# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007196
**Filing Date:** 2026-5
**Character Count:** 440592
**Document Hash:** 246ce9980ebc150eb53571fa89ffdb29
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007196.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007196

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043360

**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 CommodityRealReturn Strategy Fund (Series ID: S000009708)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026650 | Institutional  | PCRIX           |
| C000026651 | Administrative | PCRRX           |
| C000026652 | A              | PCRAX           |
| C000026654 | C              | PCRCX           |
| C000064156 | I-2            | PCRPX           |
| C000088664 | Class R        | PCSRX           |
| C000200453 | I-3            | PCRNX           |

## 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 CommodityRealReturn Strategy Fund

- **b. EDGAR series identifier (if any):** S000009708

- **c. LEI of Series:** D8BVB3JRZ75950VGOK95

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7509768398.20

**Total Liabilities:** $2943878134.62

**Net Assets:** $4565890263.58

**Amount of Assets Invested in Other Investment Companies:** $1594296744.36

**Delayed Delivery Securities:** $8305210.57

**Cash Not Reported:** $3427406.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 41698.842700 | **1-Year:** 73177.459100 | **5-Year:** 328626.448100 | **10-Year:** 131137.853400 | **30-Year:** -174864.513800

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

- **3-Month:** 6064.119300 | **1-Year:** 5667.254800 | **5-Year:** 50413.920400 | **10-Year:** 7160.367500 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026651 | 8.77%                | 1.73%                | 9.63%                |
| Class ID C000026652 | 8.75%                | 1.69%                | 9.64%                |
| Class ID C000026654 | 8.66%                | 1.64%                | 9.53%                |
| Class ID C000064156 | 8.76%                | 1.79%                | 9.61%                |
| Class ID C000200453 | 8.69%                | 1.79%                | 9.61%                |
| Class ID C000088664 | 8.67%                | 1.73%                | 9.61%                |
| Class ID C000026650 | 8.82%                | 1.77%                | 9.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10579210.93             | $23542096.03                               |
| Month 2  | $5963119.26              | $21066647.90                               |
| Month 3  | $6885940.31              | $-50558568.48                              |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Total Return Index

- **Index Identifier:** BCOMTR

### Schedule of Portfolio Investments

| Name                                                              | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |       Balance | Units   | Value (USD)     | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                               | TORONTO DOMINION BANK REPO DUMMY ASSET                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |     130000000 | PA      | $93451225.65    | 2.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT ILS SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $-3508.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-104730.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $68070.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |             1 | NC      | $619.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP FR NI 1.91 01/15/18-20Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | FR        |             1 | NC      | $-210380.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOYBEAN MEAL FUTR JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           569 | NC      | $-112819.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-J                               | BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1          | CUSIP: 05951EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         50698 | PA      | $44296.92       | 0.00%             | 2047-01-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD DKK BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |             1 | NC      | $-25690.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SILVER OPTION     DEC26P 65 EXP 11/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -87 | NC      | $-3165060.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR15                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A        | CUSIP: 93363QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        431537 | PA      | $360638.59      | 0.01%             | 2046-11-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-21                                         | FANNIE MAE FNR 2026 21 YF                               | CUSIP: 3136G5FC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9787843 | PA      | $9760187.45     | 0.21%             | 2055-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |             1 | NC      | $-917.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $64797.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  JUL26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -36 | NC      | $-463876.89     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-6698.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-234048.91     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                           | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5          | CUSIP: ACI1X30Y6<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       1493235 | PA      | $154453.20      | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  DEC28 IFEU 20281031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -17 | NC      | $-45221.51      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $4132.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO LTD 2016-1A                                      | TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A                 | CUSIP: 87229WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1229645 | PA      | $1230929.92     | 0.03%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                              | JYSKE REALKREDIT A/S COVERED 10/53 2                    | CUSIP: ACI22BY64<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      10229342 | PA      | $1311561.95     | 0.03%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD NZD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |             1 | NC      | $141545.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |             1 | NC      | $-2785.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR MAA                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $1220012.54     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $-13804.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $15124.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | EURO-BUND FUTURE  JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -322 | NC      | $507869.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE GOVT                                                       | FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1              | CUSIP: ACI25Z7H4<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |        359601 | PA      | $344607.02      | 0.01%             | 2038-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260401                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $2246823.24     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN ABS MANUFACTURED HOUSING 2001-B                            | LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2          | CUSIP: 52519SAM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       2025266 | PA      | $1936381.14     | 0.04%             | 2040-04-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | HENRY HB LD1      JAN31 IFED 20301227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            11 | NC      | $33286.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-179.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-72633.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                           | GSG BIDCO LTD SR SECURED 144A 06/51 6.375               | CUSIP: ACI38RD49<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |       3100000 | PA      | $3558609.12     | 0.08%             | 2051-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  DEC27 XNYM 20271119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -126 | NC      | $97309.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC INDB MORTGAGE LOAN TR 2006-1                              | INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1           | CUSIP: 45661JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3670312 | PA      | $1146444.75     | 0.03%             | 2036-07-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                             | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1       | CUSIP: 86360KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          4149 | PA      | $3826.45        | 0.00%             | 2036-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $-303644.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |             1 | NC      | $674.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU LTD 2021-2A                                         | TRIMARAN CAVU LTD CAVU 2021 2A AR 144A                  | CUSIP: 89624UAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3800000 | PA      | $3799219.40     | 0.08%             | 2034-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 07/30 0.125                             | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     246392528 | PA      | $234613338.49   | 5.14%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP EM NI 2.57 06/15/22-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $98013.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $8458.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1        | CUSIP: 12668AXF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        111296 | PA      | $105054.32      | 0.00%             | 2035-11-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC1                 | SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A1 144A    | CUSIP: 81378AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1334052 | PA      | $1270942.23     | 0.03%             | 2036-12-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  DEC28 XNYM 20281120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -16 | NC      | $48210.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-7                              | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1          | CUSIP: 007036MX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         35060 | PA      | $32781.88       | 0.00%             | 2035-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $27583.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMF1NTC GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $-347866.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 01/32 0.125                             | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      50095640 | PA      | $46118917.35    | 1.01%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55290291 | PA      | $52066186.96    | 1.14%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  MAR27 IFEU 20270129                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -67 | NC      | $-586206.72     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2006-KS7                             | RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M2         | CUSIP: 75406XAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8702899 | PA      | $8169662.81     | 0.18%             | 2036-09-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260403                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-6309.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 3.3 06/04/2025-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-5070.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A         | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1943351 | PA      | $1979322.39     | 0.04%             | 2058-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $10757.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | ECX EMISSION      DEC26 NDEX 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            12 | NC      | $20659.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $14085.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | TRS R SOFRRATE+11.5/91282CJH5 SOG                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |             1 | NC      | $-346810.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $-137.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE6                             | MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1             | CUSIP: 61755CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        298185 | PA      | $273742.96      | 0.01%             | 2037-05-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COFFEE 'C' FUTURE MAY26 IFUS 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $-91.41         | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |             1 | NC      | $-3431.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | US 10YR NOTE (CBT)JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -1984 | NC      | $4345227.90     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SILVER FUTURE     DEC26 XCEC 20261229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            53 | NC      | $-6113077.61    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| MAN GLG EURO CLO V DAC 5A                                         | MAN GLG EURO CLO GLGE 5A A1R 144A                       | CUSIP: ACI1WBHS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |        113909 | PA      | $131825.83      | 0.00%             | 2031-12-15      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR12                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1        | CUSIP: 45661VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1786014 | PA      | $1674605.14     | 0.04%             | 2046-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $88313.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-75716.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-11570.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-82089.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMF1TC GST                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $1310844.44     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |             1 | NC      | $1452.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SILVER FUTURE     JUL26 XCEC 20260729                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            10 | NC      | $-271583.17     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 2.165 04/16/19-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-2039065.94    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-21053.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  SEP26 IFEU 20260819                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            -3 | NC      | $-30466.59      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BCAP LLC TRUST 2011-RR5                                           | BCAP LLC TRUST BCAP 2011 RR5 10A6 144A                  | CUSIP: 05533YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        437216 | PA      | $399330.15      | 0.01%             | 2036-04-26      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $2385.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2006-5                                  | NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C               | CUSIP: 66988YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7509787 | PA      | $2271461.26     | 0.05%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP EM NI 2.59 12/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $653821.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR GST                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $-10664567.47   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |             1 | NC      | $47294.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-33429.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 01/28 0.5                               | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      54056040 | PA      | $53651585.14    | 1.18%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-4858.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $59894.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG          | CUSIP: 38380LJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4205615 | PA      | $4238728.00     | 0.09%             | 2068-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | TTF NAT GAS F     NOV26 NDEX 20261029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |             1 | NC      | $10549.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | IODEX IO FUT      MAY26 XSIM 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |           985 | NC      | $573024.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT NOK SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |             1 | NC      | $-27844.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES LXII CLO LTD 2021-62A                                        | ARES CLO LTD ARES 2021 62A A1R 144A                     | CUSIP: 00192WAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2100000 | PA      | $2100688.82     | 0.05%             | 2034-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT KRW SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |             1 | NC      | $-8747.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |             1 | NC      | $7049.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $260.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $14140.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $4499.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  APR27 XNYM 20270322                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -38 | NC      | $-338503.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-1670.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-1338695.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-J1                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J1 3A1        | CUSIP: 12667FU29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         12674 | PA      | $12824.74       | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2025-1 DAC 25-1A                                 | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A    | CUSIP: ACI2XJFQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       7000000 | PA      | $8087701.41     | 0.18%             | 2038-08-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 10/26 0.125                             | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     164118927 | PA      | $165539791.53   | 3.63%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $84217.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2003-3                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 3 3A2         | CUSIP: 07384MUR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          5190 | PA      | $4951.67        | 0.00%             | 2033-05-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $7467.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CHF BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |             1 | NC      | $311542.88      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                              | GNMA II POOL MA8345 G2 10/52 FIXED 3.5                  | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49343436 | PA      | $45647923.78    | 1.00%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $-40591.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $172927.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GADEC26 IFEU 20261231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |             4 | NC      | $-1008.36       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | LIVE CATTLE FUTR  OCT26 XCME 20261030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            29 | NC      | $83479.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $1722.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARVEST CLO XVI DAC 16A                                           | HARVEST CLO HARVT 16A AR3 144A                          | CUSIP: ACI354S05<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       4400000 | PA      | $5082439.81     | 0.11%             | 2038-10-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-674857.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $31.65          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT ZAR SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |             1 | NC      | $-169047.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP EM NI 2.034 09/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $133349.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-41520.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFRF USD SOFR/2.30000 11/15/23-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-7109182.48    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-141362.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2        | CUSIP: 92925VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         68977 | PA      | $60089.62       | 0.00%             | 2037-02-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $3994.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $13879.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | TRS R 3.78/91282CNB3 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |             1 | NC      | $-648409.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $1366.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COFFEE 'C' FUTURE JUL26 IFUS 20260721                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             3 | NC      | $6021.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21700000 | PA      | $21771975.65    | 0.48%             | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  JUN27 XNYM 20270520                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -90 | NC      | $-768648.84     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $56778.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RAD CLO 10 LTD 2021-10A                                           | RAD CLO LTD RAD 2021 10A A 144A                         | CUSIP: 48662LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4005174.36     | 0.09%             | 2034-04-23      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                       | UNITED MEXICAN STATES SR UNSECURED 01/38 6.625          | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        900000 | PA      | $919350.00      | 0.02%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-460517.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT TWD SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |             1 | NC      | $-2131.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GAAPR26 IFEU 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |             1 | NC      | $247.91         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2006-2                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2         | CUSIP: 07388DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        216270 | PA      | $186660.45      | 0.00%             | 2036-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | TTF NAT GAS F     JUN26 NDEX 20260528                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            -5 | NC      | $14622.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | EURO-BTP FUTURE   JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          1255 | NC      | $-4423938.40    | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $39943.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO XII BV 12A                                      | ARES EURO CLO ARESE 12A AR 144A                         | CUSIP: ACI20RGN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       3232619 | PA      | $3736423.16     | 0.08%             | 2032-04-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 04/30 1.625                             | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     108190617 | PA      | $109308851.42   | 2.39%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-A5                               | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9          | CUSIP: 59020UYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         66312 | PA      | $64889.63       | 0.00%             | 2035-06-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | REPO BANK OF MONTREAL ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |      50000000 | PA      | $35942779.10    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 04/28 1.25                              | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     113410458 | PA      | $113884551.14   | 2.49%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                        | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7    | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |       2200000 | PA      | $672663.01      | 0.01%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $145384.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                  | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1                | CUSIP: 362341WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         57363 | PA      | $55846.95       | 0.00%             | 2035-11-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $18332.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                     | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A    | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        329231 | PA      | $319424.92      | 0.01%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |             1 | NC      | $600.98         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $74208.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260428                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-4060.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT THB SOLD USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $-16771.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      25200000 | PA      | $25197463.37    | 0.55%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  APR27 IFEU 20270226                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -38 | NC      | $-411101.78     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  DEC26 IFEU 20261119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            -1 | NC      | $-4285.63       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  SEP26 XNYM 20260820                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            30 | NC      | $-19633.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $280.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $38994.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS EUR 3.00000 09/16/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $2863872.98     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $13622.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                              | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: ACI1WZT66<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |       4273527 | PA      | $516138.79      | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1       | CUSIP: 23246KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        176888 | PA      | $56124.53       | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $60608.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                                | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A        | CUSIP: 41161UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         16923 | PA      | $16144.01       | 0.00%             | 2036-08-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |             1 | NC      | $226764.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-5                              | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1            | CUSIP: 02660KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4581012 | PA      | $1075332.62     | 0.02%             | 2046-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $305987.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2005-J                                  | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4         | CUSIP: 05949CKT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         92132 | PA      | $84785.19       | 0.00%             | 2035-11-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/RBCAECT0 RBC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $7839999.04     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD KRW BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |             1 | NC      | $109168.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BRT/DUBAI 1ST LN  SEP26 IFEU 20260930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            10 | NC      | $-2992.08       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-62                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1        | CUSIP: 12668ATT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        136030 | PA      | $119443.16      | 0.00%             | 2035-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-6                                    | LUMINENT MORTGAGE TRUST LUM 2006 6 A1                   | CUSIP: 55027YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        265813 | PA      | $247245.73      | 0.01%             | 2046-10-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        200000 | PA      | $198624.94      | 0.00%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | REVERSE REPO JPM CHASE                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |      -4212750 | PA      | $-4222429.96    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 02/47 0.875                             | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        673620 | PA      | $478292.13      | 0.01%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  JUN26 IFEU 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -60 | NC      | $-602024.03     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-93787.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $2670.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 01/29 2.5                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      56060527 | PA      | $58169667.96    | 1.27%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -12900000 | NC      | $-174155.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $32004.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BRT/DUBAI 1ST LN  JUN26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            -1 | NC      | $746.64         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | UK NATURAL GAS FUTMAY26 IFEU 20260429                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |             4 | NC      | $-13655.26      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $15689.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT ZAR SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |             1 | NC      | $-514.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $36971.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-151058.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT KRW SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |             1 | NC      | $-530.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-6223.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-435553.13     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -86900000 | NC      | $-1086717.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 2.36 05/09/18-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-1785783.88    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT TRY SOLD USD 20260401                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $26983.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2007-S6                              | RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A11        | CUSIP: 762009AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         70192 | PA      | $56106.30       | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-73264.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-20443.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $3511.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-25223.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-265406.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2006-2                                | MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A              | CUSIP: 590219AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          3397 | PA      | $3413.92        | 0.00%             | 2036-05-25      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM CLO 2022-2A LTD                                        | GUGGENHEIM 1888 FUND LTD GUGG 2022 2A A1R 144A          | CUSIP: 40172PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1300000 | PA      | $1300445.06     | 0.03%             | 2035-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260410                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $43337.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ARM LOAN TRUST 2005-19XS                               | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1       | CUSIP: 863579YR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        282373 | PA      | $273198.58      | 0.01%             | 2035-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT KRW SOLD USD 20260423                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |             1 | NC      | $-906.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  DEC29 IFEU 20291031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -16 | NC      | $54871.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  DEC26 IFEU 20261030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            21 | NC      | $-85537.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR1 GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $5815935.59     | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | IODEX IO FUT      JUL26 XSIM 20260731                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |           496 | NC      | $-52508.44      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AMC2                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A       | CUSIP: 17311XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         35115 | PA      | $26207.14       | 0.00%             | 2037-01-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $19462.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | NATURAL GAS FUTR  SEP26 XNYM 20260827                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            37 | NC      | $-99068.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-363185.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  AUG26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -53 | NC      | $-814840.71     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |      22000000 | PA      | $22000000.00    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $40010.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | CRUDE OIL OPT IPE JUN26C 98 EXP 04/27/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -10 | NC      | $-135700.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TRUST 2006-SD3                                              | GSAMP TRUST GSAMP 2006 SD3 A 144A                       | CUSIP: 36244RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1215705 | PA      | $1150726.12     | 0.03%             | 2046-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2007-1                                     | SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1                  | CUSIP: 81744HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        171033 | PA      | $116619.08      | 0.00%             | 2047-01-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-M1                                     | ARGENT SECURITIES INC. ARSI 2006 M1 A1                  | CUSIP: 04012MAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3540013 | PA      | $3243376.16     | 0.07%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                              | JYSKE REALKREDIT A/S COVERED 10/53 1.5                  | CUSIP: ACI1X8QV3<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |             2 | PA      | $0.22           | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CRUDE OIL FUT OPT JUN26C 72 EXP 05/14/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -96 | NC      | $-2203200.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST 2005-2                              | WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9           | CUSIP: 94981PAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        548959 | PA      | $549786.22      | 0.01%             | 2034-12-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| JUBILEE CLO 2016-XVII BV 16-17A                                   | JUBILEE CDO BV JUBIL 2016 17A A2RR 144A                 | CUSIP: ACI1W2W24<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |        335986 | PA      | $388832.19      | 0.01%             | 2031-04-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-207.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD 2019-1A                                          | FLATIRON CLO LTD FLAT 2019 1A AR2 144A                  | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1810823 | PA      | $1812215.19     | 0.04%             | 2034-11-16      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-W4                                     | ARGENT SECURITIES INC. ARSI 2006 W4 A2C                 | CUSIP: 040104TG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2273274 | PA      | $536940.84      | 0.01%             | 2036-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR17                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A        | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         33480 | PA      | $32514.24       | 0.00%             | 2042-11-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | MT BELV ETHAN 5DE APR26 XNYM 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $528.34         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-WFH2                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M3        | CUSIP: 17312BAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3200000 | PA      | $3130979.20     | 0.07%             | 2037-03-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |             1 | NC      | $91.88          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $21236.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $5159.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-WMC1                                | HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A3        | CUSIP: 40430MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6656417 | PA      | $2840358.57     | 0.06%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $36389.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-CH2                               | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5       | CUSIP: 46629QAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         15955 | PA      | $15950.33       | 0.00%             | 2036-10-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/2.86500 02/13/24-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $18984101.47    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        690000 | PA      | $686665.00      | 0.02%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CHF SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |             1 | NC      | $14319.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2018-1A DAC                             | ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A        | CUSIP: ACI2ZP3T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       2200000 | PA      | $2541510.05     | 0.06%             | 2036-08-29      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $-27434.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $51842.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | TRS R SOFRRATE+11.5/9128283R9 SOG                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |             1 | NC      | $-530784.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2008-R2                                  | JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A         | CUSIP: 46632TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        115411 | PA      | $107507.70      | 0.00%             | 2037-07-27      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP EM NI 1.38 03/15/21-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $-5200550.44    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $64971.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-6502.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY4                                   | COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1                | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        182096 | PA      | $165604.24      | 0.00%             | 2047-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CRUDE OIL FUT OPT JUN26P 56 EXP 05/14/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            96 | NC      | $30720.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1       | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         76627 | PA      | $71364.91       | 0.00%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS EUR 0.19500 11/04/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $5602391.23     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     759300000 | PA      | $759299999.99   | 16.63%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $25886.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $4926.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT ZAR SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |             1 | NC      | $-175030.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $137.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $12969.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $885.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-1                              | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A            | CUSIP: 23245CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2165737 | PA      | $2011970.34     | 0.04%             | 2037-07-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-971797.43     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-151499.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD NOK BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |             1 | NC      | $-1382.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | AUST 10Y BOND FUT JUN26 XSFE 20260615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           683 | NC      | $-316616.86     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $150112.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | LME NICKEL FUTURE MAY26 XLME 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |             9 | NC      | $-42044.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | ICE RTD MONTH COA SEP26 IFEU 20260925                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |             5 | NC      | $131196.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2004-A3                              | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A3 2A          | CUSIP: 59020UHG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         70817 | PA      | $63910.94       | 0.00%             | 2034-05-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-154473.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |             1 | NC      | $1304.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2005-A5                               | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3          | CUSIP: 45660LJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        679108 | PA      | $389823.04      | 0.01%             | 2035-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                    | FREMONT HOME LOAN TRUST FHLT 2006 C 1A1                 | CUSIP: 35729TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        382442 | PA      | $355016.04      | 0.01%             | 2036-10-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT KRW SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |             1 | NC      | $4231.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BRT/DUBAI 1ST LN  JUL26 IFEU 20260731                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            10 | NC      | $-2992.08       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2007-A                           | INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A          | CUSIP: 43710BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1358999 | PA      | $1075503.08     | 0.02%             | 2037-04-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2006-OPT2                               | ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2        | CUSIP: 00075XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2641850 | PA      | $2494260.25     | 0.05%             | 2036-10-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                            | REALKREDIT DANMARK COVERED REGS 10/53 2                 | CUSIP: ACI22BWW9<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |        146359 | PA      | $19032.91       | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | LEAN HOGS FUTURE  OCT26 XCME 20261014                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           103 | NC      | $-14451.82      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2026-INV2                                  | SEQUOIA MORTGAGE TRUST SEMT 2026 INV2 A26F 144A         | CUSIP: 81750PBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8500000 | PA      | $8520944.85     | 0.19%             | 2056-04-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $20544.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP EM NI 2.4875 05/15/22-15Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $-3004.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |             1 | NC      | $127795.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CHF SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |             1 | NC      | $-35460.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                        | JAPAN GOVT CPI LINKED BONDS 03/35 0.005                 | CUSIP: ACI2XCPX9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    1124739000 | PA      | $6771608.42     | 0.15%             | 2035-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $118052.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                              | JYSKE REALKREDIT A/S COVERED 10/47 2.5                  | CUSIP: ACI09QH00<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |          9408 | PA      | $1348.26        | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT THB SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $-893.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |             1 | NC      | $30102.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $37832.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A         | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        150211 | PA      | $141963.97      | 0.00%             | 2046-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | TTF NAT GAS F     SEP26 NDEX 20260827                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |             1 | NC      | $473.83         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-7310.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR MEI                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $3446967.75     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $-88362.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MTGE 20                              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 5 4A          | CUSIP: 07384MS94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         17725 | PA      | $17674.04       | 0.00%             | 2034-07-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $-6620.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $1385.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  NOV26 XNYM 20261020                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            81 | NC      | $1004552.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-84557.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-8297.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-32578.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2003-S9                             | RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1          | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         75238 | PA      | $76025.11       | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $220303.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $208.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $38926.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 01/31 0.125                             | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      80329990 | PA      | $75547621.97    | 1.65%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | LOW SU GASOIL G   JUN26 IFEU 20260611                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            24 | NC      | $977498.32      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE REMICS 2025-87                                         | FANNIE MAE FNR 2025 87 FC                               | CUSIP: 3136BXQD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9656039 | PA      | $9716157.10     | 0.21%             | 2055-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | LIVE CATTLE FUTR  AUG26 XCME 20260831                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             7 | NC      | $18180.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE MORGAGE FINANCE CORP 2005-A1                                | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1        | CUSIP: 16162WPB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         10373 | PA      | $9908.99        | 0.00%             | 2035-12-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $1250409.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-13591.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CHF BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |             1 | NC      | $12343.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | NATURAL GAS FUTR  APR27 XNYM 20270329                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            17 | NC      | $-38066.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |             1 | NC      | $546260.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $11014.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $39.62          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 01/29 0.875                             | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     191777244 | PA      | $190419230.98   | 4.17%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $683309.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA GOVT                                                       | CANADIAN GOVERNMENT RRB BONDS 12/26 4.25                | CUSIP: 135087VS0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      21041664 | PA      | $15619430.03    | 0.34%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-48916.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-25750.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $48034.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |             1 | NC      | $-1423.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2006-AA2                                           | BCAP LLC TRUST BCAP 2006 AA2 A1                         | CUSIP: 05530MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        437882 | PA      | $413736.24      | 0.01%             | 2037-01-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-16422.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $14882.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOYBEAN FUTURE    MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            58 | NC      | $95924.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A                            | BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A             | CUSIP: ACI2ZP3K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       5000000 | PA      | $5776434.29     | 0.13%             | 2038-01-22      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                                  | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 7A1              | CUSIP: 46630GBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         27912 | PA      | $27473.55       | 0.00%             | 2035-07-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        300000 | PA      | $310105.04      | 0.01%             | 2056-06-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                              | NORDEA KREDIT REALKREDIT COVERED 10/43 0.5              | CUSIP: ACI1RSH20<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |             2 | PA      | $0.21           | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 2.69 06/01/21-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $1085621.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-70240.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 10/29 1.625                             | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     269343130 | PA      | $273687968.67   | 5.99%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP BACVWSAV BOA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $-86594.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT THB SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $-7196.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-11273.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-29CB                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29CB A4       | CUSIP: 12667GUG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        577841 | PA      | $301306.96      | 0.01%             | 2035-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | JET CIFNWEVSLSGO  MAY26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            -2 | NC      | $-134081.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  AUG26 XNYM 20260721                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -39 | NC      | $-745021.53     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/4.01000 03/31/26-28Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $299520.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1100000 | PA      | $1098340.38     | 0.02%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 02/50 0.25                              | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        632475 | PA      | $358474.26      | 0.01%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | KC HRW WHEAT FUT  SEP26 XCBT 20260914                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           180 | NC      | $381062.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | US ULTRA BOND CBT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1899 | NC      | $-6449119.57    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD IDR BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $11458.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                            | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1          | CUSIP: 75971FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12939474 | PA      | $5096650.36     | 0.11%             | 2037-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CORN FUTURE       JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -482 | NC      | $44838.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT TWD SOLD USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |             1 | NC      | $171.84         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1700000 | PA      | $1695036.23     | 0.04%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 02/46 1                                 | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       4803855 | PA      | $3566897.98     | 0.08%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                           | NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5          | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |             2 | PA      | $0.19           | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | HENRY HB LD1      MAY31 IFED 20310428                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            11 | NC      | $-8843.18       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A4                                  | JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2              | CUSIP: 46628LAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        296012 | PA      | $199443.15      | 0.00%             | 2036-06-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CRUDE OIL FUT OPT MAY26C 71 EXP 04/16/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            -8 | NC      | $-245520.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                                     | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A               | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |         46322 | PA      | $46368.49       | 0.00%             | 2031-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 02/42 0.75                              | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       7628025 | PA      | $5883128.09     | 0.13%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-14918.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-38789.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | TTF NAT GAS F     DEC26 NDEX 20261127                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |             1 | NC      | $11069.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | VARS GOLDLNPM 0.06325225 04/10/26 JPM                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $1286955.49     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A                        | OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A  | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        700000 | PA      | $700226.43      | 0.02%             | 2035-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260414                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-3850.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2004-WWF1                               | PARK PLACE SECURITIES INC PPSI 2004 WWF1 M6             | CUSIP: 70069FDP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3099568 | PA      | $3044538.75     | 0.07%             | 2034-12-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-10816.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SILVER OPTION     MAY26P 80 EXP 04/27/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            -8 | NC      | $-332880.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $-22491.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-30421.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $2302580.95     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       4469000 | PA      | $4453741.09     | 0.10%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $36244.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $353394.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR1 GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $3072750.97     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MDPKE 14A                                                         | MADISON PARK EURO FUNDING MDPKE 14A A1R 144A            | CUSIP: ACI2289F9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       3167940 | PA      | $3656971.42     | 0.08%             | 2032-07-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO 2018-2 DAC 18-2A                                | BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A              | CUSIP: ACI1WTQT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |        437931 | PA      | $506687.58      | 0.01%             | 2032-01-20      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | TRS R 3.78/91282CGW5 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |             1 | NC      | $227301.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GADEC26 IFEU 20261231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            -2 | NC      | $19495.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 02/43 0.625                             | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        594098 | PA      | $438165.47      | 0.01%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ALLIANCE BANCORP TRUST 2007-OA1                                   | ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1                 | CUSIP: 01852TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1258194 | PA      | $1131518.62     | 0.02%             | 2037-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | HENRY HB LD1      DEC31 IFED 20311125                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            11 | NC      | $26246.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A10                              | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5         | CUSIP: 76113LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        627129 | PA      | $177763.69      | 0.00%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXIV LTD                                         | MARBLE POINT CLO XXIV LTD MP24 2022 1A A1R 144A         | CUSIP: 56607WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5200000 | PA      | $5201385.49     | 0.11%             | 2035-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-E                               | BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 1A1          | CUSIP: 05946XXH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         47719 | PA      | $45759.40       | 0.00%             | 2035-05-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2007-S6                              | RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A10        | CUSIP: 762009AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        319328 | PA      | $255246.04      | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-12644.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                   | PFP III PFP 2026 13 A 144A                              | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1501732.14     | 0.03%             | 2043-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR2 GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $2246605.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                        | JAPAN GOVT CPI LINKED BONDS 03/29 0.1                   | CUSIP: ACI1BXN03<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   11146991480 | PA      | $70026467.38    | 1.53%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 02/44 1.375                             | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       7925929 | PA      | $6555522.47     | 0.14%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | US TREASURY N/B 08/45 4.875                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        212000 | PA      | $211354.06      | 0.00%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | JPN 10Y BOND(OSE) JUN26 XOSE 20260615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           -73 | NC      | $479216.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | LME PRI ALUM FUTR SEP26 XLME 20260914                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            49 | NC      | $348711.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT ILS SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $-7146.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-37686.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-197577.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP EM NI 2.421 05/15/22-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $-93872.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO XI 2021-11A                                      | OCEAN TRAILS CLO OCTR 2021 11A AR 144A                  | CUSIP: 67514VAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4700000 | PA      | $4700766.34     | 0.10%             | 2034-07-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT SGD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |             1 | NC      | $-353742.24     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.80100 03/31/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $154397.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QA2                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1        | CUSIP: 761118TR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        196438 | PA      | $170326.41      | 0.00%             | 2036-02-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $15448.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 1.9975 07/25/19-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-3490013.72    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.50000 06/20/24-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $3382954.91     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $6353.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $260441.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVEST TR 2005-A7                          | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1         | CUSIP: 59020UH32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         56795 | PA      | $44671.71       | 0.00%             | 2035-09-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $-77.13         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3A LTD                            | PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 3A A1R 144A   | CUSIP: 69690EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $3999260.20     | 0.09%             | 2032-08-08      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |             1 | NC      | $-4361.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | LIVE CATTLE FUTR  JUN26 XCME 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           149 | NC      | $481317.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/4.0520* 03/16/26-30Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $25555.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 2.3525 05/09/18-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-1195092.27    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |             1 | NC      | $4365.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-76696.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COCOA FUTURE      JUL26 IFUS 20260716                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            65 | NC      | $42588.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN GOVT                                                        | JAPAN GOVT CPI LINKED BONDS 03/28 0.1                   | CUSIP: ACI12NZL6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    3848857239 | PA      | $24336525.25    | 0.53%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | HENRY HB LD1      MAR31 IFED 20310226                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            11 | NC      | $4686.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-A7                            | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 1A4        | CUSIP: 466286AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1763735 | PA      | $1657081.85     | 0.04%             | 2036-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $-149242.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-27616.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1          | ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A    | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       6526223 | PA      | $6539146.37     | 0.14%             | 2037-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | WHEAT FUTURE(CBT) JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -119 | NC      | $-154746.69     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT COP SOLD USD 20260916                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |             1 | NC      | $57957.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR14                            | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A      | CUSIP: 45668GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        193712 | PA      | $188692.57      | 0.00%             | 2046-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 07/33 1.375                             | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      34908406 | PA      | $34136367.85    | 0.75%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GAJUN26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |             4 | NC      | $-2028.36       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CVC CORDATUS LOAN FUND XXX DAC 30A                                | CORDATUS CLO PLC CORDA 30A AR 144A                      | CUSIP: ACI354435<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       3000000 | PA      | $3465489.90     | 0.08%             | 2037-05-15      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO I LTD 2021-1A                                 | CAPITAL FOUR US CLO C4US 2021 1A AR 144A                | CUSIP: 14016TAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1800000 | PA      | $1797300.13     | 0.04%             | 2035-01-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5484                                           | FREDDIE MAC FHR 5484 FA                                 | CUSIP: 3137HHKS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        119198 | PA      | $120213.45      | 0.00%             | 2054-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $305530.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC 2026-FL11                          | FS RIALTO ISSUER LTD FSRIA 2026 FL11 A 144A             | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       9100000 | PA      | $9101737.37     | 0.20%             | 2044-01-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMF1TC BPS                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $3984669.14     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                           | GSG BIDCO LTD SR SECURED 144A 06/31 4.7                 | CUSIP: ACI38RGT1<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |       2200000 | PA      | $2522540.24     | 0.06%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | EURO-BOBL FUTURE  JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -544 | NC      | $713877.53      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $-480115.47     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-61695.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-3709.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT TWD SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |             1 | NC      | $-5593.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COPPER FUTURE     SEP26 XCEC 20260928                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             2 | NC      | $-12871.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 07/28 0.75                              | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     173194471 | PA      | $172736241.93   | 3.78%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2          | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4       | CUSIP: 46628TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11608239 | PA      | $5467449.01     | 0.12%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XI 2012-11A                                            | APIDOS CLO APID 2012 11A AR4 144A                       | CUSIP: 03763YBY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3500000 | PA      | $3504562.46     | 0.08%             | 2034-04-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | KC HRW WHEAT FUT  JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -149 | NC      | $-322727.01     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT SEK SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |             1 | NC      | $6168.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-3704.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 3.43375 08/27/25-1Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-87118.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 02/45 0.75                              | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1381060 | PA      | $993287.49      | 0.02%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |             1 | NC      | $-2914.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $40514.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SUGAR  11 (WORLD) OCT26 IFUS 20260930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -301 | NC      | $-665672.37     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $183416.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $5447.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -12900000 | NC      | $-39966.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260430                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-4899.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | HENRY HB LD1      APR31 IFED 20310327                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            11 | NC      | $-8238.18       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  MAY27 IFEU 20270331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -28 | NC      | $-297145.38     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/CB CIXBSTR3 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $4272370.48     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-11.41         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | NATURAL GAS FUTR  JAN27 XNYM 20261229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -10 | NC      | $1705.65        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | CRUDE OIL OPT IPE JUN26P 60 EXP 04/27/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           159 | NC      | $15900.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMC CLO 2022-27A LTD                                             | AMERICAN MONEY MANAGEMENT CORP AMMC 2022 27A A1R 144A   | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $2000124.18     | 0.04%             | 2037-01-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD NZD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |             1 | NC      | $835478.36      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | EURO-SCHATZ FUT   JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          2831 | NC      | $-1153450.24    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |             1 | NC      | $401.22         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ST PAULS CLO II DAC 2A                                            | ST PAULS CLO SPAUL 2A AR4 144A                          | CUSIP: ACI21LGL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |        700000 | PA      | $808432.18      | 0.02%             | 2035-10-25      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 1.79375 08/24/20-7Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $16537907.15    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | HENRY HB LD1      NOV31 IFED 20311029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            11 | NC      | $10901.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                            | REALKREDIT DANMARK COVERED REGS 04/47 2.5               | CUSIP: ACI0B2V53<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          7605 | PA      | $1091.27        | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-30648.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT TRY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $14.81          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $-39161.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR MYI                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $545236.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2006-FR3                                 | SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3         | CUSIP: 813765AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3485017 | PA      | $1870308.06     | 0.04%             | 2036-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-6                                     | COUNTRYWIDE HOME LOANS CWHL 2006 6 A4                   | CUSIP: 126694K64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        260484 | PA      | $123603.96      | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2003-AR9                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A         | CUSIP: 92922FBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         14717 | PA      | $14476.23       | 0.00%             | 2033-09-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $4114981.15     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | US TREASURY N/B 08/35 4.25                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        258000 | PA      | $257072.81      | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMF1TC SOG                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $9789.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $3685.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT TWD SOLD USD 20260423                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |             1 | NC      | $-4322.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 10/30 1.125                             | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      77114180 | PA      | $76447321.25    | 1.67%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | HENRY HB LD1      JUL31 IFED 20310626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            11 | NC      | $-318.18        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING LTD 2026-20A                             | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2026 20A A 144A     | CUSIP: 03333NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5300000 | PA      | $5300000.00     | 0.12%             | 2042-04-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SILVER OPTION     DEC26C 120 EXP 11/24/2026             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -35 | NC      | $-983325.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5607                                           | FREDDIE MAC FHR 5607 FA                                 | CUSIP: 3137HNZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5855394 | PA      | $5876309.13     | 0.13%             | 2055-12-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-100                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 100 FA          | CUSIP: 38385GQ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4370556 | PA      | $4404403.33     | 0.10%             | 2055-06-20      | Floating      | 4.82%                 | 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        |       1200000 | PA      | $1201348.90     | 0.03%             | 2034-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  JUN26 XNYM 20260519                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -43 | NC      | $-20194.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | REPO BANK OF MONTREAL ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |     290000000 | PA      | $208468118.75   | 4.57%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $27685.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $-103492.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                  | PROJECT CASHMERE CLASS A1 144A                          | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      56500000 | PA      | $38982185.49    | 0.85%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                               | COTTON NO.2 FUTR  DEC26 IFUS 20261208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -53 | NC      | $-140412.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR10                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1       | CUSIP: 93363EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        480651 | PA      | $425737.03      | 0.01%             | 2036-09-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $81014.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | US TREASURY N/B 02/56 4.75                              | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       1600000 | PA      | $1560750.00     | 0.03%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-134152.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | LOW SU GASOIL G   SEP26 IFEU 20260910                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            37 | NC      | $1041716.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR14                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A      | CUSIP: 45660LRU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        147749 | PA      | $106743.22      | 0.00%             | 2035-07-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CRUDE OIL FUT OPT MAY26C 75 EXP 04/16/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            -8 | NC      | $-215360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | US 10YR ULTRA FUT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1398 | NC      | $-3714098.63    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | LME ZINC FUTURE   MAY26 XLME 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            15 | NC      | $-42006.85      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOVT                                                        | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 | CUSIP: BK5MSXII1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      11016687 | PA      | $12610251.12    | 0.28%             | 2030-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | UK NATURAL GAS FUTJUN26 IFEU 20260528                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            16 | NC      | $-4022.82       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      10023000 | PA      | $9967311.51     | 0.22%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                           | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 2            | CUSIP: ACI22BXB4<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         19180 | PA      | $2457.90        | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARGAY CLO II DAC 2A                                              | MARGAY CLO MARGA 2A AR 144A                             | CUSIP: ACI384PC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       3000000 | PA      | $3459468.84     | 0.08%             | 2037-07-15      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $557174.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-12538.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-2213313.79    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  JAN27 XNYM 20261221                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            26 | NC      | $252675.97      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | GOLD 100 OZ FUTR  DEC26 XCEC 20261229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $-38478.79      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GANOV26 IFEU 20261130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            -2 | NC      | $19495.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST CLO 2022-1 LTD                                               | POST CLO LTD POST 2022 1A AR 144A                       | CUSIP: 73742YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4000000 | PA      | $4000884.48     | 0.09%             | 2035-04-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP GB NI 3.5 08/15/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |             1 | NC      | $-169934.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE BACKED SEC 2007-1                          | MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1          | CUSIP: 59024NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        496326 | PA      | $431880.71      | 0.01%             | 2037-04-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $2932.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-4429.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $18863.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 01/27 0.375                             | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     274108716 | PA      | $274665762.47   | 6.02%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-21                                         | FANNIE MAE FNR 2026 21 DF                               | CUSIP: 3136G5FE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7628635 | PA      | $7606318.95     | 0.17%             | 2055-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  JAN27 IFEU 20261130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            56 | NC      | $707371.11      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         52000 | PA      | $51895.34       | 0.00%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-277347.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                       | UNITED MEXICAN STATES SR UNSECURED 07/32 5.85           | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |        900000 | PA      | $904365.00      | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $2630.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7               | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A1       | CUSIP: 07387VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1146162 | PA      | $1117189.48     | 0.02%             | 2037-10-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $61462.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-12990.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | HENRY HB LD1      OCT31 IFED 20310926                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            11 | NC      | $3834.32        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT THB SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $-9.34          | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $26746.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGL CLO 14 LTD 2021-14A                                           | AGL CLO 14, LTD. AGL 2021 14A AR 144A                   | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2800000 | PA      | $2802835.14     | 0.06%             | 2034-12-02      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-13507.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2005-8                                | HOME EQUITY ASSET TRUST HEAT 2005 8 M2                  | CUSIP: 437084QA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1297746 | PA      | $1282630.01     | 0.03%             | 2036-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COPPER FUTURE     JUL26 XCEC 20260729                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            33 | NC      | $-87031.49      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |             1 | NC      | $903.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  FEB27 XNYM 20270120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            44 | NC      | $283364.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-8878.35       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT THB SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $-15499.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR JPY MUTK/0.55000 09/14/23-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |             1 | NC      | $1294755.42     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                   | BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1              | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        126318 | PA      | $66135.48       | 0.00%             | 2035-09-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVEST LN TR 2003-BC2                            | STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A2         | CUSIP: 86358EAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        262094 | PA      | $299749.38      | 0.01%             | 2033-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOYBEAN OIL FUTR  DEC26 XCBT 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            46 | NC      | $164740.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-256741.30     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |             1 | NC      | $-2414.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL MA4733 FN 09/52 FIXED 4.5                     | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        530669 | PA      | $514699.08      | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                                               | UNITED KINGDOM GILT BONDS REGS 10/31 4                  | CUSIP: BPSNBFII0<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      58300000 | PA      | $75256050.51    | 1.65%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |             1 | NC      | $15312.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2005-6                             | DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3          | CUSIP: 251510KH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        156863 | PA      | $134028.78      | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASTR SPECIALIZED LOAN TRUST 2007-1                               | MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A         | CUSIP: 57645KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16843400 | PA      | $6515655.25     | 0.14%             | 2037-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES Q039 | FHLMC MULTIFAMILY STRUCTURED P FHMS Q039 A              | CUSIP: 3137HPER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3190212 | PA      | $3108886.86     | 0.07%             | 2054-06-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CRUDE OIL OPT IPE JUL26C 100 EXP 05/26/2026             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -10 | NC      | $-112600.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-32058.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 01/35 2.125                             | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      18239850 | PA      | $18553769.13    | 0.41%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CCA VINTAGE 2026  DEC26 IFED 20261224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          4121 | NC      | $-11616281.60   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-HE3                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D        | CUSIP: 17310VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        871724 | PA      | $609988.90      | 0.01%             | 2036-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-99                                         | FANNIE MAE FNR 2025 99 KF                               | CUSIP: 3136BXY40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8322167 | PA      | $8348538.83     | 0.18%             | 2055-11-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-70091.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                              | GNMA II POOL MA8044 G2 05/52 FIXED 3.5                  | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8162727 | PA      | $7553997.57     | 0.17%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3                 | SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3         | CUSIP: 81377EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      17303109 | PA      | $5665081.18     | 0.12%             | 2036-10-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-4                                     | GSAA HOME EQUITY TRUST GSAA 2007 4 A3A                  | CUSIP: 3622EBAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        469498 | PA      | $185987.84      | 0.00%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-6695.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $21501.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $230374.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-16A                               | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 16A AR 144A       | CUSIP: 04940AAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3600000 | PA      | $3602391.08     | 0.08%             | 2034-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-2837.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $33688.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT TWD SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |             1 | NC      | $-7531.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIT MTGE LOAN TRUST 2007-1                                        | CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A            | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2648060 | PA      | $2686466.70     | 0.06%             | 2037-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP SPGCINP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $159598.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | HENRY HB LD1      AUG31 IFED 20310729                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            11 | NC      | $1221.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $12210.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 01/30 0.125                             | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     129057463 | PA      | $123560416.52   | 2.71%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $32606.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-860.57        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COCOA FUTURE      SEP26 IFUS 20260915                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -33 | NC      | $6311.63        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPMC-2021-5A                                                      | PPM CLO, LTD. PPMC 2021 5A AR 144A                      | CUSIP: 69356TAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1300000 | PA      | $1301530.36     | 0.03%             | 2034-10-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |             1 | NC      | $-12914.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | HENRY HB LD1      JUN31 IFED 20310528                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            11 | NC      | $-4663.18       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-A8                                  | JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1              | CUSIP: 466247YH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         73790 | PA      | $57579.57       | 0.00%             | 2035-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-184378.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-J                               | BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1          | CUSIP: 05951EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2525957 | PA      | $2197895.63     | 0.05%             | 2047-01-20      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                              | GNMA II TBA 30 YR 3.5 JUMBOS                            | CUSIP: 21H032639<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14000000 | PA      | $12847495.92    | 0.28%             | 2056-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A                       | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A      | CUSIP: 64830KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         46619 | PA      | $45450.99       | 0.00%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GAOCT26 IFEU 20261030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            -2 | NC      | $19495.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $5964.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-32771.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-111698.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.75842 03/31/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $167905.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-SHL1                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 M1 144A   | CUSIP: 17312WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11000000 | PA      | $9467843.01     | 0.21%             | 2046-11-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS EUR 1.83000 09/17/25-2Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $324427.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12  | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A   | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        275649 | PA      | $275202.56      | 0.01%             | 2031-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $1268003.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | LME ZINC FUTURE   SEP26 XLME 20260914                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |             4 | NC      | $-10629.06      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-109417.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | CRUDE OIL FUT OPT MAY26C 72 EXP 04/16/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -38 | NC      | $-1130120.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $17748.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 2.7675 05/13/21-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $975429.13      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-29268.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR1 MEI                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $3231040.71     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT TWD SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |             1 | NC      | $-3369.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 31750SKO2 PIMCO CDSOPT PUT USD 0.85 20260520            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |     -14400000 | NC      | $-11702.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CHF BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |             1 | NC      | $6079.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  DEC26 XNYM 20261120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           441 | NC      | $1917476.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 07/35 1.875                             | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      65023044 | PA      | $64725410.12    | 1.42%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-R3                                                 | CIM TRUST CIM 2021 R3 A1A 144A                          | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1686944 | PA      | $1569743.74     | 0.03%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $-13363.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SILVER FUTURE     MAY26 XCEC 20260527                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -132 | NC      | $2965948.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |             1 | NC      | $3330.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-AR1                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1        | CUSIP: 17307G3C0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         11444 | PA      | $11619.07       | 0.00%             | 2036-03-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-19.97         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 07/34 1.875                             | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      46535707 | PA      | $46782166.62    | 1.02%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-1                              | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 8A1          | CUSIP: 863579R42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        181158 | PA      | $94663.70       | 0.00%             | 2036-02-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6                    | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1         | CUSIP: 76114CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      11799009 | PA      | $2176684.71     | 0.05%             | 2037-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $32613.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | VARS GOLDLNPM 0.0328515625 09/16/26 JPM                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-1419731.85    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COCOA FUTURE      MAY26 IFUS 20260513                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            17 | NC      | $25296.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  MAR27 XNYM 20270222                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -56 | NC      | $-350647.85     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TRINITAS CLO VII LTD 2017-7A                                      | TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A                | CUSIP: 89641CAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2600000 | PA      | $2600829.01     | 0.06%             | 2035-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2014-4                                               | VOYA CLO LTD VOYA 2014 4A A1RA 144A                     | CUSIP: 92914RAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        134873 | PA      | $135007.49      | 0.00%             | 2031-07-14      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 1.7975 08/25/20-7Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $3969193.21     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR15                              | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1       | CUSIP: 94985AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          2426 | PA      | $2344.15        | 0.00%             | 2036-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 04/27 0.125                             | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       6219828 | PA      | $6185183.18     | 0.14%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |             1 | NC      | $1656.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/4.08316 06/30/26-27Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $23925.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/4.07500 03/31/26-28Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $148407.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-243223.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | LME NICKEL FUTURE SEP26 XLME 20260914                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            28 | NC      | $-66537.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 07/27 0.375                             | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     110346010 | PA      | $110344191.50   | 2.42%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-14307.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $29010.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-55041.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM 29 LTD                                                        | LCM LTD PARTNERSHIP LCM 29A AR 144A                     | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        413018 | PA      | $413474.23      | 0.01%             | 2031-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13      | CUSIP: 02149HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        172012 | PA      | $84757.93       | 0.00%             | 2037-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BRT/DUBAI 1ST LN  MAY26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -16 | NC      | $27311.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4                          | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A1B1       | CUSIP: 251513AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         39787 | PA      | $33222.65       | 0.00%             | 2036-10-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | ICE RTD MONTH COA AUG26 IFEU 20260828                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |             5 | NC      | $123946.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-18982.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A         | CUSIP: 17307GW53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          8265 | PA      | $8389.88        | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 6 DAC 6A                                        | TORO EUROPEAN CLO TCLO 6A AR 144A                       | CUSIP: ACI1ZW9V7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       3117957 | PA      | $3606965.84     | 0.08%             | 2032-01-12      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $-6655.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-181544.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | GOLD FUT OPT(CMX) MAY26C 4900 EXP 04/27/2026            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -20 | NC      | $-163400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $65985.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY XXII CLO LTD 2016-22A                                      | GALAXY CLO LTD GALXY 2016 22A AR4 144A                  | CUSIP: 36320TBM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1500000 | PA      | $1499409.98     | 0.03%             | 2034-04-16      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $27889.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP GB NI 3.365 09/15/25-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |             1 | NC      | $444153.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITY-PEACE PARK CLO LTD 2022-1A                                  | UNITY PEACE PARK CLO, LTD. UNPPK 2022 1A A1R 144A       | CUSIP: 913318AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |       6500000 | PA      | $6501824.55     | 0.14%             | 2035-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $34440.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SILVER OPTION     DEC26C 65 EXP 11/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -87 | NC      | $-8217585.00    | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | LEAN HOGS FUTURE  AUG26 XCME 20260814                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            22 | NC      | $-28018.84      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $-298264.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOYBEAN OIL FUTR  JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            17 | NC      | $31093.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-2                                | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A        | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        225234 | PA      | $219331.01      | 0.00%             | 2035-05-19      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-160478.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 10/27 1.625                             | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     118897155 | PA      | $120780449.08   | 2.65%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                            | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: ACI1WVDP0<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |             2 | PA      | $0.26           | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $1542243.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | VARS GOLDLNPM 0.033489 09/25/26 JPM                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-633663.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                       | LETRA TESOURO NACIONAL BILLS 07/26 0.00000              | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     217400000 | PA      | $40645700.99    | 0.89%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                               | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1       | CUSIP: 161630BD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        342979 | PA      | $321204.55      | 0.01%             | 2037-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                           | FREDDIE MAC FHR 5513 MF                                 | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3610565 | PA      | $3634257.12     | 0.08%             | 2054-11-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | TTF NAT GAS F     OCT26 NDEX 20260929                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |             1 | NC      | $10765.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GAJUL26 IFEU 20260731                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            -6 | NC      | $37102.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GAMAY26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -11 | NC      | $230915.69      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $624582.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       2003000 | PA      | $2001794.85     | 0.04%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL 847524 FH 06/33 FLOATING VAR          | CUSIP: 3128JRLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         13837 | PA      | $14117.34       | 0.00%             | 2033-06-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | NATURAL GAS FUTR  JUL26 XNYM 20260626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -97 | NC      | $186186.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-176936.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $116225.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A              | PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A    | CUSIP: ACI2W0KY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |        715165 | PA      | $827406.45      | 0.02%             | 2033-08-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2006-15XS                           | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A6A        | CUSIP: 61750YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1442463 | PA      | $300999.72      | 0.01%             | 2036-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR7                             | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR7 4A1        | CUSIP: 45660LLP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         46125 | PA      | $44643.09       | 0.00%             | 2035-06-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-66459.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | NY HARB ULSD FUT  SEP26 XNYM 20260831                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            69 | NC      | $2704111.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |             1 | NC      | $3757.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | PALLADIUM FUTURE  JUN26 XNYM 20260626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             4 | NC      | $-129142.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |             1 | NC      | $-5406555.39    | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $290.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-INV1                                               | CIM TRUST CIM 2019 INV1 A2 144A                         | CUSIP: 12555DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         48842 | PA      | $47485.37       | 0.00%             | 2049-02-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-207645.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-5108.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5557                                           | FREDDIE MAC FHR 5557 FM                                 | CUSIP: 3137HLZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9212632 | PA      | $9266435.75     | 0.20%             | 2055-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | WHEAT FUTURE(CBT) SEP26 XCBT 20260914                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            90 | NC      | $138037.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $36326.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $32718.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | VARS GOLDLNPM 0.04431025 10/18/27 MYC                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-282902.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COM FWD SMZ6 310.35 11/20/26 BPS                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $29199.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 04/29 3.875                             | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      16124797 | PA      | $17400276.46    | 0.38%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR UAG                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $271141.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                            | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5         | CUSIP: 18976GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        113569 | PA      | $104220.60      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-1685.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-17428.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/4.01035 06/30/26-27Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $34189.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COPPER FUTURE     MAY26 XCEC 20260527                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             8 | NC      | $-65292.16      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-96.61         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |             1 | NC      | $-45036.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 5                                          | SEQUOIA MORTGAGE TRUST SEMT 5 A                         | CUSIP: 81743WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          4378 | PA      | $4359.27        | 0.00%             | 2026-10-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                              | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |       9462140 | PA      | $1182445.46     | 0.03%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2005-SA4                             | RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21       | CUSIP: 76111XYD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        768721 | PA      | $475699.91      | 0.01%             | 2035-09-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                            | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A         | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1100000 | PA      | $1099284.25     | 0.02%             | 2034-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CORN FUTURE       MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -192 | NC      | $-199862.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.77720 03/31/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $170096.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD KRW BOUGHT USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |             1 | NC      | $2041.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BRT/DUBAI 1ST LN  JUN26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            13 | NC      | $-8829.20       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TRUST 2005-HE2                                              | GSAMP TRUST GSAMP 2005 HE2 M2                           | CUSIP: 36242DA60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        940516 | PA      | $912986.68      | 0.02%             | 2035-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5                             | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3         | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        200873 | PA      | $194184.64      | 0.00%             | 2035-07-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-18312.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | ICE RTD MONTH COA JUL26 IFEU 20260731                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |             5 | NC      | $114696.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                   | BEAR STEARNS ALT A TRUST BALTA 2004 9 6A1               | CUSIP: 07386HLE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         59102 | PA      | $59162.97       | 0.00%             | 2034-09-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR15                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2        | CUSIP: 45660LVM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        122485 | PA      | $99518.93       | 0.00%             | 2035-09-25      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2006-A1                               | CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1        | CUSIP: 16163CAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        243140 | PA      | $207912.69      | 0.00%             | 2036-09-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27409709 | PA      | $25868132.69    | 0.57%             | 2056-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -34200000 | NC      | $-81957.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $9595.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 10/28 2.375                             | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     131128595 | PA      | $135793455.43   | 2.97%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-159695.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $20802.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CHF SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |             1 | NC      | $-22685.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |             1 | NC      | $77575.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD DKK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |             1 | NC      | $110177.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | LME LEAD FUTURE   MAY26 XLME 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -25 | NC      | $55071.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOANCORE 2022-CRE7 ISSUER LTD                                     | LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A    | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1282253 | PA      | $1280292.22     | 0.03%             | 2037-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | LME PRI ALUM FUTR MAY26 XLME 20260518                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            28 | NC      | $200072.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $26662.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-188.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-A2                              | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C         | CUSIP: 59024FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        588788 | PA      | $135625.91      | 0.00%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $69442.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | TTF NAT GAS F     AUG26 NDEX 20260730                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |             1 | NC      | $-777.07        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT KRW SOLD USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |             1 | NC      | $-1432.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |             1 | NC      | $-1936.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RALI SERIES 2005-QO1 TRUST                                        | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1         | CUSIP: 761118EN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        376507 | PA      | $257231.02      | 0.01%             | 2035-08-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMF1TC GST                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $3010191.34     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                                | VENTURE CDO LTD VENTR 2019 36A A1AR 144A                | CUSIP: 92332LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3018157 | PA      | $3021794.25     | 0.07%             | 2032-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS EUR 2.46500 12/08/25-2Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $241622.89      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR JPY MUTK/0.50000 12/15/21-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |             1 | NC      | $2112639.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFRF USD SOFR/2.23650 11/21/23-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $7191879.93     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | WHEAT FUTURE(CBT) MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -213 | NC      | $-779146.91     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SILVER OPTION     DEC26C 100 EXP 11/24/2026             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -44 | NC      | $-1777600.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN GOVT                                                        | JAPAN GOVT CPI LINKED BONDS 03/34 0.005                 | CUSIP: ACI2P6LT4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |     126388800 | PA      | $767307.95      | 0.02%             | 2034-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-6                              | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A            | CUSIP: 12669LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1147960 | PA      | $1077226.12     | 0.02%             | 2037-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-6                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3           | CUSIP: 17307GXR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          3855 | PA      | $3847.42        | 0.00%             | 2035-09-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $51907.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAP CERT 2007-4R                           | CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A      | CUSIP: 12639QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        224331 | PA      | $202935.36      | 0.00%             | 2036-10-26      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TR 2004-AR6                                | INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR6 5A1        | CUSIP: 45660NX83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        163191 | PA      | $156658.68      | 0.00%             | 2034-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5582                                           | FREDDIE MAC FHR 5582 FA                                 | CUSIP: 3137HN6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2943966 | PA      | $2953919.72     | 0.06%             | 2055-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD INR BOUGHT USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-219.22        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  MAY26 XNYM 20260421                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            49 | NC      | $240726.13      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $18139.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-FA8                                | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7       | CUSIP: 32052DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1565152 | PA      | $542366.47      | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $60400.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | KC HRW WHEAT FUT  DEC26 XCBT 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -14 | NC      | $-2200.20       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      84117000 | PA      | $83361734.49    | 1.83%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BRT/DUBAI 1ST LN  AUG26 IFEU 20260831                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            10 | NC      | $-2992.08       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-48258.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 01/33 1.125                             | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      19433506 | PA      | $18723694.28    | 0.41%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| OCP EURO CLO 2020-4 DAC 20-4A                                     | OCP EURO CLO OCPE 2020 4A ARR 144A                      | CUSIP: ACI2YYN53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       8300000 | PA      | $9589459.42     | 0.21%             | 2039-10-20      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $-118894.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-HOA1                              | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11       | CUSIP: 45670LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        972977 | PA      | $656672.93      | 0.01%             | 2047-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38000000 | PA      | $39282940.42    | 0.86%             | 2056-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | HENRY HB LD1      SEP31 IFED 20310827                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            11 | NC      | $1111.82        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2005-QA9                           | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB21       | CUSIP: 761118FJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        388191 | PA      | $133215.41      | 0.00%             | 2035-08-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-1                              | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1           | CUSIP: 02660WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         67465 | PA      | $60487.64       | 0.00%             | 2046-05-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-88                                         | FANNIE MAE FNR 2025 88 KF                               | CUSIP: 3136BXZS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5882522 | PA      | $5911998.30     | 0.13%             | 2055-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | 3175RWRC3 INF CAP FWD EU JUN35 3 CALL                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |     -31400000 | NC      | $-411722.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $-122933.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT NZD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |             1 | NC      | $-139337.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $-353301.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-48211.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                           | NYKREDIT REALKREDIT A/S COVERED REGS 10/43 0.5          | CUSIP: ACI1RMVS0<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |             2 | PA      | $0.21           | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  FEB27 IFEU 20261230                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            21 | NC      | $175780.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-2                                     | COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1                  | CUSIP: 12669GPR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         19628 | PA      | $19096.05       | 0.00%             | 2035-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP EM NI 2.6 05/15/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $82689.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | GASOLINE RBOB FUT JUN26 XNYM 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            23 | NC      | $438754.59      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR8                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1        | CUSIP: 93362FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         40664 | PA      | $37137.03       | 0.00%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-876.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-3390.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46000000 | PA      | $46804634.76    | 1.03%             | 2056-07-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-90.42         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-16023.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | LME NICKEL FUTURE JUL26 XLME 20260713                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            33 | NC      | $-43340.85      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTI 2006-19                            | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3          | CUSIP: 12667CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1625448 | PA      | $1617471.09     | 0.04%             | 2037-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR SOG                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $1780681.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| POPULAR ABS MTGE PASS THRU TRUST 2007-A                           | POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A3          | CUSIP: 73316NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1593269 | PA      | $1504031.80     | 0.03%             | 2047-06-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      23700000 | PA      | $23499529.28    | 0.51%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $22456.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A                   | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A   | CUSIP: ACI1YDTG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       1134835 | PA      | $1313007.94     | 0.03%             | 2031-01-15      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |             1 | NC      | $-33301.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260423                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $-5350.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                              | JYSKE REALKREDIT A/S COVERED 10/43 0.5                  | CUSIP: ACI1TRDT5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |          5033 | PA      | $636.09         | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-24                                    | COUNTRYWIDE HOME LOANS CWHL 2005 24 A1                  | CUSIP: 126694JR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         49577 | PA      | $24174.76       | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | REPU STATE STREET GLOBAL MARKE USD REPU SSB T           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -81990230 | PA      | $-81990230.00   | -1.80%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | LEAN HOGS FUTURE  JUN26 XCME 20260612                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -191 | NC      | $279555.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | COMM SWAP JMABNIU5 JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $7782.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT ILS SOLD USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $27376.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR GST                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $12554975.81    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $68059.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $12343.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | US LONG BOND(CBT) JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -2506 | NC      | $9743522.17     | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CHF BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |             1 | NC      | $-14312.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | NY HARB ULSD FUT  JUN26 XNYM 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            17 | NC      | $1203492.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRNCL-2019-11A                                                    | CAIRN CLO BV CRNCL 2019 11A AR 144A                     | CUSIP: ACI34RX33<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       4600000 | PA      | $5314013.83     | 0.12%             | 2040-01-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SEC 2005-F                                   | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2         | CUSIP: 05949CCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         79730 | PA      | $76568.41       | 0.00%             | 2035-07-25      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-4                                                 | FANNIE MAE FNR 2007 4 DF                                | CUSIP: 31396PMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        176295 | PA      | $174901.82      | 0.00%             | 2037-02-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 2.31125 02/24/21-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $1552340.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RVPO BANK OF NOVA SCOTIA                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |     180000000 | PA      | $129394004.74   | 2.83%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP EM NI 2.55 04/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $21250.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                              | FNMA POOL FS3519 FN 11/52 FIXED VAR                     | CUSIP: 3140XJ4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        289493 | PA      | $280363.93      | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.99798 06/30/26-27Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $23787.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD KRW BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |             1 | NC      | $-4232.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-38470.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | CORN FUTURE       DEC26 XCBT 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -271 | NC      | $24908.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-182515.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  NOV26 IFEU 20260930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           101 | NC      | $1570595.87     | 0.03%             |  |  |  | No            |                  1 | 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      | $-1709745.87    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |             1 | NC      | $1719.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $40852.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 3.435 08/01/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-45574.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 1.89 08/27/20-7Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $7047057.73     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG SR UNSECURED REGS 01/28 VAR                | CUSIP: ACI1HYKW8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |        400000 | PA      | $454296.13      | 0.01%             | 2028-01-14      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD KRW BOUGHT USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |             1 | NC      | $3897.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2008-1                                     | COUNTRYWIDE HOME LOANS CWHL 2008 1 A4                   | CUSIP: 12544YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         58440 | PA      | $59647.28       | 0.00%             | 2038-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |             1 | NC      | $14117.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3                       | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2B       | CUSIP: 17312EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7922497 | PA      | $6958667.51     | 0.15%             | 2037-03-25      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                        | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 | CUSIP: ACI2NDKJ4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |       4138880 | PA      | $4812007.01     | 0.11%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |        234000 | PA      | $226144.82      | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR5                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A       | CUSIP: 93362YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         62631 | PA      | $59614.50       | 0.00%             | 2046-06-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT THB SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $-203.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      23410000 | PA      | $23379355.61    | 0.51%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT SEK SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |             1 | NC      | $-120899.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-7AX                                | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3         | CUSIP: 61754HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        550950 | PA      | $144974.88      | 0.00%             | 2037-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-4809.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST II 2007-1                                | BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1            | CUSIP: 07389KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2479290 | PA      | $1158953.42     | 0.03%             | 2047-09-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2026-INV3                                          | PMT LOAN TRUST PMTLT 2026 INV3 A36 144A                 | CUSIP: 69383WBP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2700000 | PA      | $2706676.83     | 0.06%             | 2057-02-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-1123.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TWD BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |             1 | NC      | $1723.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 01/28 1.75                              | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      61984182 | PA      | $62890011.84    | 1.38%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CORN FUTURE       SEP26 XCBT 20260914                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -258 | NC      | $-309483.94     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                           | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 2            | CUSIP: ACI1Z8QS8<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |             2 | PA      | $0.18           | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS EUR 2.75000 09/16/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $-12210179.01   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82300000 | PA      | $83771744.56    | 1.83%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | KC HRW WHEAT FUT  MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           313 | NC      | $807586.93      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-200267.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT NOK SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |             1 | NC      | $1385.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $28582.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLIX LTD 2021-49A                            | MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A          | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1600000 | PA      | $1600694.72     | 0.04%             | 2034-10-19      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5                       | TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A            | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3210443 | PA      | $3218727.77     | 0.07%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $4448.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOYBEAN FUTURE    JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           228 | NC      | $-56091.98      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-140056.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CHF SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |             1 | NC      | $-42424.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $173312.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SILVER FUTURE     SEP26 XCEC 20260928                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $-62512.37      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-177317.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |             1 | NC      | $-1711.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5473                                           | FREDDIE MAC FHR 5473 FH                                 | CUSIP: 3137HHFZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2047999 | PA      | $2056871.98     | 0.05%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $-183962.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT KRW SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |             1 | NC      | $-6843.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                             | FED HM LN PC POOL 847213 FH 01/34 FLOATING VAR          | CUSIP: 3128JRAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         22633 | PA      | $23091.42       | 0.00%             | 2034-01-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $801195.52      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2006-EMX7                              | RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4        | CUSIP: 74924TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        537157 | PA      | $482382.23      | 0.01%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 2YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -3213 | NC      | $3219390.49     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GAMAR26 IFEU 20260331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            32 | NC      | $-19993.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3                           | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3        | CUSIP: 17309QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7023724 | PA      | $6956439.98     | 0.15%             | 2036-10-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260410                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $24105.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOYBEAN FUTURE    NOV26 XCBT 20261113                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           290 | NC      | $384725.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $107952.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO-GALAXY III CLO BV 13-3A                                      | EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A             | CUSIP: ACI1W6FF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       5090695 | PA      | $5891381.18     | 0.13%             | 2034-04-24      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-137470.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $23474.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |             1 | NC      | $68.83          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | LME PRI ALUM FUTR JUL26 XLME 20260713                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           116 | NC      | $345792.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $64449.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-987721.37     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2005-10                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 10 1A2A        | CUSIP: 17307GT57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        168090 | PA      | $103441.54      | 0.00%             | 2035-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                       | LETRA TESOURO NACIONAL BILLS 10/26 0.00000              | CUSIP: ACI2Q7PM2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     351100000 | PA      | $63500141.15    | 1.39%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-53717.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |             1 | NC      | $-10163.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-4756.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | VARS GOLDLNPM 0.043681 10/18/27 BPS                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-466312.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $8829.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-D                               | BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1           | CUSIP: 06051GDM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |          5986 | PA      | $5766.23        | 0.00%             | 2035-05-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-62245.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-79006.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $-17821.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $19606.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.75000 09/02/25-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-664948.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QH1                               | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QH1 A1         | CUSIP: 75115GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        540148 | PA      | $494938.66      | 0.01%             | 2036-12-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | REPO BANK OF MONTREAL ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |     170000000 | PA      | $122205448.93   | 2.68%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | HENRY HB LD1      FEB31 IFED 20310129                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            10 | NC      | $20135.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $78812.89       | 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        |        321113 | PA      | $371537.12      | 0.01%             | 2031-10-15      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  SEP26 IFEU 20260731                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            18 | NC      | $-10487.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |             1 | NC      | $-22357.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-15                                                | FANNIE MAE FNR 2006 15 FC                               | CUSIP: 31395BVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         26171 | PA      | $25816.64       | 0.00%             | 2036-03-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP EM NI 2.58 03/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $30666.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-7                                            | LEHMAN XS TRUST LXS 2006 7 1A1A                         | CUSIP: 52522EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        919883 | PA      | $819319.08      | 0.02%             | 2036-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | TRS R SOFRRATE+11.5/912828Z37 SOG                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |             1 | NC      | $-624264.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $7989.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-6658.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $19442.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $14965.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $5286.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-11083.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-7544.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-5                              | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1          | CUSIP: 007036LJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        127304 | PA      | $108981.61      | 0.00%             | 2035-09-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $32054.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | GASOLINE RBOB FUT SEP26 XNYM 20260831                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           100 | NC      | $2329944.61     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT TRY SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $32033.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD IDR BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $210.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-751529.92     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OZLM XXIV LTD 2019-24A                                            | OZLM LTD OZLM 2019 24A A1AR 144A                        | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        764882 | PA      | $765698.64      | 0.02%             | 2032-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-OPT3                                | HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A4       | CUSIP: 40430HFM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        354538 | PA      | $352447.03      | 0.01%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $15051.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFRF USD SOFR/2.34000 11/21/23-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-767420.19     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $11178.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POPULAR ABS MTGE PASS THRU TRUST 2006-A                           | POPULAR ABS MORTGAGE PASS THRO POPLR 2006 A M2          | CUSIP: 73316PJX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3301168 | PA      | $3187143.07     | 0.07%             | 2036-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | US 5YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          4582 | NC      | $-6851087.57    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GAOCT26 IFEU 20261030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |             4 | NC      | $-1008.36       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |             1 | NC      | $-1029.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                        | JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4                   | CUSIP: ACI37YF43<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    3660000000 | PA      | $22035411.61    | 0.48%             | 2055-12-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-7                              | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5           | CUSIP: 126673EG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7501961 | PA      | $6855592.41     | 0.15%             | 2034-11-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-39878.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR2 BOA                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $7684257.95     | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-47                                         | FANNIE MAE FNR 2025 47 FJ                               | CUSIP: 3136BWNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2307700 | PA      | $2331276.36     | 0.05%             | 2055-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT COP SOLD USD 20260818                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |             1 | NC      | $27422.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOYBEAN MEAL FUTR MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           141 | NC      | $233270.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 3.323 04/23/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $31079.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP EM NI 1.95 11/15/18-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $-354525.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260408                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $5669549.78     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1                          | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A   | CUSIP: 83611DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        406023 | PA      | $107375.09      | 0.00%             | 2036-11-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $-2162.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $5286.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP EM NI 2.0 02/15/25-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $863653.38      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                  | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1                | CUSIP: 362341XC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        146084 | PA      | $62722.76       | 0.00%             | 2035-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $3576.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -86900000 | NC      | $-295534.57     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-40                                                | FANNIE MAE FNR 2025 40 F                                | CUSIP: 3136BWGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2181584 | PA      | $2200701.64     | 0.05%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                           | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5          | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |             2 | PA      | $0.22           | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       4000000 | PA      | $3996795.12     | 0.09%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $41232.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 33 LTD 33A                                                | KKR FINANCIAL CLO LTD KKR 33A AR 144A                   | CUSIP: 48254QAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1400000 | PA      | $1401436.72     | 0.03%             | 2034-07-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-8                                   | BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1               | CUSIP: 07387QAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        138938 | PA      | $132435.65      | 0.00%             | 2034-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |             1 | NC      | $-29773.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-43241.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  JUL26 XNYM 20260622                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -40 | NC      | $-976889.40     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2007-CH5                               | JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH5 M2        | CUSIP: 46631KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4500000 | PA      | $4053474.45     | 0.09%             | 2037-06-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $293.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $101892.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 02/40 2.125                             | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       5567205 | PA      | $5454087.63     | 0.12%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     185000000 | PA      | $178265890.85   | 3.90%             | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GANOV26 IFEU 20261130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |             4 | NC      | $-1008.36       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-96167.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                              | NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2      | CUSIP: ACI22CN07<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |       5089144 | PA      | $653665.14      | 0.01%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GAAUG26 IFEU 20260831                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            -6 | NC      | $38002.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $48381.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR JPM                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $176217.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COFFEE 'C' FUTURE SEP26 IFUS 20260918                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            18 | NC      | $-14815.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT NZD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |             1 | NC      | $-20702.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -34200000 | NC      | $-506016.62     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD COP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |             1 | NC      | $-135588.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD COP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |             1 | NC      | $-163258.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2016-1KRA                                      | WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A            | CUSIP: 97314DAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3876406 | PA      | $3878720.31     | 0.08%             | 2034-10-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP GB NI 3.466 09/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |             1 | NC      | $-110774.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 07/31 0.125                             | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      94984169 | PA      | $88775069.26    | 1.94%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| THAYER PARK CLO LTD 2017-1A                                       | THAYER PARK CLO, LTD. THAYR 2017 1A A1RR 144A           | CUSIP: 883310AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       2000000 | PA      | $1999189.32     | 0.04%             | 2034-04-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-156                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 156 FV          | CUSIP: 38383BFW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2894212 | PA      | $2900204.43     | 0.06%             | 2055-09-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $5412.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SILVER OPTION     DEC26C 85 EXP 11/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            -1 | NC      | $-55660.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $2014869.84     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |             1 | NC      | $-3650.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CNH SOLD USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |             1 | NC      | $1439.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | TRS R 3.78/91282CPH8 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |             1 | NC      | $-1008996.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $1766.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                              | NORDEA KREDIT REALKREDIT COVERED 10/47 2.5              | CUSIP: ACI0CR3W9<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |          1916 | PA      | $274.72         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10               | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 10 A3         | CUSIP: 07387AET8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        120412 | PA      | $120547.01      | 0.00%             | 2035-10-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-31378.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.76836 03/31/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $180557.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                            | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |             1 | PA      | $0.14           | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS EUR 0.19000 11/04/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $5392474.40     | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | PLATINUM FUTURE   JUL26 XNYM 20260729                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           173 | NC      | $469770.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-AF1                             | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1        | CUSIP: 59024KAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        198710 | PA      | $85581.80       | 0.00%             | 2037-06-25      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOYBEAN MEAL FUTR DEC26 XCBT 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -20 | NC      | $5159.71        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 04/29 2.125                             | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     254969350 | PA      | $261835271.74   | 5.73%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 2.364 05/10/18-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-1814468.38    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR19                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A        | CUSIP: 933638AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        779200 | PA      | $729705.56      | 0.02%             | 2047-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $10665.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.32500 07/06/26-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $86021.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A5                                  | JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 3A4              | CUSIP: 46629CAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         53606 | PA      | $41388.75       | 0.00%             | 2036-08-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  JUN27 IFEU 20270430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -97 | NC      | $-1072914.47    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOYBEAN OIL FUTR  MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             5 | NC      | $10259.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $6683.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAP CERT 2007-6                            | CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1             | CUSIP: 12639PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1207236 | PA      | $678827.29      | 0.01%             | 2037-10-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-66483.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | LME LEAD FUTURE   JUL26 XLME 20260713                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -98 | NC      | $69412.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  OCT26 XNYM 20260922                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -22 | NC      | $-190763.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  DEC29 XNYM 20291119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            16 | NC      | $-42023.54      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5648                                           | FREDDIE MAC FHR 5648 CF                                 | CUSIP: 3137HQXV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15200000 | PA      | $15122937.52    | 0.33%             | 2055-03-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | CRUDE OIL OPT IPE JUN26C 79 EXP 04/27/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -159 | NC      | $-4175340.00    | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-261907.53     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-40                                                | FANNIE MAE FNR 2025 40 FP                               | CUSIP: 3136BWGV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11097336 | PA      | $11200352.93    | 0.25%             | 2054-10-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECUR TR 2006-WMC4                             | MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A5         | CUSIP: 57645MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1406979 | PA      | $449914.09      | 0.01%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | NATURAL GAS FUTR  MAR27 XNYM 20270224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -17 | NC      | $8296.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | TTF NAT GAS F     MAY26 NDEX 20260429                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |             3 | NC      | $-9538.39       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |             1 | NC      | $-4564.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |             1 | NC      | $718.34         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/3.36895 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $53547.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-118158.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $43879.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260430                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $-9045394.75    | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP BCOMF1NTC BPS                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $-277749.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-21133.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $199561.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                              | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17400000 | PA      | $17903389.83    | 0.39%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| WACHOVIA MORTGAGE LN TRUST LLC 2005-A                             | WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 A 2A1           | CUSIP: 92977YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         29123 | PA      | $27116.70       | 0.00%             | 2035-08-20      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  DEC27 IFEU 20271029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           407 | NC      | $1729657.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3                       | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2D       | CUSIP: 17312EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4943851 | PA      | $4342254.47     | 0.10%             | 2037-03-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA17                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A     | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        148685 | PA      | $134328.19      | 0.00%             | 2046-12-20      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| FRANCE GOVT                                                       | FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1              | CUSIP: ACI1VB392<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      52739424 | PA      | $59127060.66    | 1.29%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR1 BPS                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $2955485.15     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-27561.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                           | GSG BIDCO LTD SR SECURED 144A 06/36 5.375               | CUSIP: ACI38RGS3<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |       2300000 | PA      | $2640191.92     | 0.06%             | 2036-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR5                             | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1        | CUSIP: 86360JAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2430268 | PA      | $771299.44      | 0.02%             | 2046-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $-280219.72     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |             1 | NC      | $58818.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2       | CUSIP: 12668BE33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         57360 | PA      | $53238.44       | 0.00%             | 2046-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CLO V BV 5A                                               | TIKEHAU TIKEH 5A AR 144A                                | CUSIP: ACI2YQ816<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       1300000 | PA      | $1502176.74     | 0.03%             | 2038-10-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT DKK SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |             1 | NC      | $25724.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-12571.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2007-5                                | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A         | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         37142 | PA      | $32888.98       | 0.00%             | 2037-09-19      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-179038.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS EUR 3.05000 01/13/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $245585.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO XI DAC 11A                                       | INVESCO EURO CLO XI DAC INVSC 11A A1R 144A              | CUSIP: ACI318SX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       4000000 | PA      | $4620674.92     | 0.10%             | 2036-10-22      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GAMAY26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |             4 | NC      | $-2028.36       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260430                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-4127.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1       | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1954495 | PA      | $1598870.42     | 0.04%             | 2047-02-20      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-43154.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 3.43750 08/01/25-1Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-89051.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR1 MYI                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $6535926.89     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-31863.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $7503.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-HE4                                      | ACE SECURITIES CORP. ACE 2006 HE4 A2A                   | CUSIP: 00442BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         16618 | PA      | $6402.26        | 0.00%             | 2036-10-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |             1 | NC      | $293167.26      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $11.38          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-607556.17     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $12199.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD NZD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |             1 | NC      | $316394.02      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ADJ RATE MTGE TRUST 2007-HF1                                | MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1         | CUSIP: 57645RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        223472 | PA      | $88536.02       | 0.00%             | 2037-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | RFRF USD SOFR/2.28500 11/15/23-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $9170240.76     | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| GROSVENOR PLACE CLO 2025-4 DAC 25-4A                              | GROSVENOR PLACE CLO BV GROSV 2025 4A A 144A             | CUSIP: ACI379GR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       4525000 | PA      | $5230094.11     | 0.11%             | 2039-08-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LTD 2018-33A                                          | VENTURE CDO LTD VENTR 2018 33A A1LR 144A                | CUSIP: 92330YAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        389955 | PA      | $390356.52      | 0.01%             | 2031-07-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-1018276.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SEK BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |             1 | NC      | $-6185.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $843.66         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $30552.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |             1 | NC      | $1414757.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | EURO-OAT FUTURE   JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -1293 | NC      | $5627371.86     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |             1 | NC      | $51438.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | WTI CRUDE FUTURE  MAY27 XNYM 20270420                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -13 | NC      | $-111225.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | TTF NAT GAS F     JUL26 NDEX 20260629                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |             1 | NC      | $-715.15        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-501.05        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |             1 | NC      | $6276.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |             1 | NC      | $30295.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                              | JYSKE REALKREDIT A/S COVERED 10/53 1.5                  | CUSIP: ACI1W77N5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |       4274554 | PA      | $512500.86      | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | LME ZINC FUTURE   JUL26 XLME 20260713                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            62 | NC      | $21189.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR4                             | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1        | CUSIP: 86360QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         43514 | PA      | $42929.65       | 0.00%             | 2036-06-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 ISSUER LTD                                       | GS REFT 2026 FL1 ISSUER LTD GSREFT 2026 FL1 A 144A      | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       4200000 | PA      | $4210500.00     | 0.09%             | 2043-04-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-4                            | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M1          | CUSIP: 64352VJJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        999668 | PA      | $987359.38      | 0.02%             | 2035-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR4                               | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4       | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        122326 | PA      | $121952.31      | 0.00%             | 2036-04-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT SGD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |             1 | NC      | $-1678.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/BCOMTR2 GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $4323118.39     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                  | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1                | CUSIP: 362341XE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        318652 | PA      | $272225.08      | 0.01%             | 2035-11-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                       | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |       1555533 | PA      | $15149335.57    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $71625.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-172                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 172 GF          | CUSIP: 38383BXZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2856046 | PA      | $2866459.98     | 0.06%             | 2055-10-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 2.813 05/14/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $932468.28      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2026-19                                         | FANNIE MAE FNR 2026 19 FA                               | CUSIP: 3136BY6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11000000 | PA      | $10993914.80    | 0.24%             | 2056-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BRENT CRUDE FUTR  OCT26 IFEU 20260828                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            12 | NC      | $216212.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $7268.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT IDR SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |             1 | NC      | $-2167.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260421                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-3712.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XII DAC 12A                                | CORDATUS CLO PLC CORDA 12A ARR 144A                     | CUSIP: ACI378M42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       4500000 | PA      | $5194370.26     | 0.11%             | 2039-01-23      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |             1 | NC      | $10002.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260506                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-819.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $-81220.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SILVER OPTION     DEC26P 85 EXP 11/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            -1 | NC      | $-95910.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | INF SWAP EM NI 2.59 03/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $50904.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-15551.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |             1 | NC      | $-13214.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | RFR USD SOFR/4.08244 06/30/26-27Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $19064.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHETSTONE PARK CLO LTD 2021-1A                                    | WHETSTONE PARK CLO LTD WHTPK 2021 1A A1R 144A           | CUSIP: 96329YAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       1200000 | PA      | $1199400.00     | 0.03%             | 2035-01-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                              | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75000000 | PA      | $72313901.25    | 1.58%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | NATURAL GAS FUTR  MAY26 XNYM 20260428                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           108 | NC      | $-158867.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |             1 | NC      | $4854.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARINGS EURO CLO 2025-1 DAC 25-1A                                 | BARINGS EURO CLO DAC BABSE 2025 1A A 144A               | CUSIP: ACI379GS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       2200000 | PA      | $2537995.80     | 0.06%             | 2039-08-15      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-C                               | BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 1A3          | CUSIP: 059522AV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         72147 | PA      | $63556.56       | 0.00%             | 2036-05-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                            | REALKREDIT DANMARK COVERED REGS 10/53 2                 | CUSIP: ACI1Z07K3<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |       4132114 | PA      | $484800.58      | 0.01%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-2                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 2 F             | CUSIP: 38385B2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2717202 | PA      | $2731186.34     | 0.06%             | 2055-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2026-1 DAC 26-1A              | PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A     | CUSIP: ACI38ZH96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       2600000 | PA      | $3005210.57     | 0.07%             | 2035-10-15      | Floating      | 3.15%                 | No            |                  3 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 2.335 02/05/18-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $-3901540.87    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |             1 | NC      | $-127989.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                           | NYKREDIT REALKREDIT A/S COVERED REGS 10/47 2.5          | CUSIP: ACI09WV27<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          8097 | PA      | $1161.04        | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-26CB                      | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A3       | CUSIP: 12667GTP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         81518 | PA      | $57488.42       | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $327900.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-8                                            | LEHMAN XS TRUST LXS 2006 8 3A4                          | CUSIP: 52522HAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1830206 | PA      | $1785927.85     | 0.04%             | 2036-06-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-HE2                                              | GSAMP TRUST GSAMP 2007 HE2 A2D                          | CUSIP: 362440AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2271408 | PA      | $1681100.74     | 0.04%             | 2047-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $-57404.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | TRS R 3.78/91282CFR7 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |             1 | NC      | $852800.48      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $104136.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                              | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: ACI1Z8QZ2<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |       3300000 | PA      | $340836.32      | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | EURO-BUXL 30Y BND JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           179 | NC      | $-273302.91     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |             1 | NC      | $906.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | REVERSE REPO BNP PARIBAS SA 12A CLAS/ISIT/TIPS          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       | -158782521321 | PA      | $-1001050639.73 | -21.92%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | GOLD 100 OZ FUTR  JUN26 XCEC 20260626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           104 | NC      | $858939.82      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $26191.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | INF SWAP US IT 2.703 05/25/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |             1 | NC      | $985212.35      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SNG KEROS V SNG GASEP26 IFEU 20260930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            -6 | NC      | $38602.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD TRY BOUGHT USD 20260429                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |             1 | NC      | $-3236.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |             1 | NC      | $350923.40      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |             1 | NC      | $57697.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                | TSY INFL IX N/B 07/29 0.25                              | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     155894028 | PA      | $151664625.78   | 3.32%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       3840000 | NS      | $3851328.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | IRS EUR 0.19700 11/08/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |             1 | NC      | $10941518.04    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | NATURAL GAS FUTR  FEB27 XNYM 20270127                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            10 | NC      | $-3506.96       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |             1 | NC      | $1001777.38     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WMALT MTGE PASS-THRU CERT 2005-7                                  | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB         | CUSIP: 93934FBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         94200 | PA      | $81131.09       | 0.00%             | 2035-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A       | CUSIP: 126680AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        646545 | PA      | $604252.75      | 0.01%             | 2047-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SOLD KRW BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |             1 | NC      | $19252.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-16                            | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A       | CUSIP: 41161PYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        885384 | PA      | $566244.45      | 0.01%             | 2036-01-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| VOYA EURO CLO IV DAC 4A                                           | VOYA EURO CLO VOYE 4A AR 144A                           | CUSIP: ACI21JC13<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       2800000 | PA      | $3230396.55     | 0.07%             | 2034-10-15      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| FAIR OAKS LOAN FUNDING V DAC 5A                                   | FAIR OAKS LOAN FUNDING FOAKS 5A AR 144A                 | CUSIP: ACI384R29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       3000000 | PA      | $3465602.24     | 0.08%             | 2036-10-15      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | JET CIFNWEVSLSGO  APR26 IFEU 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            -1 | NC      | $27959.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                               | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |             1 | NC      | $123654.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A      | CUSIP: 92925DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        374723 | PA      | $337579.06      | 0.01%             | 2046-12-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |             1 | NC      | $-329.67        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP PIMCODB CIB                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $4579099.68     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/RBCAECR1 RBC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $549246.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP CMDSKEWLS GST                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $641263.55      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP PIMCODB MAC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $2342280.05     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP JMABNIC5 JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $850961.82      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                               | COMM SWAP TBL/RBCAEC0T RBC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |             1 | NC      | $3388418.82     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer