# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007219
**Filing Date:** 2026-5
**Character Count:** 313279
**Document Hash:** 7a76b09ac412af3e153c42162c916518
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007219.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007219

**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:** 261043386

**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 Global Core Asset Allocation Fund (Series ID: S000023224)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000067743 | A             | PGMAX           |
| C000067744 | C             | PGMCX           |
| C000067746 | I-2           | PGAPX           |
| C000067747 | Institutional | PGAIX           |

## 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 Global Core Asset Allocation Fund

- **b. EDGAR series identifier (if any):** S000023224

- **c. LEI of Series:** YB8LA59EIUIEOFQSLY54

**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:** $528563468.00

**Total Liabilities:** $219834822.08

**Net Assets:** $308728645.92

**Amount of Assets Invested in Other Investment Companies:** $3180470.56

**Cash Not Reported:** $4847853.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9481.244600 | **1-Year:** 15777.527600 | **5-Year:** 67732.225000 | **10-Year:** 30371.611400 | **30-Year:** -4257.336300

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

- **3-Month:** 302.783100 | **1-Year:** -270.787900 | **5-Year:** 4992.677700 | **10-Year:** 1323.568100 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000067743 | 4.15%                | 3.20%                | -6.13%               |
| Class ID C000067744 | 4.02%                | 3.16%                | -6.14%               |
| Class ID C000067746 | 4.09%                | 3.27%                | -6.09%               |
| Class ID C000067747 | 4.14%                | 3.20%                | -6.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $305884.54               | $982810.76                                 |
| Month 2  | $289834.53               | $1755214.14                                |
| Month 3  | $62685.44                | $-7577678.54                               |

**Designated Index Information**

- **Index Name:** 60% MSCI ACWI Net Total Return Index USD Unhedged, 40% Bloomberg Global Aggregate Index USD Hedged

- **Index Identifier:** NDUEACWF, LEGATRUH

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2006-C      | POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1           | CUSIP: 73316MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       63470 | PA      | $61024.29     | 0.02%             | 2036-07-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-1102.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TRY SOLD USD 20260401                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $101.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/4.50000 09/16/26-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $77846.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $345.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PHP BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $6.92         | 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      | $1493.42      | 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        |           9 | NC      | $-9768.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20260624                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-6644.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS COP IBR/8.61000 06/18/25-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $223428.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                             | FREDDIE MAC FHR 5426 BF                                  | CUSIP: 3137HCXW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      113389 | PA      | $113769.58    | 0.04%             | 2049-04-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2736.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR MAY26 XLME 20260518                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           9 | NC      | $74214.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE(CBT) MAY26 XCBT 20260514                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $-5912.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $4040.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS MXN TIIE1+24/8.83* 12/23/25-3Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $15674.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $6701.82      | 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      | $5164.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260423                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $731.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-HY8C             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY8C A1        | CUSIP: 02150XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57623 | PA      | $54293.80     | 0.02%             | 2047-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 06/26 0.00000                              | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5337000 | PA      | $5289080.41   | 1.71%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-6.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.30000 12/01/25-4Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $207072.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-4024.94     | -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      | $206.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PHP BOUGHT USD 20260417                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $620.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | US TREASURY N/B 11/42 4                                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2050000 | PA      | $1855610.35   | 0.60%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-237.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS EUR 2.50000 09/16/26-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $315001.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.50000 12/17/25-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-57415.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1881.13     | -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      | $1526.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR DEC26 XCBT 20261214                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           8 | NC      | $-903.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUND POINT CLO IX LTD 2015-2A                      | SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A              | CUSIP: 83609GBN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      252383 | PA      | $252311.65    | 0.08%             | 2032-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                 | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     1936383 | PA      | $18858434.79  | 6.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-30397.13    | -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      | $97.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PHP BOUGHT USD 20260406                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $623.21       | 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      | $-436.21      | -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      | $-831.59      | -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      | $-15495.44    | -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      | $-1446.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-WF1                  | STRUCTURED ASSET SECURITIES CO SASC 2006 WF1 M6          | CUSIP: 863576FN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $98836.55     | 0.03%             | 2036-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260422                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-4520.66     | -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      | $-3691.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-731.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MYR SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-9690.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CORN FUTURE       MAY26 XCBT 20260514                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -10 | NC      | $-8839.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260408                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-18414.11    | -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      | $-331.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.50000 06/17/26-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-2654.33     | -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      | $-5534.82     | -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      | $19156.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-280.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-1004.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                  | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |     7435571 | PA      | $72980133.23  | 23.64%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20260610                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $954.88       | 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      | $17.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-HYB5                    | COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1                | CUSIP: 170256AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       38737 | PA      | $34859.96     | 0.01%             | 2036-09-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CZK BOUGHT USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-491.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | KC HRW WHEAT FUT  MAY26 XCBT 20260514                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-4678.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/2.7500 03/19/25-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $70785.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-218.73      | -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      | $241.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-95.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | US TREASURY N/B 02/35 4.625                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1470000 | PA      | $1508501.37   | 0.49%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTG LN 2004-20             | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 3A1          | CUSIP: 863579HD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1252 | PA      | $1245.68      | 0.00%             | 2035-01-25      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS THB THORON/1.50000 09/16/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TH        |           1 | NC      | $39405.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2005-2                | MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M6           | CUSIP: 61744CQQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1924344 | PA      | $1906592.70   | 0.62%             | 2035-05-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX IG46 10Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-585.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CZK SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $1014.01      | 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      | $-1668.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PHP BOUGHT USD 20260427                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $130.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS CNY 1.50000 09/16/26-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |           1 | NC      | $-9839.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD2 | BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD2 M4         | CUSIP: 07388EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1140000 | PA      | $1172683.57   | 0.38%             | 2036-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MYR SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-2900.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.25000 06/18/25-7Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-124000.60   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260721                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-692.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-18229.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                           | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4             | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3100000 | PA      | $846377.77    | 0.27%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $280.02       | 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      | $-3087.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 01/31 6.5                     | CUSIP: ACI302XY4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  1832229287 | PA      | $478235.46    | 0.15%             | 2031-01-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 VAR       | CUSIP: ACI30FSS4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      112540 | PA      | $1828.78      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST 2005-2                              | IMPAC CMB TRUST IMM 2005 2 1M1                           | CUSIP: 45254NNB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       52214 | PA      | $51282.54     | 0.02%             | 2035-04-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT NOK SOLD USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $5233.56      | 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      | $-770.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20260417                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-331.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.71500 03/31/26-9Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $18484.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD HKD BOUGHT USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $1409.85      | 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      | $-1888.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS HUF 6.20000 03/20/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $89872.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                            | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                   | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        4511 | PA      | $4515.04      | 0.00%             | 2030-10-24      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 VAR       | CUSIP: ACI30FSP0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       79373 | PA      | $1587.46      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260403                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $2807.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260406                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-547.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.2914 05/08/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-41996.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $786.71       | 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      | $-806.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS CZK 5.22500 07/29/22-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-128.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 11/40 12.75                   | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  4442000000 | PA      | $1177350.97   | 0.38%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $4114.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  MAY26 XCBT 20260514                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-2582.90     | -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      | $2370.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNER BROS DISCOVERY INC                           | WARNER BROS DISCOVERY INC COMMON STOCK                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |       30900 | NS      | $848514.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-221.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 01/35 11.75                   | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3759600000 | PA      | $932140.10    | 0.30%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F022659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -2400000 | PA      | $-2017218.77  | -0.65%            | 2056-05-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-WL3                | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4        | CUSIP: 542514SW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      896496 | PA      | $821975.25    | 0.27%             | 2036-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20260610                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-962.37      | -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      | $-5941.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS EUR 0.08050 03/10/22-9Y* LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-1292921.35  | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNY SOLD USD 20260513                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $8942.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7010000 | PA      | $6147823.14   | 1.99%             | 2056-06-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-879.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARITEV CORPORATION                                | CLARITEV CORP SR SECURED 144A 03/31 6.75                 | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      623323 | PA      | $405159.95    | 0.13%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   MAY26 XLME 20260518                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -8 | NC      | $-3476.37     | -0.00%            |  |  |  | No            |                  1 | 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        |      359945 | PA      | $334132.74    | 0.11%             | 2036-10-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260413                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $3043.59      | 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      | $2072.41      | 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      | $1187.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A  | GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A      | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      139351 | PA      | $139497.77    | 0.05%             | 2031-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $4271.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260610                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $2991.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                          | JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4                    | CUSIP: ACI2W94G7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   460000000 | PA      | $2248972.62   | 0.73%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1.70        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260818                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $18131.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260702                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-3772.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260406                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $896.25       | 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      | $-4908.63     | -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      | $-416.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTURE      MAY26 IFUS 20260513                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $2355.83      | 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      | $219.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TRY SOLD USD 20260401                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $435.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMRUSH HOLDINGS INC                                | SEMRUSH HOLDINGS INC A COMMON STOCK USD.00001            | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |       18200 | NS      | $217308.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CVBF US TRS EQUITY SOFR+20 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $-549.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20260507                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-4603.37     | -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      | $2499.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $49952.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 0.00000   | CUSIP: ACI30FV35<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       46781 | PA      | $56.14        | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT HUF SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $350.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260408                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $636.93       | 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      | $304.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $140597.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-30493.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20260610                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $1449.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $296.37       | 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      | $960.85       | 0.00%             |  |  |  | No            |                  2 | 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        |        6948 | PA      | $6955.30      | 0.00%             | 2031-10-20      | Floating      | 4.97%                 | 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    | 0.06%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/3.50000 12/18/24-2Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $-16750.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 03/18/26-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $18018.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08   | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF           | CUSIP: 38383KYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      162382 | PA      | $164327.25    | 0.05%             | 2074-05-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NZD BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $79085.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PLN 5.02000 03/21/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-117366.07   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $321.39       | 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        |           3 | NC      | $93535.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $13255.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08   | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC           | CUSIP: 38383KYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86291 | PA      | $86399.88     | 0.03%             | 2074-05-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SEK BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $1039.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260423                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $159.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COPPER FUTURE     JUL26 XCEC 20260729                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-5189.62     | -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      | $-5093.13     | -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      | $-3609.00     | -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      | $-1284.97     | -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      | $-285.11      | -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      | $1095.74      | 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      | $-24168.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/4.00000 06/17/26-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $4689.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | US TREASURY N/B 02/55 4.625                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      800000 | PA      | $763218.75    | 0.25%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260702                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-12536.61    | -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      | $-68.29       | -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      | $11270.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1A       | ONEMAIN DIRECT AUTO RECEIVABLE ODART 2023 1A A 144A      | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      284323 | PA      | $286380.65    | 0.09%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CMBX.NA.AAA.10 SP UAG                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $3750.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COTTON NO.2 FUTR  DEC26 IFUS 20261208                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -17 | NC      | $-48266.69    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-61.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COUR US TRS EQUITY SOFR+20 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $17095.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-CA   | NAVIENT STUDENT LOAN TRUST NAVSL 2020 CA A2B 144A        | CUSIP: 63941KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      118659 | PA      | $119854.24    | 0.04%             | 2068-11-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $24.01        | 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      | $-3945.13     | -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      | $293.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.9255 05/08/25-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-2697.59     | -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      | $-17014.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTURE      JUL26 IFUS 20260716                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           3 | NC      | $619.76       | 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      | $-110.31      | -0.00%            |  |  |  | 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        |        4017 | PA      | $3883.69      | 0.00%             | 2035-07-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 12/17/25-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-6896.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BTP FUTURE   JUN26 XEUR 20260608                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          29 | NC      | $20446.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $13097.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $711.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260702                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $18997.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $100.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260417                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-84.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-10Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $57997.15     | 0.02%             |  |  |  | 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        |      362734 | PA      | $346814.53    | 0.11%             | 2040-04-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20260505                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-751.42      | -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      | $-1898.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.2 12/18/25-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-25222.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-526.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 09/17/25-7Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-22475.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-2139.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 12/17/25-2Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-23566.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.97500 03/31/26-28Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $34263.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260406                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1955.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LAURENTIAN BANK OF CANADA                           | LAURENTIAN BANK OF CANADA COMMON STOCK                   | CUSIP: 51925D957<br>LEI: HO0K6ZULL3QE6S6SFW60 | Long             | EC               | CORP              | CA        |        4728 | NS      | $137615.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/2.75000 09/17/25-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $-6069.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  JUL26 XCBT 20260714                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $-5530.71     | -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      | $-1437.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTURE      SEP26 IFUS 20260915                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -4 | NC      | $8405.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHITE SUGAR (ICE) AUG26 IFEU 20260716                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -1 | NC      | $-2181.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT CLP SOLD USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-78.33       | -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      | $-168.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTL INC                                | CSG SYSTEMS INTL INC COMMON STOCK USD.01                 | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |        4800 | NS      | $383712.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $4158.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | AVO US TRS EQUITY SOFR-20 JPM                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $2350.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS KRW 3.50000 09/16/26-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |           1 | NC      | $-199920.34   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 08/29 11                      | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 13533500000 | PA      | $3412211.03   | 1.11%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS ZAR 8.75000 03/20/19-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $72170.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CMBX.NA.AAA.9 SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $21.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 07/26 0.00000                              | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2337000 | PA      | $2311095.34   | 0.75%             | 2026-07-21      | None          | 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      | $-8633.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS MYR 3.50000 09/16/26-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |           1 | NC      | $16300.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 3MO EURO EURIBOR  DEC26 IFLL 20261214                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          56 | NC      | $-62386.18    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-B             | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A       | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      452425 | PA      | $461979.56    | 0.15%             | 2056-10-16      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $881.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PHP SOLD USD 20260406                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $-61.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COTTON NO.2 FUTR  JUL26 IFUS 20260709                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -5 | NC      | $-10577.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-63.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 VAR       | CUSIP: ACI30FSH8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       65852 | PA      | $1317.04      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20260406                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-1682.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US 10YR ULTRA FUT JUN26 XCBT 20260618                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -49 | NC      | $-42497.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $15062.45     | 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      | $3860.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE(CBT) SEP26 XCBT 20260914                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -8 | NC      | $-23136.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD GBP BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $13.13        | 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      | $2324.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 317U8RAA2 PIMCO FPPSWAPTION 3.427 CALL USD               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    30000000 | NC      | $1045446.00   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-53294.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260413                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-660.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-852.39      | -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      | $-319.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260410                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $3598.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE INVESTMENT TRUST 2006-1              | AAMES MORTGAGE INVESTMENT TRUS AMIT 2006 1 M1            | CUSIP: 00252GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       66943 | PA      | $64391.84     | 0.02%             | 2036-04-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  JUL26 XNYM 20260626                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -16 | NC      | $30767.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260720                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $6192.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/4.00000 03/18/26-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $33958.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 05/26 0.00000                              | CUSIP: 912797TR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $99587.48     | 0.03%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | US 5YR NOTE (CBT) JUN26 XCBT 20260630                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -195 | NC      | $-134843.67   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  MAY26 XNYM 20260428                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -5 | NC      | $1675.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20260504                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $32894.32     | 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      | $-36296.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260406                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1756.46     | -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        |           5 | NC      | $-6862.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20260414                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1731.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-103.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260423                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-58.50       | -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      | $5243.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-21.98       | -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      | $373.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-5.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QS17            | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS17 A5         | CUSIP: 74922SAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       33106 | PA      | $27705.69     | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F020653<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -12500000 | PA      | $-10065917.88 | -3.26%            | 2056-05-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $581.79       | 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      | $6666.11      | 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      | $4437.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/3.00000 06/18/25-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $-49152.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/3.50000 09/16/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-267322.45   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 09/17/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-33449.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IODEX IO FUT      JUL26 XSIM 20260731                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |          -4 | NC      | $-2.56        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.00000 06/17/26-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $161761.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 31750SBA2 PIMCO FXVAN PUT USD KRW 1400.0000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     2290740 | NC      | $6828.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.25000 09/17/25-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-71487.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SEK BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $1402.66      | 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      | $-2678.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                             | FREDDIE MAC FHR 5426 AF                                  | CUSIP: 3137HCXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      207320 | PA      | $208332.75    | 0.07%             | 2050-03-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CMBX.NA.AAA.10 SP GST                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $2143.37      | 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      | $-15559.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-HE3                        | ACE SECURITIES CORP. ACE 2006 HE3 A2D                    | CUSIP: 00441TAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100067 | PA      | $74369.75     | 0.02%             | 2036-06-25      | 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      | $-40045.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COFF ROBUSTA 10TN JUL26 IFEU 20260727                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           1 | NC      | $-1581.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $804.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20260610                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-2640.01     | -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      | $-1077.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $434.50       | 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      | $-3.82        | -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      | $-780.57      | -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      | $-37492.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-533.83      | -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      | $1837.25      | 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      | $-1369.84     | -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      | $-1763.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-C             | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A       | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1506991 | PA      | $1537931.07   | 0.50%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20260506                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-368.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE FUNDING MTGE LN ASSET-BKD 2003-6              | CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 6 1A5           | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4561809 | PA      | $4514122.10   | 1.46%             | 2034-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SEK BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $424.53       | 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      | $1615.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT HUF SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $1222.70      | 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      | $-2415.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20270128                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $11919.81     | 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      | $10531.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS ILS SHIRON/3.80000 07/04/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |           1 | NC      | $5792.99      | 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      | $70253.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-3074.03     | -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      | $-32585.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMICUS THERAPEUTICS INC                             | AMICUS THERAPEUTICS INC COMMON STOCK USD.01              | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |       31000 | NS      | $448260.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $457.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $48463.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT NZD SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-6130.98     | -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      | $-861.39      | -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      | $-849.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-910.45      | -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      | $7113.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  DEC26 XCBT 20261214                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           7 | NC      | $16395.59     | 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      | $-129.30      | -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      | $-1428.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260916                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-7958.67     | -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      | $6524.67      | 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      | $-2028.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 0.00000   | CUSIP: ACI30FTT1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       29239 | PA      | $58.48        | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | WTI CRUDE FUTURE  SEP26 XNYM 20260820                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $60347.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-22887.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $1604.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED GOLD CORPORATION                             | ALLIED GOLD CORP COMMON STOCK                            | CUSIP: 01921D964<br>LEI: 894500S5G4JFSRGK8L37 | Long             | EC               | CORP              | CA        |        9243 | NS      | $286505.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LME LEAD FUTURE   JUL26 XLME 20260713                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -9 | NC      | $6329.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-631.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALAVO GROWERS INC                                  | CALAVO GROWERS INC COMMON STOCK USD.001                  | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5100 | NS      | $131529.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACE SECURITIES CORP 2005-HE5                        | ACE SECURITIES CORP. ACE 2005 HE5 M4                     | CUSIP: 004421RH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       87404 | PA      | $87613.75     | 0.03%             | 2035-08-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/3.0000 09/17/25-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $-49709.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260424                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-3809.75     | -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      | $4738.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QORVO INC                                           | QORVO INC COMMON STOCK USD.0001                          | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        7100 | NS      | $549540.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $541.32       | 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      | $12245.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20260610                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-166.20      | -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      | $1091.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 317U8R9A4 PIMCO FPPSWAPTION 3.427 PUT USD                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    30000000 | NC      | $1780512.00   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.42700 03/20/45-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $155230.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $734.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX ITRAXX XOV44 5Y ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $-6863.83     | -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      | $-136.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IODEX IO FUT      MAY26 XSIM 20260529                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |          -5 | NC      | $416.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-1658.46     | -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      | $-490.39      | -0.00%            |  |  |  | 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        |     5300000 | PA      | $5110182.36   | 1.66%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT NOK SOLD USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-568.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | KMB US TRS EQUITY SOFR+15 RBC                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $-827.64      | -0.00%            |  |  |  | No            |                  2 | 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        |      171100 | PA      | $170260.11    | 0.06%             | 2037-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $301.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TSY INFL IX N/B 02/53 1.5                                | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2406932 | PA      | $1847049.79   | 0.60%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260917                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-2493.72     | -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      | $-473.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TRY SOLD USD 20260406                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $57265.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-6382.23     | -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      | $1246.23      | 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      | $-324.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $798.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $319.39       | 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      | $7984.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20260406                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-277.56      | -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      | $5052.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20260610                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-216.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TSY INFL IX N/B 01/34 1.75                               | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3173940 | PA      | $3161749.56   | 1.02%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 06/17/26-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $33319.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT GBP SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-3120.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-605.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2021-H16                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H16 FD           | CUSIP: 38382YGB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1969676 | PA      | $1983312.89   | 0.64%             | 2071-09-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO TOTAL RETURN FUND PIMCO TOTAL RETURN FUND INST     | CUSIP: 693390700<br>LEI: GCOBPT5OHTVIN37L8N43 | Long             | EC               | RF                | US        |     3781732 | NS      | $33052340.27  | 10.71%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16400000 | PA      | $16176320.73  | 5.24%             | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-3608.26     | -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      | $1864.00      | 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      | $-4176.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260727                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-24209.29    | -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      | $71317.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-197.25      | -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      | $41742.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $45.81        | 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      | $4396.22      | 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      | $104566.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260424                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2832.75      | 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      | $2539.96      | 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        |           3 | NC      | $77233.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/2.50000 12/17/25-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $179317.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CAN 10YR BOND FUT JUN26 XMOD 20260619                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          25 | NC      | $17611.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-253.85      | -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      | $1789.31      | 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      | $-3295.48     | -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      | $-218.25      | -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      | $143.94       | 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      | $3111.67      | 0.00%             |  |  |  | No            |                  2 | 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        |       24198 | PA      | $22536.29     | 0.01%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20260804                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-15228.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CZK BOUGHT USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $21.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 11/27 5         | CUSIP: ACI30CNK3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |         993 | PA      | $85.40        | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A5        | CUSIP: 12667GLF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      246706 | PA      | $182536.33    | 0.06%             | 2035-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 VAR       | CUSIP: ACI30CR45<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       39337 | PA      | $983.43       | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 0.00000   | CUSIP: ACI30G0P8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       58476 | PA      | $64.32        | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                           | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01            | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |        6100 | NS      | $365268.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-19.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 0.00000   | CUSIP: ACI30FVM3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      110320 | PA      | $121.35       | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                           | FANNIE MAE FNR 2024 38 AF                                | CUSIP: 3136BR5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      321289 | PA      | $321643.63    | 0.10%             | 2047-12-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MXN BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $120.27       | 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      | $717.88       | 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      | $-3816.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260424                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $1029.23      | 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      | $-12294.11    | -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      | $216.71       | 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      | $-5398.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260410                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2001.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX ITRAXX MAIN44 5Y ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $3117.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA SR UNSECURED 04/29 2.25             | CUSIP: ACI1N5XG5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   283689560 | PA      | $67051.02     | 0.02%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $194.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   MAY26 XLME 20260518                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           9 | NC      | $-13252.76    | -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      | $-2093.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 12 06/27/24-01/02/29 CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-101094.05   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20260421                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1669.62     | -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      | $-419.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260406                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-429.23      | -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      | $-1427.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $7127.72      | 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      | $3398.07      | 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      | $1262.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 12/17/25-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $73664.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-8                  | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 2A3          | CUSIP: 54251UAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1504443 | PA      | $374288.54    | 0.12%             | 2036-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD HKD BOUGHT USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $2406.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260408                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $4049.98      | 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      | $5029.75      | 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      | $938.43       | 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      | $143.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260708                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $6114.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/2.00000 06/18/25-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $145839.59    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $1088.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $243.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $75842.37     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  SEP26 XNYM 20260827                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -4 | NC      | $7818.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 0.00000   | CUSIP: ACI30FTR5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       46781 | PA      | $70.17        | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT HUF SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $3244.90      | 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      | $4668.85      | 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      | $344.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.70000 03/31/26-9Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $12754.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $2931.35      | 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      | $-43289.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $161759.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 31750SCJ2 PIMCO FXVAN PUT USD KRW 1400.0000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |      109260 | NC      | $348.65       | 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      | $-455.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260505                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-960.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $475.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 04/26 0.00000                              | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $299335.48    | 0.10%             | 2026-04-23      | None          | 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      | $7496.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $785.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $43116.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR JUL26 XCBT 20260714                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          28 | NC      | $-2379.71     | -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      | $2405.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260417                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $11.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN GOVT                                          | BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/32 0  | CUSIP: ACI22WZS9<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1800000 | PA      | $1809333.26   | 0.59%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3892                                    | FREDDIE MAC FHR 3892 FC                                  | CUSIP: 3137ACXT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      251167 | PA      | $250104.24    | 0.08%             | 2041-07-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-5815.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MYR SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-7112.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.25000 06/18/25-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-119607.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260702                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-4089.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CZK BOUGHT USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $1032.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 02/33 13.25                   | CUSIP: ACI2C9W52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3021000000 | PA      | $809966.64    | 0.26%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260417                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $4477.81      | 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      | $-1826.37     | -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      | $2823.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS COP IBR/8.62000 01/23/25-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $-81370.82    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT HUF SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $868.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $732.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/2.00000 06/18/25-20Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $13289.52     | 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      | $277.28       | 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      | $-140.68      | -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      | $1476.00      | 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        |      314438 | PA      | $316914.24    | 0.10%             | 2068-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MYR SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-6632.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      800000 | PA      | $731815.22    | 0.24%             | 2056-06-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-30568.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260423                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-93.64       | -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      | $552.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $226.98       | 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      | $4125.20      | 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      | $-30167.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS ZAR 8.64900 04/03/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-393507.18   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO INCOME FUND PIMCO INCOME FUND INS                  | CUSIP: 72201F490<br>LEI: XSQUIHC65X62JACTUZ45 | Long             | EC               | RF                | US        |     3048374 | NS      | $32861471.22  | 10.64%            |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B             | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A       | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      187550 | PA      | $179291.57    | 0.06%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $552.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $50.05        | 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      | $23056.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2005-4                              | FIRST NLC TRUST FNLC 2005 4 A4                           | CUSIP: 32113JCG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      583019 | PA      | $577069.79    | 0.19%             | 2036-02-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CZK BOUGHT USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-464.75      | -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      | $-1087.91     | -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      | $-558.67      | -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      | $-247.02      | -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      | $-251.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                       | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                 | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    12100000 | PA      | $216748.21    | 0.07%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR2                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 1A1A        | CUSIP: 92922FC97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      842169 | PA      | $863091.47    | 0.28%             | 2045-01-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-511.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD HKD BOUGHT USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $250.17       | 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      | $-1846.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260417                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $1031.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5               | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2          | CUSIP: 86359LPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         918 | PA      | $893.15       | 0.00%             | 2035-07-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2003-5                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 2A1          | CUSIP: 07384MWN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       22773 | PA      | $21151.86     | 0.01%             | 2033-08-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260427                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-385.73      | -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      | $958.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                         | LETRA TESOURO NACIONAL BILLS 10/26 0.00000               | CUSIP: ACI2Q7PM2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    21800000 | PA      | $3942760.12   | 1.28%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 06/17/26-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $10197.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $3791.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260721                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-546.77      | -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      | $-32639.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20260406                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-3123.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-SCHATZ FUT   JUN26 XEUR 20260608                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           4 | NC      | $716.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-798.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CLP BOUGHT USD 20260916                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $44071.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $6185.48      | 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      | $3395.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $144.46       | 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        |      200000 | PA      | $199738.19    | 0.06%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CTAS US TRS EQUITY SOFR+10 RBC                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $27159.41     | 0.01%             |  |  |  | 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      | $-579548.75   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20260504                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $15098.99     | 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      | $6294.50      | 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      | $8442.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $7820.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $47.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-7Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $31068.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $4553.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   JUL26 XLME 20260713                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           5 | NC      | $6371.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F020448<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3800000 | PA      | $-3496499.40  | -1.13%            | 2041-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-3162.65     | -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      | $1128.73      | 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      | $707.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $58.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-54                           | FANNIE MAE FNR 2024 54 FC                                | CUSIP: 3136BSSC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43436 | PA      | $43669.21     | 0.01%             | 2054-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20260427                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $6092.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $38875.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260520                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $12840.95     | 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      | $331.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BRENT CRUDE FUTR  SEP26 IFEU 20260731                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           1 | NC      | $20774.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-84437.41    | -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      | $1034.28      | 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      | $-70.22       | -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      | $-7097.87     | -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      | $2874.70      | 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      | $-6273.31     | -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      | $-81.34       | -0.00%            |  |  |  | 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        |      198970 | PA      | $182297.49    | 0.06%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-142.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NZD BOUGHT USD 20260504                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $6228.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CLP BOUGHT USD 20260916                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $15088.75     | 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        |         -40 | NC      | $-88932.41    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | US ULTRA BOND CBT JUN26 XCBT 20260618                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           4 | NC      | $2187.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NDUEACWF TRS EQUITY SOFR+41 MBC                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $-1267691.63  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $2414.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                         | LETRA TESOURO NACIONAL BILLS 07/26 0.00000               | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    13500000 | PA      | $2523997.07   | 0.82%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | 31750SCK9 PIMCO FXVAN PUT USD KRW 1350.0000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     -109260 | NC      | $-96.48       | -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      | $-2087.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260702                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $597.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-296.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS ILS SHIRON -.901/3.92 4/21/25-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |           1 | NC      | $-247596.20   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MXN BOUGHT USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $1572.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-780.69      | -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        |         -73 | NC      | $-34667.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS AUD 4.50000 06/18/25-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           1 | NC      | $-54721.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA SR UNSECURED 03/33 3                | CUSIP: ACI07ZL07<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    40527080 | PA      | $8547.02      | 0.00%             | 2033-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $4881.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/0.60000 09/18/24-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $145695.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-22237.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US 10YR NOTE (CBT)JUN26 XCBT 20260618                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -63 | NC      | $-51686.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260424                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-2059.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2005-FF12                   | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2          | CUSIP: 32027NXX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      687435 | PA      | $675699.04    | 0.22%             | 2036-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SWKS US TRS EQUITY SOFR+30 JPM                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $42437.40     | 0.01%             |  |  |  | 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        |      143266 | PA      | $67982.18     | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MXN BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $325.08       | 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      | $-965.20      | -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      | $-8206.29     | -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      | $-5101.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $143.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 04/26 0.00000                              | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $99798.72     | 0.03%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                     | AES CORP COMMON STOCK USD.01                             | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |       61000 | NS      | $859490.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO GOVT                                         | MEX BONOS DESARR FIX RT BONDS 03/29 8.5                  | CUSIP: ACI2JBZ32<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    44000000 | PA      | $2461746.36   | 0.80%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    JUL26 XCBT 20260714                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           7 | NC      | $-3815.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO INTERNATIONAL BOND FUND PIMCO INTL BND USD HGD INS | CUSIP: 693390882<br>LEI: 549300NKY72DZUNDF872 | Long             | EC               | RF                | US        |     6748532 | NS      | $65325791.95  | 21.16%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    NOV26 XCBT 20261113                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          17 | NC      | $25468.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $3179.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR MAY26 XLME 20260518                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -8 | NC      | $-65492.37    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-30265.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $587.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT DKK SOLD USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $1139.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-1033.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260424                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-970.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20260504                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-2294.46     | -0.00%            |  |  |  | No            |                  2 | 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        |       31405 | PA      | $30553.69     | 0.01%             | 2035-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1976.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS AUD 4.50000 03/20/24-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           1 | NC      | $-162732.69   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5               | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1          | CUSIP: 86359LPD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1975 | PA      | $1856.41      | 0.00%             | 2035-07-19      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $2062.42      | 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      | $-14268.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST 2005-2                              | IMPAC CMB TRUST IMM 2005 2 1A2                           | CUSIP: 45254NMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       40164 | PA      | $40075.43     | 0.01%             | 2035-04-25      | Floating      | 4.41%                 | 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      | $9803.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                             | FREDDIE MAC FHR 5426 CF                                  | CUSIP: 3137HCY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44229 | PA      | $44026.90     | 0.01%             | 2050-12-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT GBP SOLD USD 20260505                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-8447.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260423                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $67.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LEAN HOGS FUTURE  JUN26 XCME 20260612                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -10 | NC      | $14654.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT CHF SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-2600.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5         | CUSIP: ACI30C5Q0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        4030 | PA      | $346.58       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20260610                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-490.65      | -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      | $-83806.38    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20261002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-5985.55     | -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      | $-24569.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $103773.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/2.25000 09/17/25-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-55516.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260406                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $8020.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT GBP SOLD USD 20260505                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-13.14       | -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      | $-536.69      | -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      | $-592.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUBE HOLDINGS LIMITED                               | QUBE HOLDINGS LTD COMMON STOCK                           | CUSIP: B1L4BC908<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |      111355 | NS      | $375854.12    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-591.91      | -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      | $-69.27       | -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        |       97591 | PA      | $97692.85     | 0.03%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $3426.06      | 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      | $-15049.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | AUST 3YR BOND FUT JUN26 XSFE 20260615                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          34 | NC      | $5304.16      | 0.00%             |  |  |  | No            |                  1 | 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        |     7400000 | PA      | $7532331.83   | 2.44%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD DKK BOUGHT USD 20260504                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $-1138.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $810.01       | 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      | $1998.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $778.77       | 0.00%             |  |  |  | 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        |    -6400000 | NC      | $-83917.90    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $226.84       | 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      | $140.82       | 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      | $-911.12      | -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      | $1857.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT GBP SOLD USD 20260505                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-2071.11     | -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      | $252.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $1934.48      | 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      | $272.54       | 0.00%             |  |  |  | No            |                  2 | 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        |       36812 | PA      | $31771.99     | 0.01%             | 2036-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| UDEMY INC                                           | UDEMY INC COMMON STOCK USD.00001                         | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |       35000 | NS      | $161700.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $985.42       | 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      | $103112.90    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260702                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-9384.92     | -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      | $-1648.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 07/26 0.00000                              | CUSIP: 912797UR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $98819.45     | 0.03%             | 2026-07-28      | 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      | $-340.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US 2YR NOTE (CBT) JUN26 XCBT 20260630                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -26 | NC      | $-18791.66    | -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      | $6834.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE(CBT) JUL26 XCBT 20260714                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -11 | NC      | $-16187.42    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR MAY26 XCBT 20260514                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           7 | NC      | $8197.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-FA   | NAVIENT STUDENT LOAN TRUST NAVSL 2019 FA A2 144A         | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      426349 | PA      | $412560.95    | 0.13%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/3.2500 06/18/25-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $-7358.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TRY SOLD USD 20260408                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $274.02       | 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      | $-1178.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $6629.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260424                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $52.16        | 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      | $31940.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE GOVT                                         | FRANCE (GOVT OF) BONDS 144A REGS 05/55 3.25              | CUSIP: ACI2N2HB9<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      600000 | PA      | $557817.94    | 0.18%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | KC HRW WHEAT FUT  SEP26 XCBT 20260914                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -4 | NC      | $-10662.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260417                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-1185.88     | -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      | $318.12       | 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      | $-4482.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CMBX.NA.AAA.10 SP MYI                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $9511.22      | 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      | $-0.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2006-WFH4             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M2         | CUSIP: 17309SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203381 | PA      | $203558.14    | 0.07%             | 2036-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $10938.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $288.13       | 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      | $1292.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MYR SOLD USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-2382.58     | -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      | $-359.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS MXN TIIE1/9.05000 12/18/24-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-54181.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $1284.46      | 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        |           5 | NC      | $128696.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUST 10Y BOND FUT JUN26 XSFE 20260615                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        -100 | NC      | $-22475.13    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-30Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $373614.20    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/4.08500 03/31/26-28Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $42090.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LONG GILT FUTURE  JUN26 IFLL 20260626                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          57 | NC      | $15843.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1599.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $164.18       | 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      | $699.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CAD SOLD USD 20260504                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-1606.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                          | JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8                    | CUSIP: ACI2YH5D3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   280000000 | PA      | $1495156.42   | 0.48%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS AUD 4.00000 09/17/25-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           1 | NC      | $-66354.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1918.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/2.7500 12/17/25-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $41885.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-15380.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET BACKED 2007-HE2             | WASHINGTON MUTUAL ASSET BACKED WMABS 2007 HE2 2A2        | CUSIP: 93934TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8631424 | PA      | $2710829.18   | 0.88%             | 2037-02-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | 31750SBB0 PIMCO FXVAN PUT USD KRW 1350.0000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |    -2290740 | NC      | $-1830.30     | -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      | $-153.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/3.50000 09/16/26-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-11446.93    | -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      | $-1086.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.32 05/08/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-4463.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 0.00000   | CUSIP: ACI30G0R4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       58476 | PA      | $76.02        | 0.00%             | 2030-12-31      | None          | 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      | $3895.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT HUF SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $1849.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-927.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PHP SOLD USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $-669.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERITAGE COMMERCE CORP                              | HERITAGE COMMERCE CORP COMMON STOCK                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |        8600 | NS      | $107328.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260702                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-6668.25     | -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      | $2562.75      | 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      | $4220.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CORN FUTURE       JUL26 XCBT 20260714                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -38 | NC      | $-6178.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20260401                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-223.94      | -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      | $-11818.30    | -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      | $-5163.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XV LLC 2023-1A                     | OSCAR US FUNDING TRUST OSCAR 2023 1A A3 144A             | CUSIP: 68785CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |      142389 | PA      | $142741.91    | 0.05%             | 2027-12-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                           | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7        | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6300000 | PA      | $1983688.04   | 0.64%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-14602.21    | -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      | $-4015.54     | -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      | $745.45       | 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        |          -2 | NC      | $6480.02      | 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      | $-1003.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P4              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A4 144A     | CUSIP: 14687NAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1911000 | PA      | $1962606.36   | 0.64%             | 2029-09-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-33.67       | -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      | $-5481.24     | -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        |           6 | NC      | $19923.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA GOVT                                   | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875               | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    90800000 | PA      | $5273738.05   | 1.71%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-20271.95    | -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      | $8962.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-109.86      | -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        |           1 | NC      | $-451.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $584.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN COUNTRY AIRLINES HOLDINGS INC                   | SUN COUNTRY AIRLINES HOLDING COMMON STOCK USD.01         | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       14200 | NS      | $234584.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-24689.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-768.21      | -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      | $-86.34       | -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      | $-4692.29     | -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      | $2346.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 05/26 0.00000                              | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $199033.34    | 0.06%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                          | KENVUE INC COMMON STOCK USD.01                           | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       51500 | NS      | $887860.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.30000 12/18/24-20Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-348356.89   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015-4                    | TOWD POINT MORTGAGE TRUST TPMT 2015 4 B2 144A            | CUSIP: 89171UAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4881565.00   | 1.58%             | 2055-04-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/4.00000 09/16/26-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $345390.23    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-27872.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/0.4500 12/15/21-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $558937.05    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD GBP BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $2070.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $4788.08      | 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      | $-14427.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 06/18/25-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $5596.36      | 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      | $2152.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/2.75000 06/17/26-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $42615.49     | 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      | $2951.86      | 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      | $2134.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BRENT CRUDE FUTR  DEC26 IFEU 20261030                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           3 | NC      | $7328.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260403                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-7953.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 VAR       | CUSIP: ACI30CT68<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       26907 | PA      | $672.68       | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $127.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES                                | SILICON LABORATORIES INC COMMON STOCK USD.0001           | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        2500 | NS      | $520375.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CAN 5YR BOND FUT  JUN26 XMOD 20260619                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          22 | NC      | $11070.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $2385.47      | 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      | $134.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-76               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1         | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       71873 | PA      | $66836.75     | 0.02%             | 2036-02-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260420                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $554.15       | 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      | $-302.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260916                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-4912.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/4.00000 03/18/26-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-28874.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260602                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $141.00       | 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      | $2290.73      | 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        |          37 | NC      | $32949.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $2245.18      | 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        |      300000 | PA      | $299124.04    | 0.10%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260408                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $762.04       | 0.00%             |  |  |  | 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        |      159082 | PA      | $143065.57    | 0.05%             | 2037-07-25      | Floating      | 4.27%                 | 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      | $-6789.68     | -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      | $63.65        | 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      | $-86876.77    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260424                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2748.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | UNP US TRS EQUITY SOFR+15 RBC                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $-2512.26     | -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      | $43391.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIFIRST CORPORATION                                | UNIFIRST CORP/MA COMMON STOCK USD.1                      | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |        1300 | NS      | $327067.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 05/26 0.00000                              | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      294000 | PA      | $292366.52    | 0.09%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20260504                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-1792.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-403.93      | -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      | $-594.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20260427                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $26.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-2178.29     | -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        |          -5 | NC      | $21763.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20260427                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $58.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 05/26 0.00000                              | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $199272.50    | 0.06%             | 2026-05-07      | None          | 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      | $-2753.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE1     | STRUCTURED ASSET INVESTMENT LO SAIL 2005 HE1 M2          | CUSIP: 86358EUW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167527 | PA      | $162070.16    | 0.05%             | 2035-07-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1723.93     | -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      | $-1665.96     | -0.00%            |  |  |  | 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        |       82690 | PA      | $82778.23     | 0.03%             | 2032-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260617                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-5141.94     | -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      | $618.28       | 0.00%             |  |  |  | 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        |    12900000 | PA      | $13335524.51  | 4.32%             | 2056-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-21              | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A            | CUSIP: 12667LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       16675 | PA      | $16241.87     | 0.01%             | 2035-05-25      | 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      | $-64154.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260424                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-738.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260520                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $13677.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.9271 05/08/25-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-25106.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260610                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $3834.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MYR SOLD USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-5810.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                         | TURKIYE CENTR BANK BILL BILLS 04/26 0.00000              | CUSIP: ACI38VBK6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1000000 | PA      | $22335.48     | 0.01%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-237.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | KC HRW WHEAT FUT  JUL26 XCBT 20260714                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -6 | NC      | $-10705.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LIVE CATTLE FUTR  JUN26 XCME 20260630                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           7 | NC      | $21280.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 VAR       | CUSIP: ACI30FSQ8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      119585 | PA      | $2690.66      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX IG45 10Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-2240.18     | -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      | $-30810.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260610                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $4505.59      | 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      | $22132.03     | 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      | $4619.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20260507                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-5501.44     | -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      | $-10587.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2023-1A                 | SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A            | CUSIP: 805922AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       85383 | PA      | $85827.40     | 0.03%             | 2028-10-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20260610                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $3228.80      | 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      | $697.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SEK SOLD USD 20260504                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $-1045.04     | -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      | $-20.41       | -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      | $5473.47      | 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      | $-564.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2019-A                | COLLEGE AVE STUDENT LOANS CASL 2019 A A2 144A            | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       54691 | PA      | $52509.62     | 0.02%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/26 0.00000   | CUSIP: ACI30FV27<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       23390 | PA      | $81.87        | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS CZK 3.53400 03/21/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $-140640.05   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 03/18/26-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $39999.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260424                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $711.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-OAT FUTURE   JUN26 XEUR 20260608                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -47 | NC      | $-21186.73    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                  | US TREASURY N/B 11/52 4                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1550000 | PA      | $1332091.79   | 0.43%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260702                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-11381.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPN 10Y BOND(OSE) JUN26 XOSE 20260615                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         -14 | NC      | $45871.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1              | CUSIP: B58RBK905<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |      347363 | NS      | $3942.68      | 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      | $-556.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $809.73       | 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      | $-2398.69     | -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      | $4690.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COTTON NO.2 FUTR  MAY26 IFUS 20260506                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-1928.82     | -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      | $49434.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PROD 2006-NC3            | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC3 M1          | CUSIP: 76112B4P2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346228 | PA      | $343318.94    | 0.11%             | 2036-03-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 06/18/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-39374.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PHP SOLD USD 20260417                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $-19259.32    | -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      | $-237.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20260504                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-9570.22     | -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      | $-19030.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20260504                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-5222.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-33158.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD DKK BOUGHT USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $4880.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CZK BOUGHT USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $2471.33      | 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      | $-1081.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1003316.85   | 0.32%             | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-9                            | FANNIE MAE FNR 2019 9 FA                                 | CUSIP: 3136B33L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      188244 | PA      | $186691.39    | 0.06%             | 2049-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260415                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $2756.01      | 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        |         -12 | NC      | $47972.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | ALGT US TRS EQUITY SOFR-10 FAR                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $47342.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CLP BOUGHT USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $439.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS COP IBR/9.63000 12/17/25-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $417360.48    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS INR MIBOR/6.25000 09/16/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IN        |           1 | NC      | $-112756.87   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $2950.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-GEL4                 | STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A    | CUSIP: 86361NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       34298 | PA      | $34331.08     | 0.01%             | 2036-10-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20260409                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $2057.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    MAY26 XCBT 20260514                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $8941.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                  | US TREASURY N/B 11/40 1.375                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2700000 | PA      | $1740076.18   | 0.56%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260407                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2495.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                        | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0                | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        2208 | NS      | $633696.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20260507                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-1517.68     | -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      | $-159.07      | -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      | $1253.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5532                             | FREDDIE MAC FHR 5532 FA                                  | CUSIP: 3137HKPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1011091 | PA      | $1018003.70   | 0.33%             | 2055-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-760.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20260408                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-267.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20261026                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-5932.25     | -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      | $8918.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260416                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $783.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260417                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $3394.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CORN FUTURE       SEP26 XCBT 20260914                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -34 | NC      | $-36391.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS EUR 2.25000 09/16/26-2Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-264653.84   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20260430                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-1856.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260423                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $695.65       | 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      | $-2769.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 06/26 0.00000                              | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $99291.62     | 0.03%             | 2026-06-11      | None          | 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      | $10876.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                           | FANNIE MAE FNR 2024 38 FA                                | CUSIP: 3136BR4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      223606 | PA      | $224531.52    | 0.07%             | 2051-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |           1 | NC      | $22521.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260413                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $10025.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2005-W1                       | ARGENT SECURITIES INC. ARSI 2005 W1 A1                   | CUSIP: 040104MX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      246665 | PA      | $228314.97    | 0.07%             | 2035-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BOBL FUTURE  JUN26 XEUR 20260608                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          35 | NC      | $12136.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | JPACWILV TRS EQUITY FEDL01+55 JPM                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $-14694397.89 | -4.76%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | MLPIREIS TRS EQUITY FEDL01+50 BOA                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $22408.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | MLPIREIL TRS EQUITY FEDL01+65 BOA                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $81792.70     | 0.03%             |  |  |  | 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