27 5 ACI30CNK3 2127.000000 PA USD 182.920000 0.0000894 Long DBT CORP KY N 2 2027-11-30 Fixed 5 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20260114 000000000 1.000000 NC 59248.050000 0.0289591 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1982200.290000 USD 88224166.950000 TRY 2026-01-14 59248.050000 N N N N/A N/A BOUGHT PLN SOLD USD 20260116 000000000 1.000000 NC -3641.820000 -0.00178 N/A DFE PL N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 1022805.570000 USD 3659000.000000 PLN 2026-01-16 -3641.820000 N N N N/A N/A SOLD EUR BOUGHT USD 20260114 000000000 1.000000 NC -4577.520000 -0.0022374 N/A DFE N/A N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1523000.000000 EUR 1786015.550000 USD 2026-01-14 -4577.520000 N N N N/A N/A BOUGHT EGP SOLD USD 20260218 000000000 1.000000 NC 663.060000 0.0003241 N/A DFE EG N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 49939.000000 USD 2450007.340000 EGP 2026-02-18 663.060000 N N N N/A N/A SOLD KRW BOUGHT USD 20260108 000000000 1.000000 NC 3321.010000 0.0016232 N/A DFE KR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 987603645.000000 KRW 688273.500000 USD 2026-01-08 3321.010000 N N N N/A N/A BOUGHT THB SOLD USD 20260121 000000000 1.000000 NC -11827.280000 -0.0057809 N/A DFE TH N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1020574.780000 USD 31751000.000000 THB 2026-01-21 -11827.280000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 0.00000 ACI30FV35 100246.000000 PA USD 626.540000 0.0003062 Long DBT CORP KY N 2 2029-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD KAISA GROUP HOLDINGS LTD HKD XXXX N N N N/A N/A SOLD INR BOUGHT USD 20260130 000000000 1.000000 NC -1744.820000 -0.0008528 N/A DFE IN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 150344562.900000 INR 1667000.000000 USD 2026-01-30 -1744.820000 N N N N/A N/A BOUGHT EUR SOLD USD 20260114 000000000 1.000000 NC 5741.210000 0.0028062 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 370483.200000 USD 320000.000000 EUR 2026-01-14 5741.210000 N N N N/A N/A 31750RZJ9 PIMCO FXVAN PUT USD KRW 1419.0000000 000000000 1198000.000000 NC USD 6753.130000 0.0033008 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Purchased BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 USD - KRW 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-13 N/A 1419.000000 USD 2026-02-11 XXXX -335.440000 N N N N/A N/A SOLD BRL BOUGHT USD 20260203 000000000 1.000000 NC -1907.130000 -0.0009322 N/A DFE BR N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 806102.900000 BRL 144089.750000 USD 2026-02-03 -1907.130000 N N N N/A N/A RFR USD SOFR/3.50000 12/20/23-7Y LCH 000000000 1.000000 NC USD -11880.750000 -0.005807 N/A DIR US N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A USD-SOFR-COMPOUND Y 2030-12-20 161498.310000 USD 0.000000 USD 6400000.000000 USD -173379.060000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 0.00000 ACI30G0R4 125308.000000 PA USD 466.770000 0.0002281 Long DBT CORP KY N 2 2030-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD KAISA GROUP HOLDINGS LTD HKD XXXX N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 VAR ACI30FSS4 211339.000000 PA USD 3372.980000 0.0016486 Long DBT CORP KY N 2 2032-12-28 Fixed 7.25 N N Y N N N N/A N/A SOLD EUR BOUGHT USD 20260114 000000000 1.000000 NC -15223.940000 -0.0074411 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1011000.000000 EUR 1173410.070000 USD 2026-01-14 -15223.940000 N N N N/A N/A BOUGHT IDR SOLD USD 20260122 000000000 1.000000 NC 5652.130000 0.0027626 N/A DFE ID N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 4037766.000000 USD 67519523052.000000 IDR 2026-01-22 5652.130000 N N N N/A N/A OIS MXN TIIE1/7.41500 11/24/25-5Y* CME 000000000 1.000000 NC -17859.780000 -0.0087295 N/A DIR MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Mexico Interbank TIIE 1 Day Y 2030-11-18 0.000000 MXN -16643.490000 MXN 26800000.000000 MXN -1216.290000 N N N PETROLEOS DEL PERU SA - PETROPERU SA 549300ZMGDLC9JT2OR80 PETROLEOS DEL PERU SA SR UNSECURED REGS 06/47 5.625 P7808BAB3 2000000.000000 PA USD 1273395.000000 0.622407 Long DBT CORP PE N 2 2047-06-19 Fixed 5.625 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 0.00000 ACI30FVM3 236401.000000 PA USD 2364.010000 0.0011555 Long DBT CORP KY N 2 2032-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD KAISA GROUP HOLDINGS LTD HKD XXXX N N N N/A N/A BOUGHT NGN SOLD USD 20260225 000000000 1.000000 NC 821.630000 0.0004016 N/A DFE NG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 19220.000000 USD 29099080.000000 NGN 2026-02-25 821.630000 N N N N/A N/A BOUGHT IDR SOLD USD 20260122 000000000 1.000000 NC 4109.160000 0.0020085 N/A DFE ID N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2426785.820000 USD 40592603733.000000 IDR 2026-01-22 4109.160000 N N N N/A N/A BOUGHT UYU SOLD USD 20260219 000000000 1.000000 NC 1951.710000 0.000954 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 265000.000000 USD 10475185.000000 UYU 2026-02-19 1951.710000 N N N N/A N/A BOUGHT IDR SOLD USD 20260122 000000000 1.000000 NC 6817.960000 0.0033325 N/A DFE ID N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1220590.820000 USD 20496039000.000000 IDR 2026-01-22 6817.960000 N N N N/A N/A BOUGHT BRL SOLD USD 20260105 000000000 1.000000 NC 1926.100000 0.0009414 N/A DFE BR N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 144089.750000 USD 800130.380000 BRL 2026-01-05 1926.100000 N N N N/A N/A BOUGHT JPY SOLD USD 20260114 000000000 1.000000 NC -995.500000 -0.0004866 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 150609.000000 USD 23418178.000000 JPY 2026-01-14 -995.500000 N N N N/A N/A BOUGHT NGN SOLD USD 20260121 000000000 1.000000 NC 2024.170000 0.0009894 N/A DFE NG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 30310.000000 USD 46753175.000000 NGN 2026-01-21 2024.170000 N N N N/A N/A US 5YR NOTE (CBT) MAR26 XCBT 20260331 000000000 28.000000 NC USD -2768.250000 -0.0013531 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-03-31 3057796.870000 USD -2768.250000 N N N ECUADOR GOVT 5299003Y2U5XK0A35H71 REPUBLIC OF ECUADOR SR UNSECURED REGS 07/35 VAR ACI1Q6JR2 1200000.000000 PA USD 1060800.000000 0.518495 Long DBT NUSS EC N 2 2035-07-31 Variable 6.9 N N N N N N N/A N/A 31750RYV3 PIMCO FXVAN PUT USD TRY 46.20000000 000000000 -1986000.000000 NC USD -32310.230000 -0.0157925 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 USD - TRY 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-05-12 N/A 46.200000 USD 2026-05-11 XXXX 20269.120000 N N N N/A N/A BOUGHT CZK SOLD USD 20260311 000000000 1.000000 NC 438.360000 0.0002143 N/A DFE CZ N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 497988.290000 USD 10236000.000000 CZK 2026-03-11 438.360000 N N N N/A N/A SOLD CNY BOUGHT USD 20260116 000000000 1.000000 NC -4148.480000 -0.0020277 N/A DFE CN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 7016089.670000 CNY 996532.870000 USD 2026-01-16 -4148.480000 N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 PIMCO PRV SHORT TERM FLT III MUTUAL FUND 000000000 591881.060000 PA USD 5765513.420000 2.81805 Long STIV RF US N 1 N N N N/A N/A SOLD COP BOUGHT USD 20260126 000000000 1.000000 NC 10748.140000 0.0052534 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8110693800.000000 COP 2134000.000000 USD 2026-01-26 10748.140000 N N N N/A N/A BOUGHT MYR SOLD USD 20260122 000000000 1.000000 NC 7692.380000 0.0037599 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1003000.000000 USD 4096252.000000 MYR 2026-01-22 7692.380000 N N N N/A N/A IRS CLP 4.74500 09/17/25-5Y CME 000000000 1.000000 NC 131.370000 0.0000642 N/A DIR CL N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2030-09-17 0.000000 CLP -23.230000 CLP 2125300000.000000 CLP 154.600000 N N N N/A N/A IRS MYR 3.00000 03/18/26-5Y LCH 000000000 1.000000 NC -31332.970000 -0.0153148 N/A DIR MY N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Klibor Interbank Offered Rate Y 2031-03-18 0.000000 MYR -30940.870000 MYR 7300000.000000 MYR -392.100000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 VAR ACI30FSH8 125308.000000 PA USD 2445.440000 0.0011953 Long DBT CORP KY N 2 2029-12-28 Fixed 6.5 N N Y N N N N/A N/A SOLD MYR BOUGHT USD 20260122 000000000 1.000000 NC -1656.340000 -0.0008096 N/A DFE MY N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 549954.000000 MYR 134037.050000 USD 2026-01-22 -1656.340000 N N N N/A N/A BOUGHT JPY SOLD USD 20260114 000000000 1.000000 NC -1156.870000 -0.0005655 N/A DFE JP N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 205888.000000 USD 32045437.000000 JPY 2026-01-14 -1156.870000 N N N N/A N/A BOUGHT EGP SOLD USD 20260416 000000000 1.000000 NC 1012.400000 0.0004948 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 23425.000000 USD 1205216.250000 EGP 2026-04-16 1012.400000 N N N N/A N/A 31750RZN0 PIMCO FXVAN PUT USD KRW 1417.0000000 000000000 1198000.000000 NC USD 6309.870000 0.0030841 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Purchased BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 USD - KRW 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-13 N/A 1417.000000 USD 2026-02-11 XXXX -1114.140000 N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 SUNAC CHINA HOLDINGS LTD SR SECURED 144A 06/26 0.00000 ACI37LQK3 577034.140000 PA USD 92325.460000 0.0451266 Long DBT CORP KY N 3 2026-06-23 None 0 N N N Y N SUNAC CHINA HOLDINGS LIMITED SUNAC CHINA HOLDINGS LTD HKD XXXX N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 PROVINCIA DE BUENOS AIRE SR UNSECURED REGS 09/37 VAR ACI208PK2 1285760.000000 PA USD 990266.640000 0.48402 Long DBT NUSS AR N 2 2037-09-01 Variable 6.625 N N N N N N N/A N/A SOLD COP BOUGHT USD 20260326 000000000 1.000000 NC 4439.090000 0.0021697 N/A DFE CO N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1580844000.000000 COP 412000.000000 USD 2026-03-26 4439.090000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 VAR ACI30FSQ8 225555.000000 PA USD 3947.210000 0.0019293 Long DBT CORP KY N 2 2031-12-28 Fixed 7 N N Y N N N N/A N/A BOUGHT COP SOLD USD 20260102 000000000 1.000000 NC -4232.850000 -0.0020689 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1855000.000000 USD 6991495000.000000 COP 2026-01-02 -4232.850000 N N N N/A N/A SOLD HUF BOUGHT USD 20260217 000000000 1.000000 NC -430.370000 -0.0002104 N/A DFE HU N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 27346648.000000 HUF 82948.060000 USD 2026-02-17 -430.370000 N N N SOUTH AFRICA GOVT 378900AAFB4F17004C49 REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875 BYY9RYII7 25200000.000000 PA 1588086.960000 0.776221 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.875 N N N N N N N/A N/A SOLD PEN BOUGHT USD 20260318 000000000 1.000000 NC -1.990000 -0.000001 N/A DFE PE N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 1975.930000 PEN 584.300000 USD 2026-03-18 -1.990000 N N N N/A N/A BOUGHT INR SOLD USD 20260130 000000000 1.000000 NC 443.490000 0.0002168 N/A DFE IN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1214471.090000 USD 109457000.000000 INR 2026-01-30 443.490000 N N N N/A N/A SOLD HKD BOUGHT USD 20260121 000000000 1.000000 NC 2276.630000 0.0011128 N/A DFE HK N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 22084780.730000 HKD 2841619.260000 USD 2026-01-21 2276.630000 N N N N/A N/A BOUGHT INR SOLD USD 20260130 000000000 1.000000 NC -5156.650000 -0.0025205 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 457990.000000 USD 40797749.200000 INR 2026-01-30 -5156.650000 N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 01F050627 1700000.000000 PA USD 1693824.210000 0.827903 Long ABS-MBS USGSE US N 2 2056-02-12 Fixed 5 N N N N N N N/A N/A SOLD KRW BOUGHT USD 20260213 000000000 1.000000 NC -1733.880000 -0.0008475 N/A DFE KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 261643200.000000 KRW 179700.000000 USD 2026-02-13 -1733.880000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR 040114HV5 1400000.000000 PA USD 971600.000000 0.474896 Long DBT NUSS AR N 2 2041-07-09 Variable 3.5 N N N N N N N/A N/A BOUGHT JPY SOLD USD 20260114 000000000 1.000000 NC -35.750000 -0.0000175 N/A DFE JP N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 9237.000000 USD 1440221.000000 JPY 2026-01-14 -35.750000 N N N N/A N/A BRAZIL LA SP BPS 000000000 1.000000 NC USD 8077.240000 0.003948 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BRAZIL GOVT BRAZIL BD GLBL Y Single Leg Swap 2028-12-20 0.000000 USD -85375.330000 USD 2000000.000000 USD 93452.570000 N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE 01F052623 2000000.000000 PA USD 2026246.440000 0.990384 Long ABS-MBS USGSE US N 2 2056-02-15 Fixed 5.5 N N N N N N JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN 213800LCDPGJ1BI7KX98 DEVELOPMENT BANK OF KAZA SR UNSECURED 144A 10/28 18.4 48129VAF3 498500000.000000 PA 1021345.350000 0.499211 Long DBT CORP KZ N 2 2028-10-16 Fixed 18.4 N N N N N N N/A N/A SOLD COP BOUGHT USD 20260126 000000000 1.000000 NC -427.830000 -0.0002091 N/A DFE CO N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2041482000.000000 COP 534000.000000 USD 2026-01-26 -427.830000 N N N N/A N/A SOLD NGN BOUGHT USD 20261120 000000000 1.000000 NC -560.460000 -0.0002739 N/A DFE NG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 77615000.000000 NGN 47500.000000 USD 2026-11-20 -560.460000 N N N N/A N/A IRS KRW 2.50000 09/17/25-5Y LCH 000000000 1.000000 NC 63650.220000 0.0311108 N/A DIR KR N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2030-09-17 41768.540000 KRW 0.000000 KRW 3254300000.000000 KRW 21881.680000 N N N N/A N/A IRS HUF 6.31900 11/03/25-5Y CME 000000000 1.000000 NC 28570.720000 0.0139647 N/A DIR HU N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2030-11-03 4337.670000 HUF 0.000000 HUF 899200000.000000 HUF 24233.050000 N N N N/A N/A US 10YR NOTE (CBT)MAR26 XCBT 20260320 000000000 280.000000 NC USD -69902.110000 -0.0341666 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-03-20 31436562.640000 USD -69902.110000 N N N N/A N/A 31750RYL5 PIMCO FXVAN CALL USD TRY 47.70000000 000000000 -1986000.000000 NC USD -12331.070000 -0.0060271 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 N/A 254900HROIFWPRGM1V77 USD - TRY 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-10 N/A 47.700000 USD 2026-02-09 XXXX 23665.180000 N N N N/A N/A BOUGHT EGP SOLD USD 20260416 000000000 1.000000 NC 23748.780000 0.0116079 N/A DFE EG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 549502.000000 USD 28271877.900000 EGP 2026-04-16 23748.780000 N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 TREASURY BILL 04/26 0.00000 912797TJ6 334000.000000 PA USD 330441.530000 0.161512 Long DBT UST US N 2 2026-04-21 None 0 N N N N N N N/A N/A BOUGHT CZK SOLD USD 20260311 000000000 1.000000 NC 18991.250000 0.0092825 N/A DFE CZ N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1425094.920000 USD 29656652.810000 CZK 2026-03-11 18991.250000 N N N N/A N/A SOLD GBP BOUGHT USD 20260114 000000000 1.000000 NC -52447.850000 -0.0256353 N/A DFE GB N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 1510000.000000 GBP 1982939.550000 USD 2026-01-14 -52447.850000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/26 0.00000 ACI30FV27 50123.000000 PA USD 626.540000 0.0003062 Long DBT CORP KY N 2 2026-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD KAISA GROUP HOLDINGS LTD HKD XXXX N N N N/A N/A SOLD COP BOUGHT USD 20260126 000000000 1.000000 NC -228.290000 -0.0001116 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7235837600.000000 COP 1894000.000000 USD 2026-01-26 -228.290000 N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE 01F042624 1600000.000000 PA USD 1560702.480000 0.762836 Long ABS-MBS USGSE US N 2 2056-02-15 Fixed 4.5 N N N N N N N/A N/A ZCS BRL 12.7795 11/17/25-01/02/29 CME 000000000 1.000000 NC 80241.670000 0.0392203 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 8773.410000 BRL 0.000000 BRL 54400000.000000 BRL 71468.260000 N N N N/A N/A BOUGHT INR SOLD USD 20260130 000000000 1.000000 NC -3904.680000 -0.0019085 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 341411.000000 USD 30407429.300000 INR 2026-01-30 -3904.680000 N N N N/A N/A BOUGHT TRY SOLD USD 20260324 000000000 1.000000 NC 3435.260000 0.0016791 N/A DFE TR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 341000.000000 USD 15675599.500000 TRY 2026-03-24 3435.260000 N N N N/A N/A BOUGHT KRW SOLD USD 20260108 000000000 1.000000 NC 2926.840000 0.0014306 N/A DFE KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 178417.880000 USD 261473187.000000 KRW 2026-01-08 2926.840000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 TITULOS DE TESORERIA BONDS 02/33 13.25 ACI2C9W52 19153800000.000000 PA 5138936.930000 2.5118 Long DBT NUSS CO N 2 2033-02-09 Fixed 13.25 N N N N N N N/A N/A BOUGHT TRY SOLD USD 20260113 000000000 1.000000 NC 2615.560000 0.0012784 N/A DFE TR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 401918.830000 USD 17469000.000000 TRY 2026-01-13 2615.560000 N N N N/A N/A BOUGHT UYU SOLD USD 20260120 000000000 1.000000 NC 1903.750000 0.0009305 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 265000.000000 USD 10439940.000000 UYU 2026-01-20 1903.750000 N N N ANGOLA GOVT 549300QHR2R3J8JSGK83 REPUBLIC OF ANGOLA SR UNSECURED REGS 01/31 9.244 ACI30YGM9 500000.000000 PA USD 503605.620000 0.246151 Long DBT NUSS AO N 2 2031-01-15 Fixed 9.244 N N N N N N N/A N/A BOUGHT MYR SOLD USD 20260122 000000000 1.000000 NC 3953.780000 0.0019325 N/A DFE MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1224790.950000 USD 4980000.000000 MYR 2026-01-22 3953.780000 N N N N/A N/A SOLD CLP BOUGHT USD 20260318 000000000 1.000000 NC -60048.860000 -0.0293505 N/A DFE CL N 2 BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 1320642940.000000 CLP 1408160.090000 USD 2026-03-18 -60048.860000 N N N N/A N/A BOUGHT KRW SOLD USD 20260213 000000000 1.000000 NC -4328.280000 -0.0021156 N/A DFE KR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 688273.500000 USD 986307626.000000 KRW 2026-02-13 -4328.280000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1 B58RBK905 744350.000000 NS 9225.020000 0.004509 Long EC CORP KY N 2 N N N N/A N/A BOUGHT EUR SOLD USD 20260114 000000000 1.000000 NC -1224.040000 -0.0005983 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2089269.530000 USD 1776000.000000 EUR 2026-01-14 -1224.040000 N N N N/A N/A BOUGHT RON SOLD USD 20260116 000000000 1.000000 NC 544.010000 0.0002659 N/A DFE RO N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 277011.000000 USD 1203543.540000 RON 2026-01-16 544.010000 N N N N/A N/A BOUGHT NGN SOLD USD 20260225 000000000 1.000000 NC 1143.050000 0.0005587 N/A DFE NG N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 26315.000000 USD 39867225.000000 NGN 2026-02-25 1143.050000 N N N PIMCO FUNDS 3KMZTL8PZ5381E27RD29 PIMCO EMERGING MARKETS LOCAL C PIMCO E/M LCL CUR + BND INST 72201F516 13713826.240000 NS USD 87631349.680000 42.8322 Long EC RF US N 1 N N N N/A N/A BOUGHT EUR SOLD USD 20260114 000000000 1.000000 NC -1642.910000 -0.000803 N/A DFE N/A N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 409611.260000 USD 347000.000000 EUR 2026-01-14 -1642.910000 N N N N/A N/A SOLD COP BOUGHT USD 20260126 000000000 1.000000 NC -4492.340000 -0.0021958 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7252126000.000000 COP 1894000.000000 USD 2026-01-26 -4492.340000 N N N N/A N/A BOUGHT RON SOLD USD 20260123 000000000 1.000000 NC 498.940000 0.0002439 N/A DFE RO N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 229989.390000 USD 999821.380000 RON 2026-01-23 498.940000 N N N N/A N/A SOLD ILS BOUGHT USD 20260115 000000000 1.000000 NC -5495.400000 -0.002686 N/A DFE IL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1225474.070000 ILS 379298.050000 USD 2026-01-15 -5495.400000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 VAR ACI30FSP0 150370.000000 PA USD 2481.110000 0.0012127 Long DBT CORP KY N 2 2030-12-28 Fixed 6.75 N N Y N N N IVORY COAST GOVT (AKA: COTE D'IVOIRE) 254900ICW11T82O6H590 IVORY COAST SR UNSECURED REGS 04/36 8.075 ACI2VZXJ2 900000.000000 PA USD 974286.690000 0.476209 Long DBT NUSS CI N 2 2036-04-01 Fixed 8.075 N N N N N N N/A N/A BOUGHT JPY SOLD USD 20260114 000000000 1.000000 NC -477.080000 -0.0002332 N/A DFE JP N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 594576.000000 USD 92991032.000000 JPY 2026-01-14 -477.080000 N N N CIFI HOLDINGS (GROUP) CO LTD 549300WGKSV867C0JF48 CIFI HOLDINGS GROUP COMPANY GUAR REGS 04/27 4.375 ACI1TXLK2 500000.000000 PA USD 47500.000000 0.0232169 Long DBT CORP KY N 2 2027-04-12 Fixed 4.375 Y Y N N N N N/A N/A BOUGHT CAD SOLD USD 20260114 000000000 1.000000 NC 3677.100000 0.0017973 N/A DFE CA N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 500043.380000 USD 691000.000000 CAD 2026-01-14 3677.100000 N N N N/A N/A SOLD ILS BOUGHT USD 20260115 000000000 1.000000 NC -14383.150000 -0.0070302 N/A DFE IL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 2000630.500000 ILS 613806.000000 USD 2026-01-15 -14383.150000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 0.00000 ACI30G0P8 125308.000000 PA USD 469.910000 0.0002297 Long DBT CORP KY N 2 2031-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD KAISA GROUP HOLDINGS LTD HKD XXXX N N N N/A N/A BOUGHT ZAR SOLD USD 20260126 000000000 1.000000 NC 6746.290000 0.0032974 N/A DFE ZA N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 194120.440000 USD 3331184.400000 ZAR 2026-01-26 6746.290000 N N N N/A N/A BOUGHT ZAR SOLD USD 20260126 000000000 1.000000 NC 48346.560000 0.0236307 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 992738.000000 USD 17265401.470000 ZAR 2026-01-26 48346.560000 N N N N/A N/A BOUGHT NGN SOLD USD 20260520 000000000 1.000000 NC 1690.750000 0.0008264 N/A DFE NG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 47500.000000 USD 73910000.000000 NGN 2026-05-20 1690.750000 N N N CAMEROON GOVT 54930021BO6NHYGBBV24 REPUBLIC OF CAMEROON SR UNSECURED REGS 07/31 9.5 ACI2Q73S3 500000.000000 PA USD 499097.750000 0.243948 Long DBT NUSS CM N 2 2031-07-31 Fixed 9.5 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 TITULOS DE TESORERIA BONDS 08/29 11 ACI2WZRP4 29235800000.000000 PA 7316960.080000 3.57637 Long DBT NUSS CO N 2 2029-08-22 Fixed 11 N N N N N N N/A N/A IRS CZK 4.04900 12/12/25-5Y CME 000000000 1.000000 NC 10547.900000 0.0051556 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-12-12 5658.900000 CZK 0.000000 CZK 20800000.000000 CZK 4889.000000 N N N N/A N/A SOLD MXN BOUGHT USD 20260318 000000000 1.000000 NC 98.090000 0.0000479 N/A DFE MX N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 755000.000000 MXN 41728.440000 USD 2026-03-18 98.090000 N N N N/A N/A SOLD COP BOUGHT USD 20260130 000000000 1.000000 NC -52338.200000 -0.0255817 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 9406537365.360000 COP 2404362.000000 USD 2026-01-30 -52338.200000 N N N N/A N/A SOLD COP BOUGHT USD 20260126 000000000 1.000000 NC -8909.640000 -0.0043548 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 14874499500.000000 COP 3885000.000000 USD 2026-01-26 -8909.640000 N N N N/A N/A BOUGHT CLP SOLD USD 20260318 000000000 1.000000 NC 56015.620000 0.0273792 N/A DFE CL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1938178.560000 USD 1793762705.000000 CLP 2026-03-18 56015.620000 N N N N/A N/A ZCS BRL 12.75 11/13/25-01/02/29 CME 000000000 1.000000 NC -32513.940000 -0.0158921 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 20300000.000000 BRL -32513.940000 N N N ZAMBIA GOVT 213800DMLAZ6LGMMD849 GOVERNMENT OF THE REPUBLIC OF 06/53 5.75 ACI2PHH16 200000.000000 PA USD 140631.420000 0.0687375 Long DBT NUSS ZM N 2 2053-06-30 Fixed 0.5 N N N N N N N/A N/A PEMEX LA SP CBK 000000000 1.000000 NC USD -1380.750000 -0.0006749 N/A DCR US N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 PETROLEOS MEXICANOS (PEMEX) PEMEX SR UNSEC Y Single Leg Swap 2026-12-20 0.000000 USD -1948.280000 USD 200000.000000 USD 567.530000 N N N N/A N/A SOLD ILS BOUGHT USD 20260219 000000000 1.000000 NC -674.470000 -0.0003297 N/A DFE IL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 328761.850000 ILS 102565.000000 USD 2026-02-19 -674.470000 N N N N/A N/A BOUGHT EGP SOLD USD 20260126 000000000 1.000000 NC 2598.040000 0.0012699 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 135417.000000 USD 6628662.150000 EGP 2026-01-26 2598.040000 N N N N/A N/A BOUGHT MXN SOLD USD 20260206 000000000 1.000000 NC 79848.240000 0.039028 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1950411.380000 USD 36673000.000000 MXN 2026-02-06 79848.240000 N N N N/A N/A BOUGHT EGP SOLD USD 20260204 000000000 1.000000 NC 866.350000 0.0004235 N/A DFE EG N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 50240.000000 USD 2461760.000000 EGP 2026-02-04 866.350000 N N N ROMANIA GOVT 315700IASY927EDWBK92 ROMANIA ROMANIA ACI2P7GH4 900000.000000 PA 1030719.730000 0.503793 Long DBT NUSS RO N 2 2037-05-30 Fixed 5.625 N N N N N N N/A N/A ZCS BRL 13.37 10/07/25-01/02/29 CME 000000000 1.000000 NC 23833.140000 0.0116491 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 79859.000000 BRL 0.000000 BRL 54300000.000000 BRL -56025.860000 N N N N/A N/A SOLD CLP BOUGHT USD 20260318 000000000 1.000000 NC -20489.490000 -0.0100148 N/A DFE CL N 2 UBS AG BFM8T61CT2L1QCEMIK50 554797536.000000 CLP 596300.020000 USD 2026-03-18 -20489.490000 N N N N/A N/A BOUGHT EGP SOLD USD 20260105 000000000 1.000000 NC 337.090000 0.0001648 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 20099.000000 USD 974801.500000 EGP 2026-01-05 337.090000 N N N COSTA RICA GOVT 549300S1EK2VN6XVJP58 COSTA RICA GOVERNMENT BONDS 144A 11/30 5.4995 ACI3721X4 1000000.000000 PA 1205038.320000 0.588996 Long DBT NUSS CR N 2 2030-11-21 Fixed 5.4995 N N N N N N N/A N/A BOUGHT INR SOLD USD 20260130 000000000 1.000000 NC -2876.940000 -0.0014062 N/A DFE IN N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 249131.000000 USD 22186112.070000 INR 2026-01-30 -2876.940000 N N N N/A N/A ZCS BRL 12.7162 11/13/25-01/02/29 CME 000000000 1.000000 NC -89676.380000 -0.0438318 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL 0.000000 BRL 52000000.000000 BRL -89676.380000 N N N ECOPETROL SA 254900IDGKCJICKBPA66 ECOPETROL SA SR UNSECURED 05/45 5.875 279158AJ8 1900000.000000 PA USD 1415223.610000 0.691729 Long DBT CORP CO N 2 2045-05-28 Fixed 5.875 N N N N N N N/A N/A BOUGHT EGP SOLD USD 20260520 000000000 1.000000 NC 8902.230000 0.0043512 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 428518.000000 USD 21845847.640000 EGP 2026-05-20 8902.230000 N N N N/A N/A BOUGHT ZAR SOLD USD 20260126 000000000 1.000000 NC 20860.280000 0.010196 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 527145.000000 USD 9088148.490000 ZAR 2026-01-26 20860.280000 N N N N/A N/A BOUGHT PLN SOLD USD 20260116 000000000 1.000000 NC 15738.360000 0.0076926 N/A DFE PL N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 494539.860000 USD 1832000.000000 PLN 2026-01-16 15738.360000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 VAR ACI30CT68 50123.000000 PA USD 1253.080000 0.0006125 Long DBT CORP KY N 2 2027-12-28 Fixed 7.721 N N Y N N N N/A N/A BOUGHT JPY SOLD USD 20260114 000000000 1.000000 NC -43.100000 -0.0000211 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8818.000000 USD 1373487.000000 JPY 2026-01-14 -43.100000 N N N N/A N/A SOLD COP BOUGHT USD 20260227 000000000 1.000000 NC 4806.290000 0.0023492 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1539027900.000000 COP 404000.000000 USD 2026-02-27 4806.290000 N N N N/A N/A 31750S1O3 PIMCO FXVAN CALL USD TRY 52.60000000 000000000 -3500000.000000 NC USD -16327.500000 -0.0079805 N/A DFE US N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 Call Written JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 N/A 254900HROIFWPRGM1V77 USD - TRY 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-20 N/A 52.600000 USD 2026-02-19 XXXX 24237.500000 N N N N/A N/A BOUGHT MXN SOLD USD 20260318 000000000 1.000000 NC 0.180000 0.0000001 N/A DFE MX N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 7.430000 USD 137.950000 MXN 2026-03-18 0.180000 N N N N/A N/A BOUGHT MXN SOLD USD 20260318 000000000 1.000000 NC 33201.860000 0.0162283 N/A DFE MX N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 995780.910000 USD 18661432.140000 MXN 2026-03-18 33201.860000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 0.00000 ACI30FTR5 100246.000000 PA USD 626.540000 0.0003062 Long DBT CORP KY N 2 2028-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD KAISA GROUP HOLDINGS LTD HKD XXXX N N N N/A N/A ZCS BRL 12.91 11/25/25-01/02/31 CME 000000000 1.000000 NC -84710.930000 -0.0414048 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2031-01-02 0.000000 BRL 0.000000 BRL 43400000.000000 BRL -84710.930000 N N N N/A N/A 31750RZV2 PIMCO FXVAN PUT USD KRW 1423.0000000 000000000 416000.000000 NC USD 2747.260000 0.0013428 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Purchased BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 254900HROIFWPRGM1V77 USD - KRW 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-19 N/A 1423.000000 USD 2026-02-12 XXXX 163.900000 N N N N/A N/A SOLD CLP BOUGHT USD 20260318 000000000 1.000000 NC -19721.300000 -0.0096393 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 513621162.000000 CLP 551290.870000 USD 2026-03-18 -19721.300000 N N N N/A N/A SOLD EUR BOUGHT USD 20260114 000000000 1.000000 NC -495.270000 -0.0002421 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 52000.000000 EUR 60641.200000 USD 2026-01-14 -495.270000 N N N N/A N/A US ULTRA BOND CBT MAR26 XCBT 20260320 000000000 8.000000 NC USD -17386.680000 -0.0084982 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-03-20 939625.000000 USD -17386.680000 N N N N/A N/A OIS THB THORON/1.50000 03/18/26-5Y LCH 000000000 1.000000 NC 16002.790000 0.0078218 N/A DIR TH N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Thailand Overnight Repo Rate ON Y 2031-03-18 12869.000000 THB 0.000000 THB 40000000.000000 THB 3133.790000 N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT SR UNSECURED REGS 02/34 VAR ACI2QXYG8 1100000.000000 PA USD 525250.000000 0.25673 Long DBT NUSS UA N 2 2034-02-01 Variable 0 N N N N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 BONOS TESORERIA PESOS UNSECURED 144A REGS 09/30 4.7 ACI13NCW6 115000000.000000 PA 127515.650000 0.0623268 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.7 N N N N N N N/A N/A BOUGHT INR SOLD USD 20260130 000000000 1.000000 NC -1118.860000 -0.0005469 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 102038.000000 USD 9092249.050000 INR 2026-01-30 -1118.860000 N N N N/A N/A BOUGHT EUR SOLD USD 20260114 000000000 1.000000 NC 8694.050000 0.0042495 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4160342.730000 USD 3546000.000000 EUR 2026-01-14 8694.050000 N N N KONA SPC LTD 254900UKS4SVVOMZWX26 KONA SPC LTD COMPANY GUAR REGS 09/26 VAR ACI300008 1500000.000000 PA 1769163.470000 0.864727 Long DBT CORP KY N 3 2026-09-15 Floating 5.718 N N N N N N N/A N/A SOLD MXN BOUGHT USD 20260318 000000000 1.000000 NC -89.460000 -0.0000437 N/A DFE MX N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 50809.230000 MXN 2712.140000 USD 2026-03-18 -89.460000 N N N N/A N/A BOUGHT EGP SOLD USD 20260120 000000000 1.000000 NC 39.960000 0.0000195 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1000.000000 USD 49850.000000 EGP 2026-01-20 39.960000 N N N N/A N/A OIS COP IBR/8.93300 10/28/25-4Y* CME 000000000 1.000000 NC 126403.220000 0.061783 N/A DIR CO N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2029-08-22 0.000000 COP 0.000000 COP 8553900000.000000 COP 126403.220000 N N N UMBS PASS THRU POOLS N/A FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE 01F040628 1600000.000000 PA USD 1516854.290000 0.741404 Long ABS-MBS USGSE US N 2 2056-02-12 Fixed 4 N N N N N N N/A N/A SOLD COP BOUGHT USD 20260126 000000000 1.000000 NC 14029.060000 0.0068571 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7032397750.000000 COP 1855000.000000 USD 2026-01-26 14029.060000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 TITULOS DE TESORERIA SR UNSECURED 04/29 2.25 ACI1N5XG5 1906232160.000000 PA 446228.340000 0.218106 Long DBT NUSS CO N 2 2029-04-18 Fixed 2.25 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 VAR ACI30CR45 75185.000000 PA USD 1578.890000 0.0007717 Long DBT CORP KY N 2 2028-12-28 Fixed 6.25 N N Y N N N N/A N/A BOUGHT KRW SOLD USD 20260108 000000000 1.000000 NC 188.440000 0.0000921 N/A DFE KR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 15666.800000 USD 22860992.000000 KRW 2026-01-08 188.440000 N N N N/A N/A SOLD COP BOUGHT USD 20260126 000000000 1.000000 NC 5125.970000 0.0025055 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 6245120000.000000 COP 1640000.000000 USD 2026-01-26 5125.970000 N N N PIMCO FUNDS 7QI077YR4PK6NX1N1I12 PIMCO EMERGING MARKETS CORPORA PIMCO EMG MKTS CORP BND INST 72201P522 4795113.460000 NS USD 44834310.820000 21.914 Long EC RF US N 1 N N N N/A N/A BOUGHT BRL SOLD USD 20260303 000000000 1.000000 NC -6102.820000 -0.0029829 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3048595.740000 USD 16891964.140000 BRL 2026-03-03 -6102.820000 N N N N/A N/A BOUGHT COP SOLD USD 20260218 000000000 1.000000 NC -14029.220000 -0.0068572 N/A DFE CO N 2 UBS AG BFM8T61CT2L1QCEMIK50 512434.610000 USD 1918888262.340000 COP 2026-02-18 -14029.220000 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 TITULOS DE TESORERIA BONDS 01/35 11.75 ACI2Z7LJ3 20878200000.000000 PA 5147839.600000 2.51615 Long DBT NUSS CO N 2 2035-01-24 Fixed 11.75 N N N N N N N/A N/A BOUGHT NGN SOLD USD 20260121 000000000 1.000000 NC 2411.500000 0.0011787 N/A DFE NG N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 37875.000000 USD 58251750.000000 NGN 2026-01-21 2411.500000 N N N N/A N/A BOUGHT EGP SOLD USD 20260224 000000000 1.000000 NC 3013.510000 0.0014729 N/A DFE EG N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 188508.000000 USD 9293444.400000 EGP 2026-02-24 3013.510000 N N N N/A N/A BOUGHT ILS SOLD USD 20260115 000000000 1.000000 NC 696.980000 0.0003407 N/A DFE IL N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 102565.000000 USD 328864.420000 ILS 2026-01-15 696.980000 N N N N/A N/A US 2YR NOTE (CBT) MAR26 XCBT 20260331 000000000 12.000000 NC USD 2001.120000 0.0009781 N/A DIR US N 2 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2026-03-31 2505234.380000 USD 2001.120000 N N N N/A N/A IRS CZK 4.01750 11/25/25-5Y CME 000000000 1.000000 NC 45816.940000 0.0223943 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-11-25 0.000000 CZK -10415.500000 CZK 102700000.000000 CZK 56232.440000 N N N N/A N/A BOUGHT NGN SOLD USD 20260220 000000000 1.000000 NC 52081.660000 0.0254563 N/A DFE NG N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1263967.000000 USD 1908590170.000000 NGN 2026-02-20 52081.660000 N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 0.00000 ACI30FTT1 62656.000000 PA USD 469.920000 0.0002297 Long DBT CORP KY N 2 2027-12-31 None 0 N N N Y N KAISA GROUP HOLDINGS LTD KAISA GROUP HOLDINGS LTD HKD XXXX N N N POINSETTIA FINANCE LIMITED SA RL 549300P2JTF5JKW10Z65 POINSETTIA FINANCE LTD SR SECURED REGS 06/31 6.625 G7150PAA8 577000.000000 PA USD 566867.880000 0.277072 Long DBT CORP LU N 2 2031-06-17 Fixed 6.625 N N N N N N N/A N/A RFR USD SOFR/3.75000 12/17/25-5Y CME 000000000 1.000000 NC USD 427861.160000 0.209129 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2030-12-17 579332.300000 USD 0.000000 USD 32600000.000000 USD -151471.140000 N N N N/A N/A IRS ZAR 7.18000 12/04/25-5Y CME 000000000 1.000000 NC 49086.940000 0.0239926 N/A DIR ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2030-12-04 41142.130000 ZAR 0.000000 ZAR 33600000.000000 ZAR 7944.810000 N N N PERU GOVT 254900STKLK2DBJJZ530 REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 715638BE1 1761000.000000 PA 582490.660000 0.284708 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N N/A N/A SOLD MYR BOUGHT USD 20260122 000000000 1.000000 NC -11209.720000 -0.0054791 N/A DFE MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 3161920.000000 MYR 768949.420000 USD 2026-01-22 -11209.720000 N N N N/A N/A OIS THB THORON/1.24500 10/29/25-5Y LCH 000000000 1.000000 NC -10582.970000 -0.0051727 N/A DIR TH N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 N/A Thailand Overnight Repo Rate ON Y 2030-10-29 47322.110000 THB 0.000000 THB 269300000.000000 THB -57905.080000 N N N N/A N/A SOLD MYR BOUGHT USD 20260122 000000000 1.000000 NC -6803.740000 -0.0033255 N/A DFE MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2539958.000000 MYR 619895.060000 USD 2026-01-22 -6803.740000 N N N CSN RESOURCES SA 222100ZEX458NMOXZP08 CSN RESOURCES SA COMPANY GUAR REGS 06/31 4.625 L21779AJ9 600000.000000 PA USD 462451.240000 0.226036 Long DBT CORP LU N 2 2031-06-10 Fixed 4.625 N N N N N N N/A N/A SOLD COP BOUGHT USD 20260326 000000000 1.000000 NC 17098.790000 0.0083575 N/A DFE CO N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 7121079000.000000 COP 1853000.000000 USD 2026-03-26 17098.790000 N N N N/A N/A SOLD BRL BOUGHT USD 20260303 000000000 1.000000 NC 152.600000 0.0000746 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 92088.100000 BRL 16739.030000 USD 2026-03-03 152.600000 N N N N/A N/A BOUGHT ZAR SOLD USD 20260126 000000000 1.000000 NC 26197.150000 0.0128046 N/A DFE ZA N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 710768.000000 USD 12221868.990000 ZAR 2026-01-26 26197.150000 N N N N/A N/A BOUGHT UYU SOLD USD 20260319 000000000 1.000000 NC 2176.610000 0.0010639 N/A DFE N/A N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 265000.000000 USD 10506720.000000 UYU 2026-03-19 2176.610000 N N N N/A N/A ZCS BRL 13.245 12/10/25-01/02/29 CME 000000000 1.000000 NC -9029.030000 -0.0044132 N/A DIR BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2029-01-02 0.000000 BRL -31220.760000 BRL 28600000.000000 BRL 22191.730000 N N N N/A N/A SOLD BRL BOUGHT USD 20260105 000000000 1.000000 NC 4250.510000 0.0020776 N/A DFE BR N 2 STATE STREET CORPORATION 549300ZFEEJ2IP5VME73 804150.500000 BRL 151000.000000 USD 2026-01-05 4250.510000 N N N N/A N/A SOLD THB BOUGHT USD 20260121 000000000 1.000000 NC -23396.420000 -0.0114356 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 64217998.710000 THB 2016846.270000 USD 2026-01-21 -23396.420000 N N N N/A N/A SOLD TRY BOUGHT USD 20260224 000000000 1.000000 NC -27327.840000 -0.0133572 N/A DFE TR N 2 UBS AG BFM8T61CT2L1QCEMIK50 50260100.000000 TRY 1100000.000000 USD 2026-02-24 -27327.840000 N N N N/A N/A BOUGHT KRW SOLD USD 20260108 000000000 1.000000 NC 7052.650000 0.0034472 N/A DFE KR N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 480318.000000 USD 702718846.000000 KRW 2026-01-08 7052.650000 N N N N/A N/A BOUGHT INR SOLD USD 20260130 000000000 1.000000 NC -6368.620000 -0.0031128 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 496175.390000 USD 44128846.840000 INR 2026-01-30 -6368.620000 N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT SR UNSECURED REGS 02/35 VAR ACI2QXWW5 900000.000000 PA USD 513000.000000 0.250743 Long DBT NUSS UA N 2 2035-02-01 Variable 0 N N N N N N N/A N/A SOLD THB BOUGHT USD 20260121 000000000 1.000000 NC -8.250000 -0.000004 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 21983.640000 THB 690.180000 USD 2026-01-21 -8.250000 N N N N/A N/A BOUGHT TRY SOLD USD 20260306 000000000 1.000000 NC 29272.550000 0.0143078 N/A DFE TR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2358798.610000 USD 107260469.790000 TRY 2026-03-06 29272.550000 N N N N/A N/A BOUGHT EGP SOLD USD 20260115 000000000 1.000000 NC 12875.300000 0.0062932 N/A DFE EG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 409808.000000 USD 20228122.880000 EGP 2026-01-15 12875.300000 N N N N/A N/A BOUGHT NGN SOLD USD 20260220 000000000 1.000000 NC 60887.890000 0.0297606 N/A DFE NG N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1247962.000000 USD 1898150202.000000 NGN 2026-02-20 60887.890000 N N N N/A N/A SOLD CAD BOUGHT USD 20260114 000000000 1.000000 NC -12849.660000 -0.0062806 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 696183.640000 CAD 494649.560000 USD 2026-01-14 -12849.660000 N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 SUNAC CHINA HOLDINGS LTD SR SECURED 144A 06/28 0.00000 ACI37LP99 68585.460000 PA USD 14745.870000 0.0072074 Long DBT CORP KY N 3 2028-06-23 None 0 N N N Y N SUNAC CHINA HOLDINGS LIMITED SUNAC CHINA HOLDINGS LTD HKD XXXX N N N N/A N/A 31750RYW1 PIMCO FXVAN CALL USD TRY 55.00000000 000000000 -1986000.000000 NC USD -33146.340000 -0.0162012 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Call Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 USD - TRY 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-05-12 N/A 55.000000 USD 2026-05-11 XXXX -8470.290000 N N N N/A N/A 31750RZR1 PIMCO FXVAN PUT USD KRW 1383.0000000 000000000 -1236000.000000 NC USD -2004.790000 -0.0009799 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 USD - KRW 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-19 N/A 1383.000000 USD 2026-02-12 XXXX 590.810000 N N N N/A N/A RFR USD SOFR/3.75000 12/17/25-30Y CME 000000000 1.000000 NC USD 642929.100000 0.314249 N/A DIR US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2055-12-17 344830.980000 USD 0.000000 USD 8900000.000000 USD 298098.120000 N N N N/A N/A BOUGHT CNY SOLD USD 20260116 000000000 1.000000 NC 4720.850000 0.0023074 N/A DFE CN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1222724.080000 USD 8606000.000000 CNY 2026-01-16 4720.850000 N N N N/A N/A BOUGHT EGP SOLD USD 20260225 000000000 1.000000 NC 2.600000 0.0000013 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 115.000000 USD 5708.600000 EGP 2026-02-25 2.600000 N N N N/A N/A SOLD COP BOUGHT USD 20260326 000000000 1.000000 NC 2343.820000 0.0011456 N/A DFE CO N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 976122000.000000 COP 254000.000000 USD 2026-03-26 2343.820000 N N N N/A N/A BOUGHT VND SOLD USD 20260415 000000000 1.000000 NC 29594.550000 0.0144651 N/A DFE VN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 4031000.000000 USD 107869560000.000000 VND 2026-04-15 29594.550000 N N N PIMCO FUNDS 0EUMC1JQ5HNN1A6MGO73 PIMCO EMERGING MARKETS BOND FU PIMCO EMRG MRKTS BND INST 693391559 1929934.720000 NS USD 17562405.920000 8.58411 Long EC RF US N 1 N N N N/A N/A SOLD PEN BOUGHT USD 20260318 000000000 1.000000 NC -152.110000 -0.0000743 N/A DFE PE N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 2213779.350000 PEN 656712.950000 USD 2026-03-18 -152.110000 N N N N/A N/A 31750RZQ3 PIMCO FXVAN PUT USD KRW 1419.0000000 000000000 1236000.000000 NC USD 7150.260000 0.0034949 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Purchased BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 USD - KRW 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-19 N/A 1419.000000 USD 2026-02-12 XXXX -543.840000 N N N SENEGAL GOVT 549300NP14ZLQGWIUZ97 REPUBLIC OF SENEGAL SR UNSECURED REGS 03/28 4.75 ACI11B6Y7 500000.000000 PA 408593.530000 0.199711 Long DBT NUSS SN N 2 2028-03-13 Fixed 4.75 N N N N N N N/A N/A SOLD COP BOUGHT USD 20260226 000000000 1.000000 NC 4088.600000 0.0019984 N/A DFE CO N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 1572398000.000000 COP 412000.000000 USD 2026-02-26 4088.600000 N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT SR UNSECURED REGS 02/36 VAR ACI2QXYB9 900000.000000 PA USD 510750.000000 0.249643 Long DBT NUSS UA N 2 2036-02-01 Variable 0 N N N N N N N/A N/A 31750RZW0 PIMCO FXVAN PUT USD KRW 1385.0000000 000000000 -416000.000000 NC USD -725.920000 -0.0003548 N/A DFE US N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Put Written BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 N/A 254900HROIFWPRGM1V77 USD - KRW 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-19 N/A 1385.000000 USD 2026-02-12 XXXX 93.600000 N N N N/A N/A SOLD ARS BOUGHT USD 20260618 000000000 1.000000 NC 63770.820000 0.0311697 N/A DFE AR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 1833836480.000000 ARS 1106000.000000 USD 2026-06-18 63770.820000 N N N N/A N/A SOLD TRY BOUGHT USD 20260220 000000000 1.000000 NC -5373.690000 -0.0026265 N/A DFE TR N 2 JPMORGAN CHASE & CO. 8I5DZWZKVSZI1NUHU748 9129000.000000 TRY 200000.000000 USD 2026-02-20 -5373.690000 N N N N/A N/A 31750RZO8 PIMCO FXVAN PUT USD KRW 1380.0000000 000000000 -1198000.000000 NC USD -1678.400000 -0.0008204 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 USD - KRW 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-13 N/A 1380.000000 USD 2026-02-11 XXXX 576.240000 N N N N/A N/A BOUGHT RON SOLD USD 20260123 000000000 1.000000 NC -1557.790000 -0.0007614 N/A DFE RO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 408211.830000 USD 1764000.000000 RON 2026-01-23 -1557.790000 N N N N/A N/A IRS CNY 1.50000 03/18/26-5Y LCH 000000000 1.000000 NC 10817.580000 0.0052874 N/A DIR CN N 2 LONDON CLEARING HOUSE F226TOH6YD6XJB17KS62 CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2031-03-18 10896.990000 CNY 0.000000 CNY 17800000.000000 CNY -79.410000 N N N N/A N/A SOLD COP BOUGHT USD 20260102 000000000 1.000000 NC 35273.200000 0.0172407 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 6991495000.000000 COP 1886040.350000 USD 2026-01-02 35273.200000 N N N N/A N/A BOUGHT TRY SOLD USD 20260512 000000000 1.000000 NC 20320.840000 0.0099324 N/A DFE TR N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 600000.000000 USD 29298000.000000 TRY 2026-05-12 20320.840000 N N N UKRAINE GOVT 6354001WLTJXOMEXPY07 UKRAINE GOVERNMENT SR UNSECURED REGS 02/30 VAR ACI2QXX61 900000.000000 PA USD 535500.000000 0.26174 Long DBT NUSS UA N 2 2030-02-01 Variable 0 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5 ACI30C5Q0 8633.000000 PA USD 742.440000 0.0003629 Long DBT CORP KY N 2 2027-11-30 Fixed 5 N N N N N N N/A N/A BOUGHT NGN SOLD USD 20260223 000000000 1.000000 NC 1332.030000 0.0006511 N/A DFE NG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 26214.000000 USD 39976350.000000 NGN 2026-02-23 1332.030000 N N N N/A N/A 31750S295 PIMCO FXVAN CALL USD TRY 52.60000000 000000000 -20000000.000000 NC USD -99780.000000 -0.0487702 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written UBS AG BFM8T61CT2L1QCEMIK50 N/A 254900HROIFWPRGM1V77 USD - TRY 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-24 N/A 52.600000 USD 2026-02-23 XXXX 132420.000000 N N N N/A N/A SOLD ZAR BOUGHT USD 20260126 000000000 1.000000 NC -6788.980000 -0.0033183 N/A DFE ZA N 2 WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 9680641.990000 ZAR 576943.000000 USD 2026-01-26 -6788.980000 N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 BONOS TESORERIA PESOS BONDS 144A REGS 10/29 5.8 ACI2QBM79 470000000.000000 PA 543110.760000 0.26546 Long DBT NUSS CL N 2 2029-10-01 Fixed 5.8 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 TITULOS DE TESORERIA BONDS 11/40 12.75 ACI2WQVJ3 22126900000.000000 PA 5744845.230000 2.80795 Long DBT NUSS CO N 2 2040-11-28 Fixed 12.75 N N N N N N N/A N/A SOLD COP BOUGHT USD 20260126 000000000 1.000000 NC -6847.480000 -0.0033469 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7261122500.000000 COP 1894000.000000 USD 2026-01-26 -6847.480000 N N N N/A N/A IRS CZK 3.88000 11/03/25-5Y CME 000000000 1.000000 NC 8931.650000 0.0043656 N/A DIR CZ N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2030-11-03 0.000000 CZK -1617.270000 CZK 51900000.000000 CZK 10548.920000 N N N N/A N/A SOLD EGP BOUGHT USD 20260105 000000000 1.000000 NC -26.570000 -0.000013 N/A DFE EG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 974801.500000 EGP 20409.520000 USD 2026-01-05 -26.570000 N N N N/A N/A BOUGHT ZAR SOLD USD 20260126 000000000 1.000000 NC 25410.210000 0.0124199 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 570972.000000 USD 9890434.080000 ZAR 2026-01-26 25410.210000 N N N N/A N/A SOLD SGD BOUGHT USD 20260114 000000000 1.000000 NC -60048.420000 -0.0293503 N/A DFE SG N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 7743684.230000 SGD 5968051.610000 USD 2026-01-14 -60048.420000 N N N N/A N/A 31750RZK6 PIMCO FXVAN PUT USD KRW 1382.0000000 000000000 -1198000.000000 NC USD -1806.580000 -0.000883 N/A DFE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 Put Written BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 254900HROIFWPRGM1V77 USD - KRW 000000000 0.000000 NC 0.000000 0.000000 DFE US 0.000000 N/A 0.000000 N/A 2026-02-13 N/A 1382.000000 USD 2026-02-11 XXXX 460.040000 N N N N/A N/A BOUGHT NGN SOLD USD 20260120 000000000 1.000000 NC 6205.400000 0.0030331 N/A DFE NG N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 113564.000000 USD 173185100.000000 NGN 2026-01-20 6205.400000 N N N 2026-02-27 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX