# EDGAR Filing Document

**Accession Number:** 0001047304
**File Stem:** 0001099263-26-003055
**Filing Date:** 2026-3
**Character Count:** 207646
**Document Hash:** 4f970c4d846d1009e67049055acba4c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003055.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003055

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0001047304

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08399
- **FILM NUMBER:** 26705867

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9497204721

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PIMCO International Bond Portfolio (Unhedged) (Series ID: S000010206)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000028252 | Administrative | VPVFBDV         |
| C000030991 | Advisor        | VPFBHEV         |
| C000109754 | Institutional  | PVFUHBI         |

## 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 Variable Insurance Trust

- **b. Investment Company Act file number:** 811-08399

- **c. CIK number of Registrant:** 0001047304

- **d. LEI of Registrant:** 549300KNGHUU7TTJOR56

- **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 International Bond Portfolio (Unhedged)

- **b. EDGAR series identifier (if any):** S000010206

- **c. LEI of Series:** 5SNYVOTWV66DO2KG5H16

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $45289591.60

**Total Liabilities:** $23014240.88

**Net Assets:** $22275350.72

**Cash Not Reported:** $642345.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3774.540000 | **1-Year:** 2255.574000 | **5-Year:** 6265.711400 | **10-Year:** 2452.873500 | **30-Year:** 649.902400

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

- **3-Month:** 16.483500 | **1-Year:** 1.210200 | **5-Year:** 224.879700 | **10-Year:** 121.618300 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000028252 | -0.73%               | -0.02%               | 0.98%                |
| Class ID C000030991 | -0.74%               | -0.03%               | 0.97%                |
| Class ID C000109754 | -0.72%               | -0.01%               | 0.99%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-99661.88               | $7492.06                                   |
| Month 2  | $-48896.89               | $47924.26                                  |
| Month 3  | $-30843.60               | $51031.97                                  |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate ex-USD Total Return Unhedged USD Index

- **Index Identifier:** LG38TRUU

### Schedule of Portfolio Investments

| Name                                          | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                           | 31750RW52 PIMCO FXVAN PUT USD BRL 5.41000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    100000 | NC      | $655.00       | 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      | $-2355.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD GBP BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-371.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD NZD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $44.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260210                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-139.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260109                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $550.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $395.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | US 10YR NOTE (CBT)MAR26 XCBT 20260320                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         2 | NC      | $-908.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CZK SOLD USD 20260311                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $713.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                          | GNMA II POOL MA8266 G2 09/52 FIXED 3.5                  | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96040 | PA      | $88749.67     | 0.40%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $663.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260123                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $337.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                  | ROMANIA SR UNSECURED REGS 09/33 6.375                   | CUSIP: ACI2JSG28<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    172000 | PA      | $216756.80    | 0.97%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CLP SOLD USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $2603.64      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TRY SOLD USD 20260226                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1436.23      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PEN BOUGHT USD 20260622                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-334.54      | -0.00%            |  |  |  | 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        |    500000 | PA      | $169752.46    | 0.76%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD KRW BOUGHT USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-31.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $254.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT KRW SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $2513.38      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUST 10Y BOND FUT MAR26 XSFE 20260316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |       -14 | NC      | $-1926.24     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PROVINCE OF ONTARIO CANADA                    | ONTARIO (PROVINCE OF) SR UNSECURED 06/33 3.65           | CUSIP: 68333ZAY3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    251000 | PA      | $184479.31    | 0.83%             | 2033-06-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-3.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-450.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ZAR BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-2383.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION               | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1 | CUSIP: ACI1VHWN6<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $53899.86     | 0.24%             | 2032-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $193.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                          | GNMA II POOL MA8566 G2 01/53 FIXED 3.5                  | CUSIP: 36179XQT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172729 | PA      | $158972.08    | 0.71%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS AUD 1.75000 03/16/22-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-6756.78     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $629.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-69.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                         | FED HM LN PC POOL SI2117 FR 01/54 FIXED 6.5             | CUSIP: 3133USK67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172221 | PA      | $179017.75    | 0.80%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CHF BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-126.67      | -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      | $63.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PEN BOUGHT USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-230.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CNH BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-275.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD DKK BOUGHT USD 20260401                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |         1 | NC      | $-6351.30     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (20 YEAR ISSUE) BONDS 06/40 0.4                   | CUSIP: ACI1PD3L8<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  25000000 | PA      | $118298.33    | 0.53%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RLA3 PIMCO FXVAN PUT EUR CZK 24.20000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     69522 | NC      | $403.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT EUR SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-11.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD BRL BOUGHT USD 20260303                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $31.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD JPY BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $10448.04     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CHF SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $3199.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD DKK BOUGHT USD 20260102                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |         1 | NC      | $-4085.68     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                          | FNMA POOL CA4346 FN 10/49 FIXED 3                       | CUSIP: 3140QBZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     61222 | PA      | $54319.69     | 0.24%             | 2049-10-01      | Fixed         | 3.00%                 | 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      | $561.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $9.97         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1331.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT GBP SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $260.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040628<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -60000 | PA      | $-56882.04    | -0.26%            | 2056-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNH SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $27.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNH SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $10.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT MXN SOLD USD 20260224                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $214.29       | 0.00%             |  |  |  | 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      | $-21967.00    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-5.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260203                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $6.99         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RZR1 PIMCO FXVAN PUT USD KRW 1383.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -56000 | NC      | $-90.83       | -0.00%            |  |  |  | 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      | $-275.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI  | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 05/26 5.75   | CUSIP: 147918AB2<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |    200000 | PA      | $201099.68    | 0.90%             | 2026-05-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RH83 PIMCO FXVAN CALL USD HKD 7.85000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -78000 | NC      | $-25.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $452.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-115.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $139.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT GBP SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $339.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (20 YEAR ISSUE) BONDS 12/44 2                     | CUSIP: ACI2T82B6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   8000000 | PA      | $44444.33     | 0.20%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $2214.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RXL6 PIMCO FXVAN PUT USD BRL 5.16000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -60000 | NC      | $-20.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNH SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $4375.64      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CNY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-274.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TRY SOLD USD 20260113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $244.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT JPY SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-139.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260210                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $16.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $153.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                | TITULOS DE TESORERIA BONDS 08/29 11                     | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 258700000 | PA      | $64745.88     | 0.29%             | 2029-08-22      | Fixed         | 11.00%                | 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      | $64042.71     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260326                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN GOVT                                    | BONOS Y OBLIG DEL ESTADO SR UNSECURED 05/28 2.4         | CUSIP: ACI2T2CQ5<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    150000 | PA      | $176844.09    | 0.79%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                 | MALAYSIA GOVERNMENT BONDS 04/28 3.519                   | CUSIP: ACI2FJPF3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    740000 | PA      | $184584.23    | 0.83%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT                                    | CHINA GOVERNMENT BOND BONDS 01/55 1.92                  | CUSIP: ACI2T8432<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    400000 | PA      | $52860.91     | 0.24%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-5.58        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RIW9 PIMCO FXVAN CALL USD HKD 7.85000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -36000 | NC      | $-11.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $40.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $389.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (30 YEAR ISSUE) BONDS 12/48 0.7                   | CUSIP: BJB9V0II4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  12750000 | PA      | $49045.66     | 0.22%             | 2048-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-2.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                           | UNITED KINGDOM GILT BONDS REGS 03/30 4.375              | CUSIP: BSQNRDII4<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $274262.10    | 1.23%             | 2030-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-2.07        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CNY BOUGHT USD 20260209                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-400.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT IDR SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $163.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT GBP SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $3519.58      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $406.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                 | MALAYSIA GOVERNMENT BONDS 04/31 2.632                   | CUSIP: ACI1S5B09<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    200000 | PA      | $47749.63     | 0.21%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT NZD SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-177.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD BRL BOUGHT USD 20260203                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $391.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PEN BOUGHT USD 20260112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-889.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT KRW SOLD USD 20260213                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-3130.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD NZD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-5.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERBIA GOVT                                   | REPUBLIC OF SERBIA SR UNSECURED 144A 09/28 1            | CUSIP: ACI20JHB7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    100000 | PA      | $109771.91    | 0.49%             | 2028-09-23      | Fixed         | 1.00%                 | 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      | $-35874.32    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                        | REALKREDIT DANMARK COVERED REGS 01/26 1                 | CUSIP: ACI1TG725<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |   5200000 | PA      | $818169.66    | 3.67%             | 2026-01-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | US 5YR NOTE (CBT) MAR26 XCBT 20260331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        10 | NC      | $-1691.33     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BULGARIAN GOVT                                | BULGARIA SR UNSECURED REGS 07/35 3.375                  | CUSIP: ACI2YSM32<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    150000 | PA      | $173316.73    | 0.78%             | 2035-07-18      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS AUD 4.25000 03/18/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-3015.10     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ZAR BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-972.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260123                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-48.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CZK BOUGHT USD 20260313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-124.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EURO-BUND FUTURE  MAR26 XEUR 20260306                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -4 | NC      | $8292.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -250000 | PA      | $-211386.72   | -0.95%            | 2055-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CNY BOUGHT USD 20260209                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-322.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT NZD SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $900.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260326                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $349.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS KRW 2.75000 03/18/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |         1 | NC      | $-17382.81    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX IG45 5Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $239131.61    | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (20 YEAR ISSUE) BONDS 06/44 1.9                   | CUSIP: ACI2Q1L80<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  21800000 | PA      | $119989.07    | 0.54%             | 2044-06-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CHF BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-143.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (5 YEAR ISSUE) BONDS 06/29 0.4                    | CUSIP: ACI2QPV94<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  20000000 | PA      | $123534.22    | 0.55%             | 2029-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                           | EURO-SCHATZ FUT   MAR26 XEUR 20260306                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -8 | NC      | $1377.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-91.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $308.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                   | REPUBLIC OF POLAND BONDS 02/30 4.875                    | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     50000 | PA      | $51557.73     | 0.23%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CHF BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $50.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ZAR BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-632.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | RFR EUR ESTRON/1.92272 03/10/25-5Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-4923.30     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                        | CHINA DEVELOPMENT BANK UNSECURED 05/33 2.82             | CUSIP: ACI2G7SL2<br>LEI: 300300C1020111000029 | Long             | DBT              | CORP              | CN        |   4140000 | PA      | $627710.77    | 2.82%             | 2033-05-22      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CHF BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-21.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F020612<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -2150000 | PA      | $-1738468.01  | -7.80%            | 2055-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD AUD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-3105.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS CAD CAONREPO/2.25000 12/17/25-2Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-3803.89     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-452.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD KRW BOUGHT USD 20260213                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-164.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $177.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PEN BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-4163.10     | -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      | $-411.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT MXN SOLD USD 20260224                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $218.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-14.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RZQ3 PIMCO FXVAN PUT USD KRW 1419.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     56000 | NC      | $323.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT NOK SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $589.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F032625<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -200000 | PA      | $-184289.06   | -0.83%            | 2056-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT NZD SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $846.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750S584 PIMCO FXVAN PUT EUR HUF 376.00000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |     36000 | NC      | $76.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260109                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-371.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1280000 | PA      | $1313661.16   | 5.90%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT MXN SOLD USD 20260309                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $261.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PEN BOUGHT USD 20260127                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-220.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-271.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                   | LETRA TESOURO NACIONAL BILLS 04/26 0.00000              | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2800000 | PA      | $494285.24    | 2.22%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RXK8 PIMCO FXVAN CALL USD BRL 5.69000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -60000 | NC      | $-465.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260205                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TRY SOLD USD 20260226                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $940.78       | 0.00%             |  |  |  | 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      | $-3681.19     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD KRW BOUGHT USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-167.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT MXN SOLD USD 20260223                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $952.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RMC8 PIMCO FXVAN PUT EUR CZK 24.20000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |     22000 | NC      | $132.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PEN BOUGHT USD 20260323                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-163.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN GOVT CPI LINKED BONDS 03/28 0.1                   | CUSIP: ACI12NZL6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  30665520 | PA      | $199196.67    | 0.89%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT EUR SOLD USD 20260313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $15.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                            | US TREASURY N/B 08/35 4.25                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     80000 | PA      | $80587.50     | 0.36%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260102                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $154.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD MXN BOUGHT USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-41.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT JPY SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-1108.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                            | TSY INFL IX N/B 01/29 2.5                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    151656 | PA      | $156578.74    | 0.70%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS EUR 2.00000 03/18/26-2Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-21791.69    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PEN SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $1057.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                           | UNITED KINGDOM GILT BONDS REGS 01/44 3.25               | CUSIP: B84Z9VII5<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    105394 | PA      | $111427.96    | 0.50%             | 2044-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOUTH KOREA GOVT AS BP MYC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-3607.15     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNH SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $283.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                            | PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6               | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    400000 | PA      | $291309.60    | 1.31%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD THB BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-557.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | RFR GBP SONIO/4.00000 03/18/26-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $1363.95      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (30 YEAR ISSUE) BONDS 09/49 0.4                   | CUSIP: ACI1G3PZ5<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  20000000 | PA      | $68698.93     | 0.31%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260226                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RIH2 PIMCO FXVAN CALL USD HKD 7.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    121000 | NC      | $67.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT JPY SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-168.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260127                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $215.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $244.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT JPY SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-2311.97     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-657.06      | -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      | $85.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $13.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD AUD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-271.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD MYR BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $-679.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260127                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-167.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PEN BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-50.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN GOVT                                    | BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/34 3 | CUSIP: ACI2PBKR8<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    454000 | PA      | $544355.67    | 2.44%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260306                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $20.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TRY SOLD USD 20260223                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1239.77      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260123                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $58.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-106.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS NZD 2.50000 03/12/26-2Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | NZ        |         1 | NC      | $2924.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CZK SOLD USD 20260311                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $49.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF BRITISH COLUMBIA CANADA           | BRITISH COLUMBIA PROV OF UNSECURED 06/34 4.15           | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    100000 | PA      | $75249.04     | 0.34%             | 2034-06-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TRY SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1868.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNH SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $4567.13      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $9.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT EUR SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-728.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PEN SOLD USD 20260622                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $45.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS EUR 2.75000 03/18/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-23463.54    | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RXO0 PIMCO FXVAN CALL USD SGD 1.31500000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     56000 | NC      | $190.46       | 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      | $84.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $143.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD DKK BOUGHT USD 20260401                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |         1 | NC      | $-1565.15     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPN 10Y BOND(OSE) MAR26 XOSE 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |        -2 | NC      | $11327.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | 31750RW45 PIMCO FXVAN CALL USD BRL 5.70000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | LU        |   -100000 | NC      | $-710.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT GBP SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $34962.66     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD SGD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-5710.47     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT BRL SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $388.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-0.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT NZD SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $251.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION (EU)                           | EUROPEAN UNION SR UNSECURED REGS 10/45 3.75             | CUSIP: ACI2X44W2<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    185025 | PA      | $214564.74    | 0.96%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RXM4 PIMCO FXVAN PUT USD BRL 5.40000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     60000 | NC      | $357.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION          | NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75   | CUSIP: ACI1ZX259<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |    300000 | PA      | $155216.94    | 0.70%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PEN BOUGHT USD 20260302                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1679.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RI33 PIMCO FXVAN CALL USD HKD 7.85000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -19000 | NC      | $-6.31        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $92464.84     | 0.42%             | 2056-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT EUR SOLD USD 20260212                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $67.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375  | CUSIP: ACI2V6L67<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    100000 | PA      | $118172.23    | 0.53%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                 | THAILAND GOVERNMENT BOND SR UNSECURED 11/29 2.5         | CUSIP: ACI2Q20Z1<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   6580000 | PA      | $218976.89    | 0.98%             | 2029-11-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION               | QUEENSLAND TREASURY CORP LOCAL GOVT G 08/33 2           | CUSIP: BMXC0WII0<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | CORP              | AU        |     18000 | PA      | $9681.55      | 0.04%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT GBP SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $1724.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                | REPUBLIC OF ARGENTINA BONDS 07/35 VAR                   | CUSIP: ACI1QL1M9<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      5000 | PA      | $3651.81      | 0.02%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ITALY GOVT                                    | ITALY GOV T INT BOND SR UNSECURED REGS 08/28 6          | CUSIP: 551287II8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    100000 | PA      | $139882.22    | 0.63%             | 2028-08-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CNH BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-721.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CNY BOUGHT USD 20260211                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-528.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $130.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $578.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CNY BOUGHT USD 20260211                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-126.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CAN 5YR BOND FUT  MAR26 XMOD 20260320                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -1 | NC      | $545.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260205                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $37.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEMEX LCDS SP DUB                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $356.92       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                           | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $206.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-2.37        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TRY SOLD USD 20260127                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $180.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                            | TSY INFL IX N/B 10/28 2.375                             | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    106304 | PA      | $109491.89    | 0.49%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS EUR 3.00000 03/18/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-9242.47     | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | LONG GILT FUTURE  MAR26 IFLL 20260327                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        14 | NC      | $11792.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | BOUGHT COP SOLD USD 20260218                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-1543.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD THB BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-0.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-21.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT ILS SOLD USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $10.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RI25 PIMCO FXVAN CALL USD HKD 7.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     19000 | NC      | $10.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-54.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT KZT SOLD USD 20260316                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KZ        |         1 | NC      | $336.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (30 YEAR ISSUE) BONDS 09/53 1.8                   | CUSIP: ACI2KC0L6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   7800000 | PA      | $35703.52     | 0.16%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | US ULTRA BOND CBT MAR26 XCBT 20260320                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -5 | NC      | $10070.82     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-221.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260210                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-5.75        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVT                                   | REPUBLIC OF POLAND BONDS 02/35 5.375                    | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     26000 | PA      | $27015.26     | 0.12%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1548.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                     | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    300000 | PA      | $305952.00    | 1.37%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-558.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS EUR 2.50000 03/18/26-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-19190.14    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260205                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $206.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $331.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD HKD BOUGHT USD 20260302                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $342.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (30 YEAR ISSUE) BONDS 06/46 0.3                   | CUSIP: ACI0MYW19<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  26100000 | PA      | $98821.42     | 0.44%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260205                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $45.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $79.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RIV1 PIMCO FXVAN CALL USD HKD 7.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     36000 | NC      | $20.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT NZD SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-110.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-294.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD AUD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-94.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                   | STATE OF ISRAEL SR UNSECURED REGS 11/31 6.5             | CUSIP: ACI2KYD00<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $219459.46    | 0.99%             | 2031-11-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | 31750S543 PIMCO FXVAN PUT EUR HUF 375.00000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     40000 | NC      | $69.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $-148.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD MYR BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $-165.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUSTRALIAN CAPITAL TERRITORY                  | AUST CAPITAL TERRITORY SR UNSECURED REGS 10/30 4.75     | CUSIP: ACI2S54M7<br>LEI: 549300DFQM5A0MPGF178 | Long             | DBT              | MUN               | AU        |    200000 | PA      | $133803.68    | 0.60%             | 2030-10-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | OIS SGD SIBSORA/1.50000 03/18/26-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |         1 | NC      | $15093.65     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260123                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $58.35        | 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      | $-88797.02    | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CAN 10YR BOND FUT MAR26 XMOD 20260320                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         7 | NC      | $-5619.94     | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CHINA GOVT                                    | CHINA GOVERNMENT BOND BONDS 04/53 3.19                  | CUSIP: ACI2FG9Z3<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   1000000 | PA      | $166816.68    | 0.75%             | 2053-04-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260205                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-119.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KUWAIT GOVT                                   | KUWAIT INTL BOND SR UNSECURED 144A 10/30 4.136          | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    200000 | PA      | $200396.13    | 0.90%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PEN BOUGHT USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1120.84     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CCS USD R USSOFR/JPYMUTKCALM-35.65 CBK                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $13830.17     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260305                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260310                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $339.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNH SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $434.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-506.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4                   | CUSIP: ACI2WJ7V9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  11200000 | PA      | $66193.26     | 0.30%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2320000 | PA      | $2411672.50   | 10.83%            | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ZAR BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-4806.04     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | MORGAN STANLEY SR UNSECURED 11/31 VAR                   | CUSIP: ACI34TWH9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116742.57    | 0.52%             | 2031-11-07      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -100000 | PA      | $-92464.84    | -0.42%            | 2056-01-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260304                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1451.86      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $193.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $386.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                            | US TREASURY N/B 08/45 4.875                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    111000 | PA      | $112110.00    | 0.50%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $20.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD BRL BOUGHT USD 20260203                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-384.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $61.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-479.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RIG4 PIMCO FXVAN CALL USD HKD 7.85000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -121000 | NC      | $-39.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $350.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $15.86        | 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        |    544100 | PA      | $524248.85    | 2.35%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                             | SOUTH AFRICAN T BILLS BILLS 06/26 0.00000               | CUSIP: ACI30CS02<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $17607.79     | 0.08%             | 2026-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT SEK SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $5822.88      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $242.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)     | CANADIAN IMPERIAL BANK COVERED 144A 01/30 4.876         | CUSIP: 13607PVU5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $207092.89    | 0.93%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | RFR GBP SONIO/4.00000 03/17/26-2Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $23156.23     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260227                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $108.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                          | FNMA POOL FM3972 FN 07/50 FIXED VAR                     | CUSIP: 3140X7MW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27593 | PA      | $25845.60     | 0.12%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | 31750S451 PIMCO FXVAN PUT EUR CZK 23.90000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     40000 | NC      | $126.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RNL7 PIMCO FXVAN PUT EUR CZK 24.10000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     62000 | NC      | $244.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-114.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PSP CAPITAL INC                               | PSP CAPITAL INC COMPANY GUAR 09/31 4.5                  | CUSIP: ACI2QY2T3<br>LEI: 549300B456N0WEIC5249 | Long             | DBT              | MUN               | CA        |    100000 | PA      | $65294.86     | 0.29%             | 2031-09-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD SGD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-90.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $436.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | RFR GBP SONIO/3.50000 09/17/25-2Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $352.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT COP SOLD USD 20260102                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-18.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT MXN SOLD USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $0.11         | 0.00%             |  |  |  | No            |                  2 | 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      | $5768.49      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $488.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260320                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $280.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD AUD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-245.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS INR MIBOR/5.75000 03/18/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IN        |         1 | NC      | $-19.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT ZAR SOLD USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $273.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNH SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $2059.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD AUD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-1654.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RZJ9 PIMCO FXVAN PUT USD KRW 1419.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     87500 | NC      | $493.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT MXN SOLD USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $924.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS SEK 2.47375 02/03/25-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SE        |         1 | NC      | $2848.81      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | US 10YR ULTRA FUT MAR26 XCBT 20260320                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        15 | NC      | $-10982.95    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RZK6 PIMCO FXVAN PUT USD KRW 1382.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -87500 | NC      | $-131.95      | -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        | 246200000 | PA      | $60704.38     | 0.27%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                 | MALAYSIA INVESTMNT ISSUE BONDS 10/32 4.193              | CUSIP: ACI24V7D3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    260000 | PA      | $67004.14     | 0.30%             | 2032-10-07      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                          | FNMA POOL BW7327 FN 08/52 FIXED 4.5                     | CUSIP: 3140N0D93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90018 | PA      | $88267.89     | 0.40%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD AUD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-2270.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260205                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $0.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750S550 PIMCO FXVAN PUT EUR HUF 376.00000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     37000 | NC      | $78.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $664.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT DKK SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |         1 | NC      | $3810.60      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-5.90        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA              | TREASURY CORP VICTORIA LOCAL GOVT G REGS 09/33 2.25     | CUSIP: BKVDQPII1<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | MUN               | AU        |    400000 | PA      | $218447.69    | 0.98%             | 2033-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $19.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260203                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $150.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT MXN SOLD USD 20260224                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $515.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ZAR BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-274.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $240.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CNY BOUGHT USD 20260211                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-228.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-73.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | RFR JPY MUTK/0.75000 09/17/25-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $-2789.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD GBP BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-2609.41     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CZK BOUGHT USD 20260212                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-178.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                     | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95           | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    480000 | PA      | $158770.88    | 0.71%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PEN SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $163.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750S493 PIMCO FXVAN PUT EUR HUF 378.00000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |     30000 | NC      | $89.48        | 0.00%             |  |  |  | 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      | $2065.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-299.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT ILS SOLD USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $22.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260109                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $245.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260123                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $270.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260324                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $255.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                  | NIGERIA OMO BILL OMO260629                              | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  56426000 | PA      | $35402.74     | 0.16%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                             | REPUBLIC OF SOUTH AFRICA BONDS 03/36 6.25               | CUSIP: B1W32LII9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $15489.31     | 0.07%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT                                    | CHINA GOVERNMENT BOND BONDS 05/35 1.65                  | CUSIP: BT6F11II5<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    800000 | PA      | $112494.44    | 0.51%             | 2035-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F042616<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -100000 | PA      | $-97637.66    | -0.44%            | 2055-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT KRW SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $278.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (20 YEAR ISSUE) BONDS 09/44 1.8                   | CUSIP: ACI2RXB31<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  10000000 | PA      | $53917.90     | 0.24%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD THB BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-3702.68     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $-269.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-120.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $3.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX IG45 10Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-7219.22     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EURO-OAT FUTURE   MAR26 XEUR 20260306                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -3 | NC      | $1653.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | BOUGHT MXN SOLD USD 20260227                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $204.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD DKK BOUGHT USD 20260102                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |         1 | NC      | $-5658.43     | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT GBP SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $129.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260205                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $9.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-342.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                          | FNMA POOL MA5446 FN 08/54 FIXED 6.5                     | CUSIP: 31418FBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    349562 | PA      | $363364.62    | 1.63%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS AUD 3.50000 03/18/26-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-83016.77    | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $178.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD NZD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $36.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                            | US TREASURY N/B 08/44 4.125                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230400 | PA      | $211527.00    | 0.95%             | 2044-08-15      | Fixed         | 4.12%                 | 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      | $-1068.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | RFR GBP SONIO/4.50000 03/18/26-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-393.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOUTH KOREA GOVT AS BP MYC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-3068.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                 | THAILAND GOVERNMENT BOND SR UNSECURED 06/32 3.775       | CUSIP: B75489II5<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   4400000 | PA      | $160372.00    | 0.72%             | 2032-06-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-1406.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD THB BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-1637.01     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT ILS SOLD USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $339.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT KRW SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $4033.44      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PEN BOUGHT USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-10848.24    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260213                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $284.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PEN BOUGHT USD 20260227                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1298.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-9.00        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CAD SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $2796.75      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                          | FNMA POOL CA6106 FN 06/50 FIXED 4                       | CUSIP: 3140QDYC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23249 | PA      | $22310.41     | 0.10%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | OIS CAD CAONREPO/2.50000 12/17/25-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $1961.56      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | RFR GBP SONIO/3.75000 03/18/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $7367.93      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260326                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $907.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD BRL BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $824.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260109                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-176.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD DKK BOUGHT USD 20260102                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |         1 | NC      | $5132.62      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT EUR SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $36014.25     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260123                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $394.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/30 4.75   | CUSIP: 80413TBF5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $204348.67    | 0.92%             | 2030-01-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-2129.05     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-347.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT EUR SOLD USD 20260313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $44.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS EUR 2.21300 03/12/40-15Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $55401.68     | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RH75 PIMCO FXVAN CALL USD HKD 7.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     78000 | NC      | $43.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | RFR GBP SONIO/4.00000 09/17/25-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-243.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (40 YEAR ISSUE) BONDS 03/64 2.2                   | CUSIP: ACI2P7MX2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  21550000 | PA      | $100154.40    | 0.45%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                   | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    441093 | PA      | $4296683.28   | 19.29%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | EURO-BUXL 30Y BND MAR26 XEUR 20260306                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         1 | NC      | $-2069.48     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | BOUGHT TRY SOLD USD 20260220                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $852.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                             | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875              | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   7600000 | PA      | $478946.86    | 2.15%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                           | TRS SOFRINDX/IBOXIG INDX 03/20/26 BPS                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-1835.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD NZD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $94.48        | 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      | $80.52        | 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      | $2026.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CCS USD R US SOFR/GBP SONIA-30.05 GLM                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $-1004.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260302                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $263.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $23.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT HKD SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $-40.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260205                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $115.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MALAYSIA GOVT                                 | MALAYSIA GOVERNMENT BONDS 07/32 3.582                   | CUSIP: ACI22Y4J9<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     50000 | PA      | $12504.44     | 0.06%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| SPAIN GOVT                                    | BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 10/35 3 | CUSIP: ACI2XHL53<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    175000 | PA      | $204247.11    | 0.92%             | 2035-10-31      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT JPY SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-2686.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CNY BOUGHT USD 20260306                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-430.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                          | FNMA POOL MA1045 FN 04/27 FIXED 3                       | CUSIP: 31418AET1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16746 | PA      | $16612.45     | 0.07%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD MYR BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $-1118.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EURO-BTP FUTURE   MAR26 XEUR 20260306                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        14 | NC      | $-4244.87     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $54.70        | 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      | $108.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT EUR SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $430.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                            | US TREASURY N/B 11/49 2.375                             | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $112451.17    | 0.50%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $-160.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RGR2 PIMCO FXVAN CALL USD HKD 7.80000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     69000 | NC      | $38.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                         | FED HM LN PC POOL RB5012 FR 10/39 FIXED 3.5             | CUSIP: 3133KYR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5652 | PA      | $5429.92      | 0.02%             | 2039-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $506561.61    | 2.27%             | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                          | GNMA II TBA 30 YR 3 JUMBOS                              | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    515000 | PA      | $462836.13    | 2.08%             | 2055-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-243.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $437.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT ILS SOLD USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $887.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $283.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (2 YEAR ISSUE) BONDS 01/26 0.1                    | CUSIP: ACI2M7VN7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  10000000 | PA      | $63839.38     | 0.29%             | 2026-01-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $171.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CZK SOLD USD 20260313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $141.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PLN BOUGHT USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-165.75      | -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        | 260800000 | PA      | $67711.95     | 0.30%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| N/A                                           | IRS CNY R 1.50000 03/18/26-5Y BPS                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |         1 | NC      | $-4384.10     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT SGD SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-62.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADA GOVT                                   | CANADIAN GOVERNMENT BONDS 06/34 3                       | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    300000 | PA      | $213639.14    | 0.96%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RW60 PIMCO FXVAN PUT USD BRL 5.16000000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |   -100000 | NC      | $-33.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT EUR SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $80282.10     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260129                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $322.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260326                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CNH BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-120.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $153.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-6.88        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD KRW BOUGHT USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $2401.93      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CZK BOUGHT USD 20260313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-50.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EURO-BOBL FUTURE  MAR26 XEUR 20260306                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -8 | NC      | $8405.41      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | SOLD ZAR BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-2457.22     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $231.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-1652.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                     | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/35 6       | CUSIP: ACI2XSL83<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $64162.33     | 0.29%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                          | GNMA II TBA 30 YR 6.5 JUMBOS                            | CUSIP: 21H062628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $619617.19    | 2.78%             | 2055-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-9.94        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PLN BOUGHT USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-183.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                          | FNMA POOL BF0334 FN 01/59 FIXED 3.5                     | CUSIP: 3140FXLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35553 | PA      | $32460.13     | 0.15%             | 2059-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RZN0 PIMCO FXVAN PUT USD KRW 1417.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     87500 | NC      | $460.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                             | REPUBLIC OF SOUTH AFRICA BONDS 02/48 8.75               | CUSIP: ACI0289D8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $23307.00     | 0.10%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2900000 | PA      | $2889464.82   | 12.97%            | 2056-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD INR BOUGHT USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $235.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNH SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $4762.75      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT JPY SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-53.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $876.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD AUD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-112.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RFD4 PIMCO FXVAN PUT EUR CZK 24.20000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     24000 | NC      | $120.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT RON SOLD USD 20260210                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $222.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                            | TSY INFL IX N/B 01/28 0.5                               | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250804 | PA      | $246441.45    | 1.11%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                         | FED HM LN PC POOL RA6652 FR 01/52 FIXED 2.5             | CUSIP: 3133KNL92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79243 | PA      | $67317.31     | 0.30%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $33.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD HKD BOUGHT USD 20260302                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $43.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT IDR SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $118.73       | 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      | $0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-63.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                          | GNMA II TBA 30 YR 2.5 JUMBOS                            | CUSIP: 21H022622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $86253.91     | 0.39%             | 2056-02-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $503.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $88.47        | 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      | $-1115.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260304                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $6.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT                                    | CHINA GOVERNMENT BOND BONDS 09/54 2.19                  | CUSIP: BRT57JII1<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |   1300000 | PA      | $179386.10    | 0.81%             | 2054-09-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-344.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ZAR BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-520.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUST 3YR BOND FUT MAR26 XSFE 20260316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        -4 | NC      | $141.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | OIS SGD SIBSORA/1.25000 03/18/26-1Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |         1 | NC      | $1566.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CCS USD R USSOFR/JPYMUTKCALM-31.5 GLM                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $30.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | OIS CAD CAONREPO/2.7500 12/17/25-30Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-17896.80    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | US 2YR NOTE (CBT) MAR26 XCBT 20260331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -8 | NC      | $-978.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD GBP BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-3463.85     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT KRW SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $383.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RZO8 PIMCO FXVAN PUT USD KRW 1380.0000000          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -87500 | NC      | $-122.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ZAR BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-4534.72     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (30 YEAR ISSUE) BONDS 09/45 1.4                   | CUSIP: ACI0GTQ55<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   4250000 | PA      | $20926.31     | 0.09%             | 2045-09-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT MXN SOLD USD 20260227                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $199.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RGS0 PIMCO FXVAN CALL USD HKD 7.85000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -69000 | NC      | $-22.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $27.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT ZAR SOLD USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $421.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-284.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZATION FINANCE CORP | TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102  | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     41865 | PA      | $42995.26     | 0.19%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CNY BOUGHT USD 20260211                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-3.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PEN SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | RFR EUR ESTRON/1.79544 03/10/25-5Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-3618.22     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                   | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      5600 | PA      | $3643.73      | 0.02%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD COP BOUGHT USD 20260326                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $188.64       | 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      | $-590.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNH SOLD USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $4649.79      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-239.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260219                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $17.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ZAR BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-1956.61     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260123                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $315.47       | 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      | $-766.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD INR BOUGHT USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-34.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ZAR BOUGHT USD 20260126                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-184.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-447.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                            | US TREASURY N/B 11/54 4.5                               | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    437900 | PA      | $413165.49    | 1.85%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260205                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-88.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT EGP SOLD USD 20260408                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | EG        |         1 | NC      | $79.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD ILS BOUGHT USD 20260115                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-98.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                         | TORONTO DOMINION BANK COVERED 144A 07/27 4.814          | CUSIP: 891160TE3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101709.49    | 0.46%             | 2027-07-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RXP7 PIMCO FXVAN PUT USD SGD 1.23650000            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KY        |    -56000 | NC      | $-469.73      | -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      | $-348.92      | -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      | $10240.25     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TWD SOLD USD 20260120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $11.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THAILAND GOVT                                 | THAILAND GOVERNMENT BOND SR UNSECURED 03/35 2.41        | CUSIP: ACI2TGV26<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    650000 | PA      | $22061.83     | 0.10%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS CNY 1.50000 03/18/26-4Y* LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |         1 | NC      | $-1392.31     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SPAIN GOVT                                    | BONOS Y OBLIG DEL ESTADO SR UNSECURED 01/28 0.00000     | CUSIP: ACI1WLC57<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    150000 | PA      | $168590.66    | 0.76%             | 2028-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT KRW SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $226.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT SGD SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $299.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT BRL SOLD USD 20260303                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-1247.27     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA DEVELOPMENT BANK                        | CHINA DEVELOPMENT BANK UNSECURED 01/34 2.63             | CUSIP: ACI2MPQS2<br>LEI: 300300C1020111000029 | Long             | DBT              | CORP              | CN        |   3750000 | PA      | $561978.13    | 2.52%             | 2034-01-08      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PLN BOUGHT USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-120.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT SGD SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $180.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CNH BOUGHT USD 20260121                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-622.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260326                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $14.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT KRW SOLD USD 20260108                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $390.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT INR SOLD USD 20260130                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-133.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT NZD SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-343.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-663.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PLN BOUGHT USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-260.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                    | JAPAN (5 YEAR ISSUE) BONDS 09/30 1.3                    | CUSIP: ACI310KF2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  70000000 | PA      | $441982.25    | 1.98%             | 2030-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PEN SOLD USD 20260318                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $40.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                            | TSY INFL IX N/B 01/35 2.125                             | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    113491 | PA      | $115534.82    | 0.52%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS NZD 3.50000 03/18/26-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | NZ        |         1 | NC      | $3209.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F020414<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -600000 | PA      | $-555656.25   | -2.49%            | 2040-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD INR BOUGHT USD 20260112                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-22.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT TRY SOLD USD 20260206                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $530.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT BRL SOLD USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-63.62       | -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        | 225900000 | PA      | $60608.64     | 0.27%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                          | GNMA II POOL MA9961 G2 10/54 FIXED 3.5                  | CUSIP: 36180AB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    983812 | PA      | $896759.83    | 4.03%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $991.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $484.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-379.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT MXN SOLD USD 20260309                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $146.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                          | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F030629<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -200000 | PA      | $-176789.06   | -0.79%            | 2056-02-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD CHF BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-339.45      | -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      | $256.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT MXN SOLD USD 20260129                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $10129.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $287.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT EUR SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $61.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1033.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | RFR GBP SONIO/3.50000 03/18/26-2Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $89.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD SEK BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $-399.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260306                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $30.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD NZD BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $44.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | 31750RMZ7 PIMCO FXVAN PUT EUR CZK 24.20000000           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |     76000 | NC      | $457.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT HUF SOLD USD 20260217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $143.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS AUD 4.25000 09/17/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-36445.40    | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PLN BOUGHT USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-680.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC CMB TR 2004-8                           | IMPAC CMB TRUST IMM 2004 8 1A                           | CUSIP: 45254NKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2803 | PA      | $2785.70      | 0.01%             | 2034-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD EUR BOUGHT USD 20260313                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-18.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                          | GNMA II POOL MA7988 G2 04/52 FIXED 3                    | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131813 | PA      | $118674.53    | 0.53%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-690.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT PLN SOLD USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1754.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT CNY SOLD USD 20260213                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $2.21         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD JPY BOUGHT USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $61.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD PLN BOUGHT USD 20260116                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-384.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $364.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BOUGHT NZD SOLD USD 20260114                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $458.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

**Name of Applicant:** PIMCO Variable Insurance Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer