# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004471
**Filing Date:** 2025-11
**Character Count:** 252877
**Document Hash:** 759905d9aa24265a6afedb7386220269
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004471.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004471

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**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:** 251528294

**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 TRENDS Managed Futures Strategy Fund (Series ID: S000042791)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000132356 | Institutional Class | PQTIX           |
| C000132357 | I-2                 | PQTPX           |
| C000132360 | Class A             | PQTAX           |
| C000132361 | Class C             | PQTCX           |
| C000200466 | I-3                 | PQTNX           |

## 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 TRENDS Managed Futures Strategy Fund

- **b. EDGAR series identifier (if any):** S000042791

- **c. LEI of Series:** 549300S81G7J3BKSIV79

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

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

- **b. Date as of which information is reported:** 2025-09-30

**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:** $2620872333.08

**Total Liabilities:** $1110027838.07

**Net Assets:** $1510844495.01

**Amount of Assets Invested in Other Investment Companies:** $500556477.63

**Cash Not Reported:** $195806705.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 442950.620500 | **1-Year:** 112496.378700 | **5-Year:** 370396.453100 | **10-Year:** 38282.236100 | **30-Year:** -65339.292800

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

- **3-Month:** 47606.397900 | **1-Year:** 26484.598800 | **5-Year:** 60068.126000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000132360 | -0.75%               | 3.23%                | 3.02%                |
| Class ID C000132361 | -0.85%               | 3.12%                | 3.03%                |
| Class ID C000132357 | -0.73%               | 3.28%                | 3.07%                |
| Class ID C000200466 | -0.84%               | 3.27%                | 3.07%                |
| Class ID C000132356 | -0.83%               | 3.36%                | 3.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-256393.33              | $358124.77                                 |
| Month 2  | $2199728.37              | $18868725.48                               |
| Month 3  | $2511082.16              | $30227413.54                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF         | CUSIP: 38383KYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    979983 | PA      | $982404.91    | 0.07%             | 2074-05-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                    | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |  55920782 | PA      | $548638787.60 | 36.31%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT ZAR SOLD USD 20251020                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $417909.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251003                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $7658.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251208                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $157.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-688289.80   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-1204779.76  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20251208                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $5364.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MXN SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $2589.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MXN SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $8814.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2007-A                                  | SLM STUDENT LOAN TRUST SLMA 2007 A A4A                 | CUSIP: 78443DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216845 | PA      | $212626.72    | 0.01%             | 2041-12-16      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX IG45 5Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2091454.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ZAR SOLD USD 20251020                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $198531.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4265                                        | FREDDIE MAC FHR 4265 FM                                | CUSIP: 3137B5R39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    448230 | PA      | $444008.59    | 0.03%             | 2043-11-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $119440.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STEELE CREEK CLO LTD 2018-1A                                   | STEELE CREEK CLO LTD STCR 2018 1A A 144A               | CUSIP: 85815CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    212769 | PA      | $212971.54    | 0.01%             | 2031-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CLP 5.50000 03/19/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $-2646955.66  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20251016                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1411.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $787.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-84                                      | FANNIE MAE FNR 2014 84 BF                              | CUSIP: 3136AL2T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    527443 | PA      | $522127.59    | 0.03%             | 2044-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD BRL BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-26374.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT IDR SOLD USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $54452.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MXN SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1092.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LIVE CATTLE FUTR  DEC25 XCME 20251231                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       151 | NC      | $-153570.02   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT MYR SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $-23668.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-47899.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 4730                                               | FREDDIE MAC FHR 4730 WF                                | CUSIP: 3137FBCF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    751187 | PA      | $741651.19    | 0.05%             | 2038-08-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | LEAN HOGS FUTURE  DEC25 XCME 20251212                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       435 | NC      | $114819.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRALEE CLO VI LTD 2019 6A                                      | TRALEE CDO LTD TRAL 2019 6A A1RR 144A                  | CUSIP: 89289EBL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    389729 | PA      | $390435.36    | 0.03%             | 2032-10-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD ILS BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-12480.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NOK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $363867.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-62958.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS EUR 2.00000 03/18/26-2Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $243024.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-4905.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS HUF 6.17000 08/13/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |         1 | NC      | $-460908.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20251202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $17093.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD MYR BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $-14128.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS COP IBR/8.10500 10/25/24-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |         1 | NC      | $677998.69    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H15              | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF         | CUSIP: 38380LA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    985399 | PA      | $989516.09    | 0.07%             | 2069-09-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CAD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-21200.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SPI 200 FUTURES   DEC25 XSFE 20251218                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | AU        |       167 | NC      | $-30664.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | AUST 10Y BOND FUT DEC25 XSFE 20251215                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |       111 | NC      | $-25740.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                           | JACKSON NATL LIFE GLOBAL SECURED 144A 01/27 4.9        | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3429760.03   | 0.23%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL 25 LTD                                      | NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A          | CUSIP: 668468AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.07%             | 2034-07-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $7870.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251103                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $3191.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $189141.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H11              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD         | CUSIP: 38383KZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    966888 | PA      | $970791.24    | 0.06%             | 2074-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX IG44 5Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $7052859.40   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H09              | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H09 AF         | CUSIP: 38375BLE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43926 | PA      | $43945.54     | 0.00%             | 2061-03-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251119                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1270.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-17539.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME NICKEL FUTURE OCT25 XLME 20251013                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       302 | NC      | $-532056.72   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251112                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1715.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS HUF 5.85000 05/06/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |         1 | NC      | $1202915.51   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SEK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-131172.71   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-250591.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | NATURAL GAS FUTR  DEC25 XNYM 20251125                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -63 | NC      | $-60456.06    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $1700.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS ZAR 7.33000 07/10/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $823155.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $195016.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-3642.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME ZINC FUTURE   NOV25 XLME 20251117                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       305 | NC      | $1058597.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | RFR USD SOFR/4.00000 03/18/26-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-251425.94   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | MILL WHEAT EURO   DEC25 XPAR 20251210                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |     -2561 | NC      | $1067024.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MDPK-2021-39A                                                  | MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A         | CUSIP: 55821LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001894.77   | 0.07%             | 2034-10-22      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $120429.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251128                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1770.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD EUR BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-101941.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 15 LTD                                             | ELMWOOD CLO 15 LTD ELM15 2022 2A A1R 144A              | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    300000 | PA      | $301141.07    | 0.02%             | 2035-04-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC         | CUSIP: 38383KVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1318021 | PA      | $1317556.05   | 0.09%             | 2074-02-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $41558.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NOK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-1.71        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-6601.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 12/25 0.00000                            | CUSIP: 912797QS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    122000 | PA      | $121155.68    | 0.01%             | 2025-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRALEE CLO V LTD 2018-5A                                       | TRALEE CLO LTD TRAL 2018 5A A1RR 144A                  | CUSIP: 89300JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001176.12   | 0.07%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS ZAR 7.79000 03/03/25-5Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2599774.82   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS PLN 4.85500 02/10/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |         1 | NC      | $2304890.48   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 10/25 0.00000                            | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9285000 | PA      | $9254755.88   | 0.61%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $31691.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR GBP SONIO/3.50000 03/18/26-2Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $417857.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | 317UADDA7 PIMCO SWAPTION 3.65 PUT USD 20260909         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 332100000 | NC      | $360428.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OBX 2022-NQM1 TRUST                                            | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A         | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5446533 | PA      | $4944761.51   | 0.33%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK LTD 2021-1A                                     | SANDSTONE PEAK LTD. SAND 2021 1A A1R 144A              | CUSIP: 800130AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002250.00   | 0.07%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS COP IBR/8.18000 11/01/24-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |         1 | NC      | $446053.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX HY45 5Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $792663.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-998.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-B                                  | SLM STUDENT LOAN TRUST SLMA 2005 B A4                  | CUSIP: 78443CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400777 | PA      | $391420.53    | 0.03%             | 2039-06-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR USD SOFR/3.50000 03/18/26-2Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2218889.58  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CAD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-540.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $172188.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | MSCI SING IX ETS  OCT25 XSIM 20251030                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | SG        |      1052 | NC      | $-18603.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | CDX ITRAXX XOV44 5Y ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $4755568.77   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 13.7378 07/16/25-01/02/31 CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-953757.14   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BCC-2021-5A                                                    | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A    | CUSIP: 05682EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001193.28   | 0.07%             | 2034-10-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 2021-20A LTD                             | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A      | CUSIP: 03330YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001250.00   | 0.07%             | 2035-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251009                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $5459.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME PRI ALUM FUTR OCT25 XLME 20251013                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       293 | NC      | $570457.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251119                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $5862.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                    | PIMCO PRV SHORT TERM FLT III MUTUAL FUND               | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   8554118 | PA      | $83308554.12  | 5.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-1183.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-206.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251203                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $325.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME PRI ALUM FUTR NOV25 XLME 20251117                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       492 | NC      | $538222.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-12681.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT AUD SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-118931.97   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS SGD SIBSORA/1.50000 03/18/26-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |         1 | NC      | $-722158.42   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ICE RTD MONTH COA JAN26 IFEU 20260130                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -46 | NC      | $84904.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | NIKKEI 225  (SGX) DEC25 XSIM 20251211                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | SG        |        95 | NC      | $468443.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2      | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 2 A3         | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270719 | PA      | $271234.34    | 0.02%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | E-MINI RUSS 2000  DEC25 XCME 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        99 | NC      | $142561.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251030                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1160.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SEK SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $133050.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-2                                  | SLM STUDENT LOAN TRUST SLMA 2013 2 A                   | CUSIP: 78446CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385597 | PA      | $380155.53    | 0.03%             | 2043-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ZAR SOLD USD 20251120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $3023.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20251021                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-8274.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SUGAR  11 (WORLD) MAR26 IFUS 20260227                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |     -2212 | NC      | $-353324.74   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| TSTAT 2022-1A LTD                                              | TSTAT 2022 1 LTD TSTAT 2022 1A A1RR 144A               | CUSIP: 872899AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    159293 | PA      | $159473.03    | 0.01%             | 2037-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/8.70000 03/19/25-10Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $3726455.11   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NOK SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $1135673.55   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 12/25 0.00000                            | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    414000 | PA      | $410860.56    | 0.03%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS ZAR 8.27600 06/14/24-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2747613.60   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20251031                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-830.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CLP 4.80000 06/18/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $1748.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OMXS30 IND FUTURE OCT25 XSTO 20251017                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | SE        |       931 | NC      | $136163.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $111.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | TTF NAT GAS F     JAN26 NDEX 20251230                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |      -530 | NC      | $738183.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PIKES PEAK CLO 2018-2A                                         | PIKES PEAK CLO PIPK 2018 2A ARR 144A                   | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001185.72   | 0.07%             | 2034-10-11      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1905.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-76720.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD BRL BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-31548.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS COP IBR/8.10500 10/28/24-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |         1 | NC      | $1422961.71   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-30777.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20251016                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $208.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME ZINC FUTURE   OCT25 XLME 20251013                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -430 | NC      | $-2328437.04  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 3984                                        | FREDDIE MAC FHR 3984 DF                                | CUSIP: 3137AKEE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123302 | PA      | $122626.65    | 0.01%             | 2042-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2019-4A                                         | PIKES PEAK CLO PIPK 2019 4A ARR 144A                   | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001573.84   | 0.07%             | 2034-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOYBEAN OIL FUTR  DEC25 XCBT 20251212                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       105 | NC      | $-299397.73   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD CHF BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $314837.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD COP BOUGHT USD 20251027                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-681758.16   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GRIFFITH PARK CLO DAC 1A                                       | GRIFFITH PARK CLO GRIPK 1A A1RA 144A                   | CUSIP: ACI21WN53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    166557 | PA      | $195660.94    | 0.01%             | 2031-11-21      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | MORGAN STANLEY SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $8082.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                          | CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A           | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    304254 | PA      | $304580.67    | 0.02%             | 2031-10-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PHP SOLD USD 20251215                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $-365401.53   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251124                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $720.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD BRL BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-17880.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-1810.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD BRL BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-198586.67   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PEN SOLD USD 20251205                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $850995.19    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2021-2A                                     | WIND RIVER CLO LTD WINDR 2021 2A A1R 144A              | CUSIP: 97315VAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100148.67   | 0.07%             | 2034-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2024-1                              | FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A         | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    671858 | PA      | $674228.89    | 0.04%             | 2028-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $12700.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS AUD 4.25000 03/18/26-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-206465.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD BRL BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-3257.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME NICKEL FUTURE OCT25 XLME 20251013                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -302 | NC      | $5628.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | CARBON EMISSIONS FUTURES NDEX 20251215                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |       301 | NC      | $-119413.30   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $101597.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HUF SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-241568.97   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NZD BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-68246.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PHP SOLD USD 20251215                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $-456815.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $1570253.89   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-40                                      | FANNIE MAE FNR 2016 40 PF                              | CUSIP: 3136ASM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    860764 | PA      | $856100.84    | 0.06%             | 2046-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20251113                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $136.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CLP SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $-74046.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-16890.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT KRW SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-650435.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | TOPIX INDX FUTR   DEC25 XOSE 20251211                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | JP        |       187 | NC      | $324674.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | CAN 10YR BOND FUT DEC25 XMOD 20251218                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       128 | NC      | $50585.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | FTSE CHINA A50    OCT25 XSIM 20251030                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | SG        |      3682 | NC      | $83518.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT NOK SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-111720.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H04              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H04 FA         | CUSIP: 38383KQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    371324 | PA      | $370140.97    | 0.02%             | 2074-02-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HUF SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-288466.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $91062.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROWMARK COLORADO HOLDINGS 2018-3A                            | ELEVATION CLO LTD AWPT 2018 3A A1R2 144A               | CUSIP: 28623VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003526.83   | 0.07%             | 2035-01-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | INF SWAP US IT 2.5975 04/10/24-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-62493.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $42299.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1629.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CAD BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-82579.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/7.77500 06/18/25-5Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $-287390.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-5884.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251001                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $9089.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NOK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-422.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-141698.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CAD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-8342.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-26333.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT THB SOLD USD 20251020                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-1631.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT THB SOLD USD 20251020                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-3517.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251117                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2199.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION               | MORGAN STANLEY PVT BANK SR UNSECURED 07/28 VAR         | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2308321.63   | 0.15%             | 2028-07-06      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-4827.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                           | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14770947 | PA      | $15275018.42  | 1.01%             | 2054-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-243007.19   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD AUD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $218047.66    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR USD SOFR/4.00000 03/18/26-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $4240530.84   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-6297.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-309.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CLP BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $-66713.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS ILS SHIRON/3.80000 07/04/25-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |         1 | NC      | $-133820.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NOK SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $424.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HUF SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-4379.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-75155.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CLP 4.65000 06/18/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $-1710401.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NZD BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-374116.49   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME ZINC FUTURE   OCT25 XLME 20251013                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       430 | NC      | $2132293.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $2127.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $139.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NOK SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $1.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $99623.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | PARIBAS REPO                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   6300000 | PA      | $6300000.00   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OMXS30 IND FUTURE DEC25 XSTO 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | SE        |      -180 | NC      | $-45338.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF         | CUSIP: 38383KVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    955290 | PA      | $955553.36    | 0.06%             | 2074-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD HUF BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-45953.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $3.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 10/25 0.00000                            | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $997756.11    | 0.07%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                        | FREDDIE MAC FHR 5426 CF                                | CUSIP: 3137HCY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1182443 | PA      | $1178507.95   | 0.08%             | 2050-12-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $108157.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOYBEAN MEAL FUTR DEC25 XCBT 20251212                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |     -1325 | NC      | $3141730.61   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | NY HARB ULSD FUT  JAN26 XNYM 20251231                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       196 | NC      | $190368.59    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                                      | FANNIE MAE FNR 2024 38 AF                              | CUSIP: 3136BR5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    718246 | PA      | $718574.35    | 0.05%             | 2047-12-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SGD BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $72818.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H12              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC         | CUSIP: 38383KZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    391196 | PA      | $392518.02    | 0.03%             | 2074-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $13912.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS PLN 4.69200 03/31/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |         1 | NC      | $1486081.82   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $271719.40    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H08              | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H08 FC         | CUSIP: 38380L7K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31852 | PA      | $31938.66     | 0.00%             | 2070-02-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS ILS SHIRON/4.17000 05/23/25-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |         1 | NC      | $-487701.42   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                                  | NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875            | CUSIP: ACI21LG55<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |    200000 | PA      | $159420.00    | 0.01%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS PLN 4.67000 03/31/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |         1 | NC      | $214882.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5383                                        | FREDDIE MAC FHR 5383 AF                                | CUSIP: 3137HBGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1286263 | PA      | $1295248.35   | 0.09%             | 2048-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD COP BOUGHT USD 20251105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-333871.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                 | CARMAX AUTO OWNER TRUST CARMX 2022 4 A3                | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1069119 | PA      | $1073171.53   | 0.07%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PEN BOUGHT USD 20251219                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-136932.75   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20251208                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $1.54         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H05              | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H05 FC         | CUSIP: 38376RU61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349564 | PA      | $350277.47    | 0.02%             | 2067-02-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NZD SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-1790361.26  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NZD SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-133911.05   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | HANG SENG IDX FUT OCT25 XHKF 20251030                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | HK        |       146 | NC      | $296618.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-1100.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CLP SOLD USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $27432.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGATTA XVI FUNDING LTD 2019-2A                                | REGATTA XVI FUNDING LTD. REG16 2019 2A A1R 144A        | CUSIP: 75888TAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    928590 | PA      | $930867.15    | 0.06%             | 2033-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SEK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $384606.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20251003                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-69.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CME BITCOIN FUT   OCT25 XCME 20251031                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         5 | NC      | $52669.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT ZAR SOLD USD 20251020                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $344946.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD ILS BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-229290.38   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO 2022 XVIIIA LTD                                  | JAMESTOWN CLO LTD JTWN 2022 18A AR 144A                | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001134.11   | 0.07%             | 2035-07-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK/NEW YORK BRANCH                        | STANDARD CHARTERED BK/NY SR UNSECURED 12/27 4.853      | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   3700000 | PA      | $3768047.88   | 0.25%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $34810.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 13.57 07/17/25-01/02/31 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $434311.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD 2018-12BA                         | NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A         | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    535520 | PA      | $536025.07    | 0.04%             | 2031-06-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                          | ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR           | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10024578.70  | 0.66%             | 2026-07-16      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NOK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $3.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-10                                      | FANNIE MAE FNR 2024 10 AF                              | CUSIP: 3136BQ6A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1175939 | PA      | $1173315.16   | 0.08%             | 2050-12-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20251020                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $36.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20251016                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1156.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-7554.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-9                                       | FANNIE MAE FNR 2019 9 FA                               | CUSIP: 3136B33L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    421111 | PA      | $417983.16    | 0.03%             | 2049-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $216.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT IDR SOLD USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $66416.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | FTSE/MIB IDX FUT  DEC25 XDMI 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |        68 | NC      | $-37458.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | EURO STOXX BANK   DEC25 XEUR 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DE        |      1271 | NC      | $-46258.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5567                                        | FREDDIE MAC FHR 5567 FB                                | CUSIP: 3137HMEX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    487499 | PA      | $490311.01    | 0.03%             | 2055-08-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                           | GNMA II TBA 30 YR 6 JUMBOS                             | CUSIP: 21H0606B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22366000 | PA      | $22748272.74  | 1.51%             | 2054-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 12.955 07/01/25-01/02/31 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-434659.32   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | PALLADIUM FUTURE  DEC25 XNYM 20251229                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       135 | NC      | $1461275.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-1841.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 11/25 0.00000                            | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2788751.00   | 0.18%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-9072.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APIDOS CLO XI 2012-11A                                         | APIDOS CLO LTD APID 2012 11A AR4 144A                  | CUSIP: 03763YBY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001488.78   | 0.07%             | 2034-04-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | FTSE 100 IDX FUT  DEC25 IFLL 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       274 | NC      | $292959.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-251.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CAD SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $201.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MXN SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $2997950.69   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | S+P500 EMINI FUT  DEC25 XCME 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        20 | NC      | $78183.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2309.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PEN SOLD USD 20260526                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $679720.73    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CAD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-638.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251021                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1926.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-489.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                  | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A    | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430274 | PA      | $435172.75    | 0.03%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS MYR R 3.00000 03/18/26-5Y CBK                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |         1 | NC      | $-1531793.37  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $5309.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC         | CUSIP: 38383KYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    642599 | PA      | $642385.26    | 0.04%             | 2074-05-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-54                                      | FANNIE MAE FNR 2024 54 FC                              | CUSIP: 3136BSSC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    734937 | PA      | $738417.91    | 0.05%             | 2054-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-50835.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-62                                      | FANNIE MAE FNR 2016 62 AF                              | CUSIP: 3136ATVF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    474394 | PA      | $471088.76    | 0.03%             | 2046-09-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MXN SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $4487.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                        | FREDDIE MAC FHR 5426 AF                                | CUSIP: 3137HCXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1356815 | PA      | $1361256.79   | 0.09%             | 2050-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20251119                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-5674.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $632.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | FTSE TAIWAN INDEX OCT25 XSIM 20251030                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | SG        |       493 | NC      | $-351075.86   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GREYWOLF CLO III LTD 2020-3RA                                  | GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A              | CUSIP: 39809CAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    975219 | PA      | $977812.64    | 0.06%             | 2033-04-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | COPPER FUTURE     DEC25 XCEC 20251229                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -43 | NC      | $-389717.88   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20251105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $4943875.14   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CAD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-672202.88   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CZK 3.58500 06/12/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |         1 | NC      | $1396830.10   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | US 10YR ULTRA FUT DEC25 XCBT 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       284 | NC      | $99843.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-BA                             | NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A      | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223942 | PA      | $223659.37    | 0.01%             | 2059-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CNH SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-71478.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A                | OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A   | CUSIP: ACI1WXMN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    142463 | PA      | $167273.51    | 0.01%             | 2031-10-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $99959.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CAD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $2527558.78   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 01/26 0.00000                            | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    331000 | PA      | $326855.51    | 0.02%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD MXN BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-108693.01   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | COFFEE 'C' FUTURE MAR26 IFUS 20260319                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        20 | NC      | $90951.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251027                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $729.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS ILS SHIRON-.901/3.9075 4/21/25-5YLCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |         1 | NC      | $1030169.58   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251014                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1415.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-A                                  | SLM STUDENT LOAN TRUST SLMA 2005 A A4                  | CUSIP: 78443CBV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234681 | PA      | $231550.49    | 0.02%             | 2038-12-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD EUR BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $212555.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-285246.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | 317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 268300000 | NC      | $291185.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | WTI CRUDE FUTURE  JAN26 XNYM 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -50 | NC      | $3163.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | WIG20 INDEX FUT   DEC25 WDER 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | PL        |       653 | NC      | $-31074.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT THB SOLD USD 20251208                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-620675.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME LEAD FUTURE   NOV25 XLME 20251117                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       133 | NC      | $-83708.87    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20251016                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $94.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 14.74 03/05/25-01/02/31 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-682543.17   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | COFF ROBUSTA 10TN NOV25 IFEU 20251124                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -95 | NC      | $-373646.46   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251027                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $730.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-7364.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TIAA CLO IV LTD 2018-1A                                        | TIAA CLO LTD TIA 2018 1A A1AR 144A                     | CUSIP: 88631YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    553726 | PA      | $554135.06    | 0.04%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $369778.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SHORT EURO-BTP FU DEC25 XEUR 20251208                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |      -633 | NC      | $-22742.04    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $314822.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NZD BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-51492.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD MYR BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $5525.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $9419.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS EUR 2.75000 03/18/26-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $180987.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RECETTE CLO LTD 2015-1A                                        | RECETTE CLO LLC RCTTE 2015 1A ARR 144A                 | CUSIP: 75620TAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600900.00    | 0.04%             | 2034-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR        | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3522000 | PA      | $3548981.76   | 0.23%             | 2026-03-06      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $49619.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CZK 3.55000 03/07/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |         1 | NC      | $22958.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XIV LTD 2019-1A                              | MOUNTAIN VIEW CLO MVEW 2019 1A A1R 144A                | CUSIP: 62432MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001450.00   | 0.07%             | 2034-10-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOYBEAN FUTURE    JAN26 XCBT 20260114                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -263 | NC      | $131089.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | IRS KRW 2.50000 03/18/26-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |         1 | NC      | $-840002.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-23894.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NOK SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $56645.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251119                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $7594.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $89216.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20251016                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $32.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT KRW SOLD USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-245.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST      | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $196553.13    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD 2021-43A             | NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A         | CUSIP: 64134AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001110.13   | 0.07%             | 2036-07-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-3195.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $183208.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251119                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $2984.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD MYR BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $-584.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | S+P/TSX 60 IX FUT DEC25 XMOD 20251218                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |       109 | NC      | $436708.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H20              | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H20 FC         | CUSIP: 38380LQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46610 | PA      | $46632.41     | 0.00%             | 2069-11-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $483122.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $147668.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2        | CUSIP: 14688PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40146 | PA      | $40170.33     | 0.00%             | 2027-11-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | ICE 3MTH SONIA FU DEC26 IFLL 20270316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      -557 | NC      | $92829.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD ILS BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-2178699.63  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ICE RTD MONTH COA MAR26 IFEU 20260327                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -46 | NC      | $20504.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | IBEX 35 INDX FUTR OCT25 XMRV 20251017                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |       129 | NC      | $172830.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-155007.84   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                  | MOLSON COORS BEVERAGE COMPANY GUAR 07/26 3             | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2875074.70   | 0.19%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD 2019-1A                            | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A     | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    491005 | PA      | $491338.45    | 0.03%             | 2032-07-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | US 2YR NOTE (CBT) DEC25 XCBT 20251231                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       353 | NC      | $46380.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | UK NATURAL GAS FUTNOV25 IFEU 20251030                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -545 | NC      | $937244.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT RON SOLD USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $46.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT AUD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $492411.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HKD SOLD USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $-1420.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20251112                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-406.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO X BV 10A                                     | ARES EUROPEAN CLO ARESE 10A AR 144A                    | CUSIP: ACI1Y2RR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    112169 | PA      | $131665.44    | 0.01%             | 2031-10-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | GOLDMAN SACHS REPO REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   9300000 | PA      | $9300000.00   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | 317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  25700000 | NC      | $27892.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ICE RTD MONTH COA FEB26 IFEU 20260227                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -46 | NC      | $52704.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251031                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $4085.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD HUF BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-16883.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $862566.83    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PEN BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-463.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-29658.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD MXN BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-28292.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NOK SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-612.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MXN SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $703.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $23891.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 13.23 08/18/25-01/02/31 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-108386.06   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SILVER FUTURE     DEC25 XCEC 20251229                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       131 | NC      | $5557571.51   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS 2019-33                                      | FANNIE MAE FNR 2019 33 FB                              | CUSIP: 3136B45C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1395647 | PA      | $1361506.88   | 0.09%             | 2049-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-19167.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $726.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | US 5YR NOTE (CBT) DEC25 XCBT 20251231                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -417 | NC      | $-53753.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | KC HRW WHEAT FUT  DEC25 XCBT 20251212                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |     -1557 | NC      | $3275678.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $134.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR GBP SONIO/4.25000 03/18/26-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $493995.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20251016                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1832.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CHF SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $415.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20251009                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-896.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS AUD 3.25000 03/18/26-2Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $749893.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $126023.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H33              | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H33 FA         | CUSIP: 38376RNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79309 | PA      | $79378.54     | 0.01%             | 2065-12-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/9.10000 03/19/25-5Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $2374627.80   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SGD BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-4.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01              | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FV         | CUSIP: 38380LPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    738733 | PA      | $742139.12    | 0.05%             | 2068-12-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT RON SOLD USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $1498.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS INR MIBOR/5.75000 03/18/26-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IN        |         1 | NC      | $-254733.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CHF BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-2444.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/8.13500 04/29/25-10Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $-1305774.40  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | GOLD 100 OZ FUTR  DEC25 XCEC 20251229                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -794 | NC      | $-23062979.84 | -1.53%            |  |  |  | No            |                  1 | On Loan: No      |
| CANYON CLO 2021-4 LTD                                          | CANYON CAPITAL CLO LTD CANYC 2021 4A AR 144A           | CUSIP: 13877PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500023.32    | 0.03%             | 2034-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS HKD 3.00000 03/18/26-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HK        |         1 | NC      | $229933.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20251016                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $30025.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME LEAD FUTURE   OCT25 XLME 20251013                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -366 | NC      | $321496.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT ZAR SOLD USD 20251120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1065.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                | AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A   | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001950.00   | 0.07%             | 2035-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $1910447.82   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2006-A                                  | SLM STUDENT LOAN TRUST SLMA 2006 A A5                  | CUSIP: 78443CCL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410543 | PA      | $394413.59    | 0.03%             | 2039-06-15      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | DEUTSCHE BANK REPO REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  14800000 | PA      | $14800000.00  | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-468773.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO I 2021-1A                                       | 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A               | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001184.18   | 0.07%             | 2034-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CHF SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $420112.77    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX HY44 5Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $4007327.69   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251021                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $6514.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 13.47 08/22/25-01/02/31 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-69961.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS COP IBR/8.25000 10/30/24-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |         1 | NC      | $380542.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SEK SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $1181320.41   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $8265.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $41978.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-36744.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS COP IBR/8.22500 06/18/25-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |         1 | NC      | $-746336.91   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-36724.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS PLN 4.91000 02/10/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |         1 | NC      | $-121331.91   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 13.29 06/23/25-01/02/31 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-3841.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | FTSE/JSE TOP 40   DEC25 XSAF 20251218                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |       446 | NC      | $1034296.47   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-836231.32   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 12/25 0.00000                            | CUSIP: 912797RR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    254000 | PA      | $252298.34    | 0.02%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD 2013-2A                                     | ARES CLO LTD ARES 2013 2A AR3 144A                     | CUSIP: 00190YBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001660.18   | 0.07%             | 2034-10-28      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD EUR BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $16809.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20251006                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-2094.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CLP SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $-26140.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ZAR SOLD USD 20251120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $4980.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME NICKEL FUTURE NOV25 XLME 20251117                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       156 | NC      | $39026.58     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20251003                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-495.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 11/25 0.00000                            | CUSIP: 912797RM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1134000 | PA      | $1129712.32   | 0.07%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE 44 CLO LTD                                             | VENTURE CDO LTD VENTR 2021 44A A1NR 144A               | CUSIP: 92332KAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001708.77   | 0.07%             | 2034-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20251117                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-879.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 10/25 0.00000                            | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2904000 | PA      | $2899100.72   | 0.19%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS CAD CAONREPO/3.2500 03/18/26-30Y LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-875926.74   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4736                                        | FREDDIE MAC FHR 4736 AF                                | CUSIP: 3137FCHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    631565 | PA      | $600938.95    | 0.04%             | 2042-08-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | AUST 3YR BOND FUT DEC25 XSFE 20251215                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |      -749 | NC      | $-1239.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $214369.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NOK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-0.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                               | SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A         | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    722778 | PA      | $728185.63    | 0.05%             | 2063-11-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-483336.41   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR USD SOFR/3.50000 03/18/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $170841.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251010                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $719.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $4891.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 11/25 0.00000                            | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1033000 | PA      | $1027511.33   | 0.07%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $17316.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | INF SWAP US IT 2.5 03/29/23-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1281289.66  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                           | FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F0504A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 109900000 | PA      | $111049113.30 | 7.35%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX EM44 ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-3580970.41  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $3388.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $1685.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $3844.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | 3MO EURO EURIBOR  MAR27 IFLL 20270315                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      -296 | NC      | $19580.07     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | IFSC NIFTY 50 FUT OCT25 INSE 20251028                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |       351 | NC      | $-231395.26   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $68213.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TWD SOLD USD 20251020                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-2651.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-350984.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 10/25 0.00000                            | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3782000 | PA      | $3781578.07   | 0.25%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ZAR SOLD USD 20251020                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $3616.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NOK SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $0.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 12/25 0.00000                            | CUSIP: 912797RW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $69484.84     | 0.00%             | 2025-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20251113                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $2145681.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CORN FUTURE       DEC25 XCBT 20251212                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |     -2070 | NC      | $-313130.66   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD NZD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $3044351.39   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD BRL BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-279025.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-4 LTD                             | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 4A A1R 144A    | CUSIP: 05685AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001682.25   | 0.07%             | 2034-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT IDR SOLD USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-3062.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $245738.16    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CLP SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $-38044.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CAD BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $37155.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CZK 3.76000 11/01/24-10Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |         1 | NC      | $609063.87    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD ZAR BOUGHT USD 20251020                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-34835.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                     | 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A            | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300538.91    | 0.02%             | 2034-10-23      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-222689.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20251117                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-503.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO VI LTD 2017-6A                                    | TRINITAS CLO LTD TRNTS 2017 6A ARRR 144A               | CUSIP: 89640YBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999950.00    | 0.07%             | 2034-01-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A             | NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A         | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001176.75   | 0.07%             | 2036-10-14      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS CAD CAONREPO/2.50000 03/18/26-2Y LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $191909.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CBOE VIX FUTURE   OCT25 XCBF 20251022                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      -917 | NC      | $-101379.58   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20251128                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $1470.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SEK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-224.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-2262.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $687444.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $102672.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NOK SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-186484.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS CAD CAONREPO/3.0000 03/18/26-10Y LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $1836109.50   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | VSTOXX FUTURE     OCT25 XEUR 20251022                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DE        |      -686 | NC      | $124071.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                    | GOLD CMX WR FAC 5001 HSBC SOC                          | CUSIP: 902XNK008<br>LEI: N/A                  | Long             | COMM             |  | US        |     92067 | NS      | $352435558.77 | 23.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD COP BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $55063.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | COCOA FUTURE      MAR26 IFUS 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -25 | NC      | $59226.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | NASDAQ 100 E-MINI DEC25 XCME 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        62 | NC      | $622538.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | WHEAT FUTURE(CBT) DEC25 XCBT 20251212                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |     -1278 | NC      | $2215483.46   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | LME LEAD FUTURE   OCT25 XLME 20251013                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       366 | NC      | $-93198.24    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT NZD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-135498.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-2 LTD                             | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 2A A1R 144A    | CUSIP: 05684RAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001317.97   | 0.07%             | 2034-07-16      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD MYR BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $-7493.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NOK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $612.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | COCOA FUTURE      DEC25 IFUS 20251215                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -51 | NC      | $282880.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $58955.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-3 LTD                             | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 3A A1RR 144A   | CUSIP: 05684CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002305.55   | 0.07%             | 2034-10-23      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20251113                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $1202.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                           | FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F0504B9<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -12100000 | PA      | $-12223681.48 | -0.81%            | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A                      | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A   | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123881 | PA      | $119913.41    | 0.01%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD 2021-6A                            | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 6A A1R 144A    | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001334.33   | 0.07%             | 2034-10-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 13.385 08/27/25-01/02/31 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $35967.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20251016                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1762.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 36A LTD                                                | KKR FINANCIAL CLO LTD KKR 36A AR 144A                  | CUSIP: 48255AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1200022.87   | 0.08%             | 2034-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SGD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $531668.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CAC40 10 EURO FUT OCT25 XPAR 20251017                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |        41 | NC      | $11272.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-H22              | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H22 FE         | CUSIP: 38375BHR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7734 | PA      | $7646.40      | 0.00%             | 2059-05-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HKD SOLD USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $-558.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-18A                            | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A     | CUSIP: 04943EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003755.16   | 0.07%             | 2035-01-18      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | COTTON NO.2 FUTR  DEC25 IFUS 20251208                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -92 | NC      | $4598.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                              | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1B 144A        | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2720005.65   | 0.18%             | 2055-05-17      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HUF SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-1392.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CLP 4.70000 09/17/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $260603.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20251113                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $3639.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20251001                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-3620.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/8.09000 06/18/25-5Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $-2120097.17  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | 3 MONTH SOFR FUT  DEC26 XCME 20270316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       320 | NC      | $-130313.60   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-74356.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-1                                 | CARMAX AUTO OWNER TRUST CARMX 2023 1 A3                | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200366 | PA      | $200812.04    | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD MYR BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $1225.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CNH SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-93774.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS PLN 3.95200 07/29/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |         1 | NC      | $1242953.98   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/9.10000 12/18/24-10Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $4590528.28   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CNY 1.50000 03/18/26-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |         1 | NC      | $1996697.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT AUD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $22273.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 95 CLO LTD                                              | DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A         | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1101028.02   | 0.07%             | 2034-08-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BRENT CRUDE FUTR  JAN26 IFEU 20251128                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -63 | NC      | $-25863.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LP                                            | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55            | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $397716.92    | 0.03%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR JPY MUTK/1.50000 03/18/26-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $497258.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 11/25 0.00000                            | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    889000 | PA      | $883580.81    | 0.06%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CLP SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $-7276.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | WTI CRUDE FUTURE  DEC25 XNYM 20251120                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -81 | NC      | $-4051.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | INF SWAP US IT 2.525 06/07/23-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $238659.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                           | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24829053 | PA      | $25661817.95  | 1.70%             | 2054-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PHP SOLD USD 20251215                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $-887.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20251113                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $226032.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                     | SPACE COAST CREDIT UNION SCCU 2025 1A A2 144A          | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501841.75    | 0.03%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | NATURAL GAS FUTR  JAN26 XNYM 20251229                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -557 | NC      | $27171.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC AVENUE 2024-3A LTD                                    | ATLANTIC AVENUE LTD MCCP 2024 3A A 144A                | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $901125.00    | 0.06%             | 2035-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PHP BOUGHT USD 20251215                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $1034204.35   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | DAX INDEX FUTURE  DEC25 XEUR 20251219                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DE        |        12 | NC      | $24984.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | EURO-OAT FUTURE   DEC25 XEUR 20251208                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -64 | NC      | $-82899.72    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT NOK SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-16818.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SEK SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-182129.40   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PHP SOLD USD 20251215                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $-1264.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                 | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/25 3.625 | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  12505000 | PA      | $12500092.41  | 0.83%             | 2025-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                             | BMW US CAPITAL LLC COMPANY GUAR 144A 08/27 VAR         | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4822520.40   | 0.32%             | 2027-08-11      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                      | FANNIE MAE FNR 2025 16 FN                              | CUSIP: 3136BU6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    592717 | PA      | $595177.85    | 0.04%             | 2055-01-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | LOW SU GASOIL G   DEC25 IFEU 20251211                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       273 | NC      | $55928.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | LME LEAD FUTURE   NOV25 XLME 20251117                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -416 | NC      | $45849.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $388329.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08              | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB         | CUSIP: 38375UUZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153676 | PA      | $153753.07    | 0.01%             | 2065-03-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-1 LTD                                       | WELLFLEET CLO LTD WELF 2021 1A A1R 144A                | CUSIP: 94950CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500720.97    | 0.03%             | 2034-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SGX IRON ORE 62   NOV25 XSIM 20251128                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |      4528 | NC      | $-1305671.92  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT PHP SOLD USD 20251215                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $-311.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-35754.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME PRI ALUM FUTR OCT25 XLME 20251013                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -293 | NC      | $-540992.27   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-155040.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $233422.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CLP SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $-259212.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $330634.87    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-2 LTD                             | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2020 2A ARR 144A    | CUSIP: 05683EAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001400.00   | 0.07%             | 2034-07-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 12/25 0.00000                            | CUSIP: 912797RX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2234000 | PA      | $2216007.62   | 0.15%             | 2025-12-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR JPY MUTK/2.50000 03/18/26-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $69621.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/8.50000 03/19/25-5Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $5991996.84   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                        | FREDDIE MAC FHR 5426 BF                                | CUSIP: 3137HCXW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    736800 | PA      | $738332.17    | 0.05%             | 2049-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4367                                        | FREDDIE MAC FHR 4367 GF                                | CUSIP: 3137BCL48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    468354 | PA      | $462772.62    | 0.03%             | 2037-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $1270.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS THB THORON/1.00000 03/18/26-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TH        |         1 | NC      | $-1346930.92  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CAD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-36907.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | HSCEI FUTURES     OCT25 XHKF 20251030                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | HK        |       477 | NC      | $367817.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT RON SOLD USD 20251022                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $1183.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $1077869.22   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-7862.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                   | SBNA AUTO LEASE TRUST SBALT 2024 C A3 144A             | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3711556.21   | 0.25%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-78408.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CLP BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $129906.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT THB SOLD USD 20251020                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-97372.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                               | DEUTSCHE BANK NY 11/26 VAR                             | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1992765.58   | 0.13%             | 2026-11-24      | Floating      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                            | IRS HUF 6.13000 09/24/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |         1 | NC      | $-280014.25   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-30289.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $42891.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING INVESTMENT MANAGEMENT CLO LTD 2012-4A                      | VOYA CLO LTD INGIM 2012 4A A1R3 144A                   | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    117276 | PA      | $117338.06    | 0.01%             | 2030-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NOK BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $16554.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-74694.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SGD BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-56032.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NZD SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $372706.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | DEUTSCHE BANK REPO REPO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  74700000 | PA      | $74700000.00  | 4.94%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ZAR SOLD USD 20251120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $4686.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-76504.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT IDR SOLD USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $7412.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                                      | FANNIE MAE FNR 2024 38 FA                              | CUSIP: 3136BR4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1442109 | PA      | $1445404.28   | 0.10%             | 2051-01-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | PHELIX DE BASE Q  JAN26 XEEE 20251229                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | DE        |       -67 | NC      | $527300.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20251016                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $528.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT THB SOLD USD 20251020                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-86511.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | KOSPI2 FUTURE TRS EQUITY *BULLET* MEI                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |         1 | NC      | $2011906.24   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20251015                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-92345.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT KRW SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-576008.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS TWD 1.75000 03/18/26-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TW        |         1 | NC      | $-42516.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXII LTD                                          | SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A               | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    943209 | PA      | $944578.11    | 0.06%             | 2033-04-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-923604.12   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251006                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2141.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CHF SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $41805.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT AUD SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-107017.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $35861.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 11/25 0.00000                            | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3204000 | PA      | $3189075.83   | 0.21%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $39077.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | PLATINUM FUTURE   JAN26 XNYM 20260128                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       285 | NC      | $2051289.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-13911.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD ILS BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-68245.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOVESPA INDEX FUT TRS EQUITY MEI                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | BR        |         1 | NC      | $335599.49    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20251001                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-47.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $1122883.56   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                           | GNMA II TBA 30 YR 6 JUMBOS                             | CUSIP: 21H0606A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 206134000 | PA      | $209673283.68 | 13.88%            | 2054-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3        | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504571.25    | 0.03%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS COP IBR/8.24000 11/05/24-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |         1 | NC      | $378983.46    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SET50 FUTURE TRS EQUITY *BULLET* MEI                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | TH        |         1 | NC      | $-9229.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD                        | GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A     | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001919.75   | 0.07%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CHF SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $2476.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1                         | CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A    | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1490937 | PA      | $1501339.17   | 0.10%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                      | ROGERS COMMUNICATIONS IN COMPANY GUAR 12/25 3.625      | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2994535.44   | 0.20%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-38976.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 11/25 0.00000                            | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5392000 | PA      | $5357299.35   | 0.35%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20251113                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $713.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2023-1A                             | BANK OF AMERICA AUTO TRUST BAAT 2023 1A A3 144A        | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1658885 | PA      | $1672580.99   | 0.11%             | 2028-02-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX ITRAXX MAIN44 5Y ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $937009.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD EUR BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $6328.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20251208                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $4931.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | INF SWAP US IT 2.595 07/12/23-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $231208.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CLP BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $-263914.40   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $135082.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS EUR 3.00000 03/18/26-30Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-1020304.91  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CLP 4.86000 06/18/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $-85052.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CLP SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $-161653.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5480                                        | FREDDIE MAC FHR 5480 FG                                | CUSIP: 3137HHUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2286557 | PA      | $2296113.35   | 0.15%             | 2054-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT KRW SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-103769.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-AA | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A   | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4684416 | PA      | $4706239.58   | 0.31%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS CAD CAONREPO/2.75000 03/18/26-5Y LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $1037721.93   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NOK SOLD USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $0.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5442                                        | FREDDIE MAC FHR 5442 FB                                | CUSIP: 3137HF4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3821544 | PA      | $3839566.39   | 0.25%             | 2054-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                        | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/25 4.625 | CUSIP: 928668AT9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3998854.76   | 0.26%             | 2025-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CLP SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $-91894.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                | TOYOTA LEASE OWNER TRUST TLOT 2025 A A2A 144A          | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2744685 | PA      | $2754993.65   | 0.18%             | 2027-07-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD MYR BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $12734.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CHF SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-480391.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS PLN 4.69500 03/28/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |         1 | NC      | $5207446.77   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | COFFEE 'C' FUTURE DEC25 IFUS 20251218                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       236 | NC      | $1757054.49   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT PEN SOLD USD 20251205                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $427399.66    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | GASOLINE RBOB FUT JAN26 XNYM 20251231                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       128 | NC      | $90228.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20251016                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $755.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)             | AMERICAN TOWER CORP SR UNSECURED 09/26 1.45            | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390431.47    | 0.03%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $36915.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR GBP SONIO/4.75000 03/18/26-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-1264405.89  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20251020                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $364.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MYR SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $-56844.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-11017.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD AUD BOUGHT USD 20251104                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-22253.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 42A LTD                                                | KKR FINANCIAL CLO LTD KKR 42A AR 144A                  | CUSIP: 48255EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000012.53   | 0.07%             | 2034-07-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-7265.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CLP 5.28500 12/24/24-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $-501479.17   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20251017                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $33872.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | WHITE SUGAR (ICE) DEC25 IFEU 20251114                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -646 | NC      | $-105096.38   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | EURO-BTP FUTURE   DEC25 XEUR 20251208                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       141 | NC      | $-5824.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                           | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  99800000 | PA      | $101942754.90 | 6.75%             | 2054-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                              | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1B 144A        | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3705281.75   | 0.25%             | 2065-06-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XIX LTD                                           | TRINITAS CLO LTD TRNTS 2022 19A A1R 144A               | CUSIP: 89642FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1002120.16   | 0.07%             | 2033-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS PLN 4.66500 03/31/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |         1 | NC      | $1607313.94   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD HUF BOUGHT USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-25592.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX EM43 ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-10345.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HUF SOLD USD 20251217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-127572.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX ITRAXX MAIN43 5Y ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $4531030.58   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CHF BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-41718.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | COCOA FUTURE - IC DEC25 IFEU 20251211                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -143 | NC      | $1066527.47   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD CAD BOUGHT USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-202.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20251002                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $29650.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer