# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007234
**Filing Date:** 2026-5
**Character Count:** 250374
**Document Hash:** acb071f36d5170598cd8326e8a76ee84
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007234.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007234

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043418

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949-720-6000

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

## Series and Classes Contracts Data

### PIMCO TRENDS Managed Futures Strategy Fund (Series ID: S000042791)

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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** PIMCO Funds

- **b. Investment Company Act file number:** 811-05028

- **c. CIK number of Registrant:** 0000810893

- **d. LEI of Registrant:** 5493003B5Y5GR0Y25Y76

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 877-4626

**Item A.2. Information about the Series.**

- **a. Name of Series:** PIMCO TRENDS Managed Futures Strategy Fund

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2952102763.96

**Total Liabilities:** $1219313245.41

**Net Assets:** $1732789518.55

**Amount of Assets Invested in Other Investment Companies:** $450148539.64

**Delayed Delivery Securities:** $11558502.20

**Cash Not Reported:** $169828149.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -349889.341200 | **1-Year:** -125889.725100 | **5-Year:** -320620.625500 | **10-Year:** 26352.021500 | **30-Year:** -205.172800

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

- **3-Month:** -43793.680900 | **1-Year:** 2897.621100 | **5-Year:** -25019.887600 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000132360 | 3.17%                | 3.72%                | -3.05%               |
| Class ID C000132361 | 3.08%                | 3.64%                | -3.07%               |
| Class ID C000132357 | 3.20%                | 3.74%                | -2.99%               |
| Class ID C000200466 | 3.20%                | 3.74%                | -2.99%               |
| Class ID C000132356 | 3.27%                | 3.71%                | -2.97%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $138059.01               | $35701005.03                               |
| Month 2  | $122665376.22            | $-93837019.15                              |
| Month 3  | $-1837121.19             | $-32848490.89                              |

### 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                                                            | OIS CAD CAONREPO/3.0000 09/16/26-10Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $-4126461.29  | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                        | FREDDIE MAC FHR 5426 BF                               | CUSIP: 3137HCXW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    666992 | PA      | $669232.84    | 0.04%             | 2049-04-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5383                                        | FREDDIE MAC FHR 5383 AF                               | CUSIP: 3137HBGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1158042 | PA      | $1168234.63   | 0.07%             | 2048-08-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| ARES XXVII CLO LTD 2013-2A                                     | ARES CLO LTD ARES 2013 2A AR3 144A                    | CUSIP: 00190YBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001213.49   | 0.06%             | 2034-10-28      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 12.975 02/11/26-01/02/31 CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $3301806.65   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | UK NATURAL GAS FUTMAY26 IFEU 20260429                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       155 | NC      | $60689.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $8128.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR USD SOFR/3.25000 09/16/26-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $427529.68    | 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      | $-47643.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CZK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-115629.50   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-3224.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $733449.06    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20260610                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $3820.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $283179.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-14254.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 13 11/13/25-01/02/31 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-324645.12   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 2021-20A LTD                             | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 20A A1R 144A     | CUSIP: 03330YAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000321.56   | 0.06%             | 2035-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271     | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $9159995.36   | 0.53%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MXN SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-347723.18   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-10                                      | FANNIE MAE FNR 2024 10 AF                             | CUSIP: 3136BQ6A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1022386 | PA      | $1018438.89   | 0.06%             | 2050-12-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SGD BOUGHT USD 20260504                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $791.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS HUF 6.11000 12/30/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |         1 | NC      | $9808326.46   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PEN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $21064.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $14694.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PEN SOLD USD 20261130                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-628736.42   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $2303.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2021-18A                            | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 18A A1R 144A    | CUSIP: 04943EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998750.07    | 0.06%             | 2035-01-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | GOLD 100 OZ FUTR  APR26 XCEC 20260428                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -538 | NC      | $17218007.45  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | IRS ZAR 7.56000 09/22/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $-421192.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM     | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  23500000 | PA      | $23500000.00  | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | INF SWAP US IT 2.5975 04/10/24-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-104265.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOVESPA INDEX FUT TRS EQUITY MEI                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | BR        |         1 | NC      | $-122440.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | US 2YR NOTE (CBT) JUN26 XCBT 20260630                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       762 | NC      | $-1148652.57  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | MILL WHEAT EURO   MAY26 XPAR 20260511                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |      2319 | NC      | $292091.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                | TOYOTA LEASE OWNER TRUST TLOT 2025 A A2A 144A         | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1114315 | PA      | $1115892.32   | 0.06%             | 2027-07-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HUF SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $89495.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MXN SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1095.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                              | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1B 144A       | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3318135 | PA      | $3346194.86   | 0.19%             | 2065-06-22      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $295.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $61.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 15 LTD                                             | ELMWOOD CLO 15 LTD ELM15 2022 2A A1R 144A             | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    300000 | PA      | $300074.07    | 0.02%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CZK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-75747.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOYBEAN FUTURE    JUL26 XCBT 20260714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      1023 | NC      | $584879.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                          | CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A          | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     28747 | PA      | $28747.10     | 0.00%             | 2031-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | CORN FUTURE       JUL26 XCBT 20260714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |     -1549 | NC      | $374202.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 05/26 0.00000                           | CUSIP: 912797TR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2589274.58   | 0.15%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | CAN 10YR BOND FUT JUN26 XMOD 20260619                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |       128 | NC      | $-205728.99   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT RON SOLD USD 20260416                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $-3665.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H05              | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H05 FC        | CUSIP: 38376RU61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    264778 | PA      | $265572.84    | 0.02%             | 2067-02-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CLP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $122459.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS PLN 3.95200 07/29/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |         1 | NC      | $-14166.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NZD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $423585.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | 3MO EURO EURIBOR  SEP27 IFLL 20270913                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |     -1359 | NC      | $212970.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | IRS AUD 4.25000 09/16/26-2Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $2977905.03   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TWD BOUGHT USD 20260413                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-315.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20260424                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-43.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 95 CLO LTD                                              | DRYDEN SENIOR LOAN FUND DRSLF 2021 95A AR 144A        | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100243.12   | 0.06%             | 2034-08-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                   | SBNA AUTO LEASE TRUST SBALT 2024 C A3 144A            | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2493336 | PA      | $2496234.97   | 0.14%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD AUD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $6672.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARROWMARK COLORADO HOLDINGS 2018-3A                            | ELEVATION CLO LTD AWPT 2018 3A A1R2 144A              | CUSIP: 28623VAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000561.33   | 0.06%             | 2035-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2013-2                                  | SLM STUDENT LOAN TRUST SLMA 2013 2 A                  | CUSIP: 78446CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364384 | PA      | $356771.81    | 0.02%             | 2043-06-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $308626.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMC CLO 2022-27A LTD                                          | AMERICAN MONEY MANAGEMENT CORP AMMC 2022 27A A1R 144A | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2200136.60   | 0.13%             | 2037-01-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ICG EURO CLO 2023-2 DAC 23-2A                                  | ICG EURO CLO ICGE 2023 2A A1R 144A                    | CUSIP: ACI38GWX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   4700000 | PA      | $5431373.68   | 0.31%             | 2038-01-26      | Floating      | 3.32%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                     | 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A           | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300414.00    | 0.02%             | 2034-10-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | FTSE 100 IDX FUT  JUN26 IFLL 20260619                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       -26 | NC      | $-73910.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | IRS AUD 5.00000 09/16/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-538383.98   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $227406.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $9055.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRALEE CLO V LTD 2018-5A                                       | TRALEE CLO LTD TRAL 2018 5A A1RR 144A                 | CUSIP: 89300JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998500.05    | 0.06%             | 2034-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVENUE 2024-3A LTD                                    | ATLANTIC AVENUE LTD MCCP 2024 3A A 144A               | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $900480.76    | 0.05%             | 2035-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XIV LTD 2019-1A                              | MOUNTAIN VIEW CLO MVEW 2019 1A A1R 144A               | CUSIP: 62432MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001224.25   | 0.06%             | 2034-10-15      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-884681.63   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-124563.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 06/26 0.00000                           | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2749000 | PA      | $2724317.42   | 0.16%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | WHITE SUGAR (ICE) AUG26 IFEU 20260716                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -152 | NC      | $30918.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANYON CLO 2021-4 LTD                                          | CANYON CAPITAL CLO LTD CANYC 2021 4A AR 144A          | CUSIP: 13877PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500031.93    | 0.03%             | 2034-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PEN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $533307.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ZAR SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $3971.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | 317UADSA1 PIMCO SWAPTION 3.65 PUT USD 20260909        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  25700000 | NC      | $69767.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TWD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $30050.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-57027.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT AUD SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-1393215.47  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $309194.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SET50 FUTURE TRS EQUITY *BULLET* MEI                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | TH        |         1 | NC      | $349276.37    | 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      | $-72275.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SEK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $26815.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                           | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE               | CUSIP: 01F060667<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -54100000 | PA      | $-55067452.99 | -3.18%            | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO 36A LTD                                                | KKR FINANCIAL CLO LTD KKR 36A AR 144A                 | CUSIP: 48255AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201469.09   | 0.07%             | 2034-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $6015.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $102597.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HUF SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $41059.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                           | FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  35600000 | PA      | $35832139.06  | 2.07%             | 2041-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-20325.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 13.38 08/27/25-01/02/31 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $187193.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MDPK-2021-39A                                                  | MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A        | CUSIP: 55821LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001369.34   | 0.06%             | 2034-10-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD EUR BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-198547.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SPI 200 FUTURES   JUN26 XSFE 20260618                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | AU        |      -144 | NC      | $136223.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD SEK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $178679.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS HUF 6.41800 11/19/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |         1 | NC      | $3736017.62   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                    | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND               | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |  61799413 | PA      | $606561241.78 | 35.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD NZD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $295473.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX ITRAXX XOV44 5Y 35-100% SP BOA                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $860516.99    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SEK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $278614.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 27 LTD                                                 | KKR FINANCIAL CLO LTD KKR 27A A1R2 144A               | CUSIP: 48253YBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1600442.22   | 0.09%             | 2035-01-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD EUR BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $4376.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST SERIES 2025-1A                     | EVERGREEN CREDIT CARD TRUST EVGRN 2025 1A A 144A      | CUSIP: 30023JCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   8900000 | PA      | $8929727.78   | 0.52%             | 2029-10-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-11581.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CAD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-5847.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST      | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45      | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $197828.89    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $1097.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ICE RTD MONTH COA AUG26 IFEU 20260828                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        35 | NC      | $10139.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | RFR USD SOFR/3.75000 09/16/26-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1765867.05  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | AUST 3YR BOND FUT JUN26 XSFE 20260615                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |     -2233 | NC      | $453370.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260916                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $129641.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR USD SOFR/4.00000 09/16/26-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1240372.26  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20260406                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-580.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS HUF 5.75000 06/17/26-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |         1 | NC      | $1292406.32   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR GBP SONIO/4.50000 09/16/26-30Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-544233.84   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD COP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-247169.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-AA | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A  | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3409925 | PA      | $3415841.11   | 0.20%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SGD BOUGHT USD 20260504                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $167577.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | FTSE TAIWAN INDEX APR26 XSIM 20260429                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | SG        |       337 | NC      | $-2037850.34  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| TRIMARAN CAVU LTD 2021-2A                                      | TRIMARAN CAVU LTD CAVU 2021 2A AR 144A                | CUSIP: 89624UAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $4199137.24   | 0.24%             | 2034-10-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20260610                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $451340.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95      | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1299970.39   | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PEN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $46786.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-167295.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS COP IBR/9.11000 12/17/25-5Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |         1 | NC      | $2733940.22   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-40                                      | FANNIE MAE FNR 2016 40 PF                             | CUSIP: 3136ASM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    748706 | PA      | $744112.99    | 0.04%             | 2046-07-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CHF BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $50932.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-433584.45   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | S+P500 EMINI FUT  JUN26 XCME 20260618                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -20 | NC      | $-77404.38    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2A LTD                         | PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 2A A1R 144A | CUSIP: 69702WAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5600000 | PA      | $5593593.26   | 0.32%             | 2033-01-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $596.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 05/26 0.00000                           | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    602000 | PA      | $598655.25    | 0.03%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/7.30000 12/17/25-5Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $-1543695.12  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | TTF NAT GAS F     JUL26 NDEX 20260629                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |       135 | NC      | $-366653.96   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-A                      | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 A A2FX 144A  | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106426 | PA      | $102898.12    | 0.01%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)             | AMERICAN TOWER CORP SR UNSECURED 09/26 1.45           | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394838.61    | 0.02%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                                      | FANNIE MAE FNR 2024 38 FA                             | CUSIP: 3136BR4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1315325 | PA      | $1320771.97   | 0.08%             | 2051-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1605253.83   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD HUF BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-209397.73   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $2107816.24   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $235.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SEK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $162735.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TWD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $717762.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BOYCE PARK CLO LLC 2022-1A                                     | BOYCE PARK CLO, LLC BOYCE 2022 1A A1R 144A            | CUSIP: 103228AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2400000 | PA      | $2400708.24   | 0.14%             | 2035-04-21      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-354971.91   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-8400.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-HYB1                               | SEQUOIA MORTGAGE TRUST SEMT 2024 HYB1 A1A 144A        | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620006 | PA      | $619528.99    | 0.04%             | 2063-11-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT AUD SOLD USD 20260504                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-125272.39   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR USD SOFR/3.65000 09/11/26-1Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $9520.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CAD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $85491.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO XIX LTD                                           | TRINITAS CLO LTD TRNTS 2022 19A A1R 144A              | CUSIP: 89642FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    724471 | PA      | $724538.96    | 0.04%             | 2033-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS SGD SIBSORA/1.75000 09/16/26-5Y LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |         1 | NC      | $-2459812.17  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS EUR 3.00000 09/16/26-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $5039.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | E-MINI RUSS 2000  JUN26 XCME 20260618                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -38 | NC      | $29234.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD 2018-12BA                         | NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A        | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    266647 | PA      | $266919.11    | 0.02%             | 2031-06-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MYR SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $-1161.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-790107.86   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD BRL BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-734339.70   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT AUD SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $1221.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | MORGAN STANLEY SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $3961.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-84                                      | FANNIE MAE FNR 2014 84 BF                             | CUSIP: 3136AL2T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    481699 | PA      | $476865.24    | 0.03%             | 2044-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20260408                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $5209.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | 317UADGA4 PIMCO SWAPTION 3.65 PUT USD 20260909        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 268300000 | NC      | $728354.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CNH SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-17522.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CZK 3.96250 11/27/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |         1 | NC      | $-938354.13   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | S+P/TSX 60 IX FUT JUN26 XMOD 20260618                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |       -25 | NC      | $-186269.86   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT MXN SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-14332.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR GBP SONIO/3.50000 09/16/26-2Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $258542.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-10312.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260424                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $463485.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MXN SOLD USD 20260420                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $433366.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-3775.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CLP SOLD USD 20260916                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $-3095513.66  | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | COFF ROBUSTA 10TN MAY26 IFEU 20260522                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -129 | NC      | $-72161.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 06/26 0.00000                           | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $694553.27    | 0.04%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $475730.50    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-3350.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | KOSPI2 FUTURE TRS EQUITY *BULLET* MEI                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |         1 | NC      | $-216312.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | COCOA FUTURE      JUL26 IFUS 20260716                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -86 | NC      | $-234202.08   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD TWD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $63904.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | EURO-BTP FUTURE   JUN26 XEUR 20260608                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |      -246 | NC      | $131356.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                           | FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F050445<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6700000 | PA      | $6749970.34   | 0.39%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20260422                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1014406.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CNY 1.50000 09/16/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |         1 | NC      | $192235.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H15              | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF        | CUSIP: 38380LA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    957362 | PA      | $964016.81    | 0.06%             | 2069-09-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-47808.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4367                                        | FREDDIE MAC FHR 4367 GF                               | CUSIP: 3137BCL48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    423877 | PA      | $418665.79    | 0.02%             | 2037-03-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | IFSC NIFTY 50 FUT APR26 INSE 20260428                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |     -1233 | NC      | $2271292.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BCC-2021-5A                                                    | BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 5A A1R 144A   | CUSIP: 05682EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001216.70   | 0.06%             | 2034-10-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-36661.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-82600.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD HKD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $2795.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD ILS BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $18360.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CNH SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-221186.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-6349.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $48451.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                           | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE             | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -800000 | PA      | $-803809.73   | -0.05%            | 2056-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | US 10YR ULTRA FUT JUN26 XCBT 20260618                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       284 | NC      | $-743373.41   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD                        | GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A    | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001219.80   | 0.06%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OMXS30 IND FUTURE APR26 XSTO 20260417                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | SE        |      1430 | NC      | $-843726.66   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $382953.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CHF SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-1258423.51  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 13.47 08/22/25-01/02/31 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $138484.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-931032.24   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PHP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $-75180.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS CAD CAONREPO/3.2500 09/16/26-30Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $5564688.66   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS CAD CAONREPO/2.50000 09/16/26-2Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $1084588.77   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LOW SU GASOIL G   MAY26 IFEU 20260512                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       198 | NC      | $11186801.47  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BRENT CRUDE FUTR  JUN26 IFEU 20260430                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       131 | NC      | $4756633.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD BRL BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-274820.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | AUST 10Y BOND FUT JUN26 XSFE 20260615                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |      -565 | NC      | $77444.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | INF SWAP US IT 2.595 07/12/23-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-295208.02   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 04/26 0.00000                           | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $498540.06    | 0.03%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $331468.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-47007.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | PLATINUM FUTURE   JUL26 XNYM 20260729                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        74 | NC      | $-440024.78   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H08              | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H08 FB        | CUSIP: 38375UUZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82766 | PA      | $82864.40     | 0.00%             | 2065-03-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS TWD 2.25000 09/16/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TW        |         1 | NC      | $284939.33    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                                  | NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875           | CUSIP: ACI21LG55<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |    200000 | PA      | $184500.00    | 0.01%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4736                                        | FREDDIE MAC FHR 4736 AF                               | CUSIP: 3137FCHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    572761 | PA      | $551273.04    | 0.03%             | 2042-08-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4265                                        | FREDDIE MAC FHR 4265 FM                               | CUSIP: 3137B5R39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    414654 | PA      | $411127.01    | 0.02%             | 2043-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H08              | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H08 FC        | CUSIP: 38380L7K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23400 | PA      | $23461.66     | 0.00%             | 2070-02-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20260416                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $4247.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HUF SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $986.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-703412.99   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-51775.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | PALLADIUM FUTURE  JUN26 XNYM 20260626                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        50 | NC      | $-1119951.83  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $304570.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20260424                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-470779.06   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-4117.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CZK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-31747.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HUF SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $8379.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MYR SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $-9610.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD EUR BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-186868.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | NIKKEI 225  (SGX) JUN26 XSIM 20260611                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | SG        |        -6 | NC      | $36902.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-99279.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD 2019-1A                            | FORTRESS CREDIT BSL LIMITED FCBSL 2019 1A A1R 144A    | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    198383 | PA      | $198584.42    | 0.01%             | 2032-07-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CZK 4.13000 10/01/25-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |         1 | NC      | $-390647.10   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ZAR SOLD USD 20260420                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-176048.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CHF BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $1908340.40   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS EUR 2.25000 09/16/26-2Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $5665386.32   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | GOLD 100 OZ FUTR  JUN26 XCEC 20260626                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -3 | NC      | $-73468.86    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1 2025-1A                     | SPACE COAST CREDIT UNION SCCU 2025 1A A2 144A         | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    369442 | PA      | $370120.52    | 0.02%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO III LTD 2020-3RA                                  | GREYWOLF CLO LTD GWOLF 2020 3RA A1R2 144A             | CUSIP: 39809CAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    655651 | PA      | $656287.70    | 0.04%             | 2033-04-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-827894.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NOK SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $-496950.51   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CLP 4.75000 11/17/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $462701.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 42A LTD                                                | KKR FINANCIAL CLO LTD KKR 42A AR 144A                 | CUSIP: 48255EAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001220.22   | 0.06%             | 2034-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II 2025-1A                          | TRILLIUM CREDIT CARD TRUST II TCCT 2025 1A A 144A     | CUSIP: 89621ACC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2008870.40   | 0.12%             | 2030-09-26      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/7.62250 03/18/26-5Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $-327264.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 12.8 11/28/25-01/02/31 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-1552493.20  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PEN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $50500.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260727                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $7857.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | EURO STOXX BANK   JUN26 XEUR 20260619                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DE        |      1281 | NC      | $-179704.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | RFR JPY MUTK/2.00000 09/16/26-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $802690.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NOK BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $3477.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $301447.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SGD BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $48.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SEK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |         1 | NC      | $65063.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $25233.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CAD SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-378109.58   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GREYWOLF CLO IV LTD                                            | GREYWOLF CLO LTD GWOLF 2019 1A A1R2 144A              | CUSIP: 39809TAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1702180.88   | 0.10%             | 2034-04-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD EUR BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-298.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                    | PIMCO PRV SHORT TERM FLT III MUTUAL FUND              | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |   6771851 | PA      | $65951054.89  | 3.81%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | DEUTSCHE BANK REPO REPO                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 452700000 | PA      | $452700000.02 | 26.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX HY45 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-2393430.07  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/7.35000 02/06/26-5Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $488490.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD 2021-6A                            | BAIN CAPITAL CREDIT CLO  LIMIT BCC 2021 6A A1R 144A   | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000605.44   | 0.06%             | 2034-10-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 04/26 0.00000                           | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    678000 | PA      | $677592.07    | 0.04%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | HSCEI FUTURES     APR26 XHKF 20260429                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | HK        |      -467 | NC      | $666522.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD MXN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $2799.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $41281.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CAD SOLD USD 20260504                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-30225.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD EUR BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $67061.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS INR MIBOR/6.25000 09/16/26-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IN        |         1 | NC      | $2422208.86   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20260602                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $30710.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ECX EMISSION      DEC26 NDEX 20261214                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |      -496 | NC      | $-1151907.34  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $436931.12    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20260422                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $215446.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $106957.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | NY HARB ULSD FUT  MAY26 XNYM 20260430                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       201 | NC      | $15068827.14  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | CDX ITRAXX XOV44 5Y ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $-2803019.81  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS ZAR 7.18000 12/04/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $136699.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PHP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $18769.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD MXN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $791190.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $38065.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PEN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $812.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CAD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-53874.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $878.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                           | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE             | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5700000 | PA      | $5718906.05   | 0.33%             | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOYBEAN OIL FUTR  JUL26 XCBT 20260714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       435 | NC      | $859464.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20260610                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-820240.45   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $89.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $696126.45    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SGD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $309255.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-881.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PEN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $74995.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX ITRAXX MAIN44 5Y ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $-4675869.05  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME ZINC FUTURE   APR26 XLME 20260413                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -236 | NC      | $-443872.29   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | IRS PLN 3.75000 06/17/26-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |         1 | NC      | $7816531.61   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                    | GOLD CMX WR FAC 5001 HSBC SOC                         | CUSIP: 902XNK008<br>LEI: N/A                  | Long             | COMM             |  | US        |     52270 | NS      | $242240948.05 | 13.98%            |  |  |  | No            |                  2 | On Loan: No      |
| APIDOS CLO XI 2012-11A                                         | APIDOS CLO APID 2012 11A AR4 144A                     | CUSIP: 03763YBY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001303.56   | 0.06%             | 2034-04-17      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260818                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $726015.76    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NZD BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $1059047.13   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CLP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $110322.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MXN SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-183540.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS HKD 2.75000 09/16/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HK        |         1 | NC      | $-1006944.95  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC        | CUSIP: 38383KVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1055010 | PA      | $1056369.19   | 0.06%             | 2074-02-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $269228.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3       | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366850 | PA      | $369338.12    | 0.02%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20260610                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-69114.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PHP SOLD USD 20260417                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $-17396.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                        | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 01/28 VAR   | CUSIP: 44891CDN0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3819383.08   | 0.22%             | 2028-01-07      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 04/26 0.00000                           | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3783000 | PA      | $3778047.94   | 0.22%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MYR SOLD USD 20260618                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $-469130.23   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CAD SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-99681.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PLN SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1489.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1777286.03  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $267914.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $9556.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $545073.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $19922.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CLP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $-217947.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 05/26 0.00000                           | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $596981.25    | 0.03%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260424                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $26667.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H01              | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H01 FV        | CUSIP: 38380LPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    719250 | PA      | $727023.51    | 0.04%             | 2068-12-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-BA                             | NAVIENT STUDENT LOAN TRUST NAVSL 2019 BA A2B 144A     | CUSIP: 63941LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180243 | PA      | $180213.07    | 0.01%             | 2059-12-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | INF SWAP US IT 2.525 06/07/23-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $70373.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 5.85      | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201521.36    | 0.01%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | LME NICKEL FUTURE MAY26 XLME 20260518                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -70 | NC      | $180873.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE 44 CLO LTD                                             | VENTURE CDO LTD VENTR 2021 44A A1NR 144A              | CUSIP: 92332KAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001008.82   | 0.06%             | 2034-10-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $777570.70    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD COP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-6479.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT AUD SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-848633.35   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PHP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $-453102.70   | -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      | $-30641.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $190510.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $4889.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | INF SWAP US IT 2.5 03/29/23-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-605374.93   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NZD SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-671004.80   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD MXN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $4295.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HKD SOLD USD 20260420                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $-128.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PEN SOLD USD 20260526                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $748517.75    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD ZAR BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $140726.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $12069.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 JF        | CUSIP: 38383KVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    929983 | PA      | $938097.85    | 0.05%             | 2074-04-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $84938.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 05/26 0.00000                           | CUSIP: 912797TS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199033.34    | 0.01%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2019-4A                                         | PIKES PEAK CLO PIPK 2019 4A ARR 144A                  | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001338.89   | 0.06%             | 2034-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 07/26 0.00000                           | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3201000 | PA      | $3165518.26   | 0.18%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | HANG SENG IDX FUT APR26 XHKF 20260429                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | HK        |      -116 | NC      | $351772.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3A LTD                         | PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 3A A1R 144A | CUSIP: 69690EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4399186.22   | 0.25%             | 2032-08-08      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-54                                      | FANNIE MAE FNR 2024 54 FC                             | CUSIP: 3136BSSC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    521238 | PA      | $524030.52    | 0.03%             | 2054-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR GBP SONIO/4.00000 09/16/26-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $6996768.76   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $17102.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX EM44 ICE                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2281043.65   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 13.3283 12/10/25-01/02/31 CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $331699.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 45 LTD 2021-45A             | NEUBERGER BERMAN CLO LTD NEUB 2021 45A AR 144A        | CUSIP: 64134MAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000643.94   | 0.06%             | 2036-10-14      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20260409                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-1574.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2007-A                                  | SLM STUDENT LOAN TRUST SLMA 2007 A A4A                | CUSIP: 78443DAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    183419 | PA      | $181125.87    | 0.01%             | 2041-12-16      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $11524.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-4024.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2006-A                                  | SLM STUDENT LOAN TRUST SLMA 2006 A A5                 | CUSIP: 78443CCL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370889 | PA      | $361905.51    | 0.02%             | 2039-06-15      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $14073.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME LEAD FUTURE   MAY26 XLME 20260518                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -720 | NC      | $1154753.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 07/26 0.00000                           | CUSIP: 912797TP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $692119.30    | 0.04%             | 2026-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS CAD CAONREPO/2.75000 09/16/26-5Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         1 | NC      | $858713.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20260610                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $220.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD 2021-43A             | NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A        | CUSIP: 64134AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000532.94   | 0.06%             | 2036-07-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-13570.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CHF SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-688.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5567                                        | FREDDIE MAC FHR 5567 FB                               | CUSIP: 3137HMEX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    403802 | PA      | $407512.53    | 0.02%             | 2055-08-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-45236.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | REVERSE REPO SOCIETE GENERALE REVERSE REPO            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -11260663 | PA      | $-11285874.65 | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PHP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $238138.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20260401                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-443.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | DAX INDEX FUTURE  JUN26 XEUR 20260619                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DE        |       -12 | NC      | $315696.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-116891.63   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | DEUTSCHE BANK REPO REPO                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   4300000 | PA      | $4300000.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-299521.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                           | GNMA II TBA 30 YR 5.5 JUMBOS                          | CUSIP: 21H052652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  73300000 | PA      | $73629391.14  | 4.25%             | 2056-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NOK BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $62083.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT AUD SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-798.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ZCS BRL 13.385 08/27/25-01/02/31 CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-359963.46   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS COP IBR/11.72000 06/17/26-5Y CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |         1 | NC      | $-497217.71   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20260505                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-9555.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-92512.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $278348.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-788841.10   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CHF BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $935964.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $11390.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NZD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-141281.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H12              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H12 FC        | CUSIP: 38383KZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384289 | PA      | $390345.51    | 0.02%             | 2074-07-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | CAC40 10 EURO FUT APR26 XPAR 20260417                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | FR        |       -64 | NC      | $87106.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 06/26 0.00000                           | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8100000 | PA      | $8031484.70   | 0.46%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT JPY SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $81566.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD 2024-1A                         | PALMER SQUARE LOAN FUNDING LTD PSTAT 2024 1A A1R 144A | CUSIP: 69703NAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999837.89    | 0.06%             | 2032-10-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-H22              | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H22 FE        | CUSIP: 38375BHR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7910 | PA      | $7811.45      | 0.00%             | 2059-05-20      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-54717.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125     | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592411.60    | 0.03%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | 317UBAJA6 PIMCO SWAPTION 4.25 PUT USD 20261209        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 354000000 | NC      | $375027.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $331612.82    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CAD SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-1225048.51  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD ZAR BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $499400.32    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS PLN 4.19500 09/29/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |         1 | NC      | $987522.79    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CBOE VIX FUTURE   APR26 XCBF 20260415                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       146 | NC      | $-173380.36   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD CHF BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-14311.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD ZAR BOUGHT USD 20260420                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-2596.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20260421                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-77.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | COTTON NO.2 FUTR  JUL26 IFUS 20260709                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -168 | NC      | $-396827.76   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | ICE RTD MONTH COA JUL26 IFEU 20260731                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        35 | NC      | $-54610.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | ZCS BRL 13.37 12/19/25-01/02/31 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-26837.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CAD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $147692.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CZK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-13910.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | REPO TORONTO DOMINION GRAND CAYMAN                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | KY        |  54600000 | PA      | $54600000.00  | 3.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS ILS SHIRON/3.25000 06/17/26-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |         1 | NC      | $1737110.83   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CZK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-17104.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $305985.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2026-1 LLC 2026-1                   | ENTERPRISE FLEET FINANCING LLC EFF 2026 1 A2 144A     | CUSIP: 29376JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5687933.10   | 0.33%             | 2028-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | IODEX IO FUT      MAY26 XSIM 20260529                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |     -2158 | NC      | $293908.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD COP BOUGHT USD 20260916                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-41930.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-10819.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME ZINC FUTURE   MAY26 XLME 20260518                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -162 | NC      | $-193887.18   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | IBEX 35 INDX FUTR APR26 XMRV 20260417                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |       107 | NC      | $107616.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT HUF SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $25057.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO 2022 XVIIIA LTD                                  | JAMESTOWN CLO LTD JTWN 2022 18A AR 144A               | CUSIP: 47047RAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001339.82   | 0.06%             | 2035-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT PHP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $-412734.76   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $9208.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20260424                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-79.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD ILS BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $40159.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-24605.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HKD SOLD USD 20260420                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $-722.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 4730                                               | FREDDIE MAC FHR 4730 WF                               | CUSIP: 3137FBCF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    673913 | PA      | $665762.95    | 0.04%             | 2038-08-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD AUD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $244155.34    | 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      | $37642.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT AUD SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-309629.75   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PEN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $33675.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-9300.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-2342.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | FTSE/JSE TOP 40   JUN26 XSAF 20260618                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |       457 | NC      | $-138781.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $4962.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SHORT EURO-BTP FU JUN26 XEUR 20260608                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |     -1007 | NC      | $626645.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD EUR BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-26339.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HKD SOLD USD 20260420                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |         1 | NC      | $-1232.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260424                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $1527.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | REVERSE REPO DEUTSCHE REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -25751706 | PA      | $-25805784.81 | -1.49%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD AUD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-205384.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CLP 5.00000 06/17/26-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $427760.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SGD BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $316.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | NATURAL GAS FUTR  JUL26 XNYM 20260626                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        14 | NC      | $-11909.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | IRS CLP 5.06000 03/18/26-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $761.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ICE RTD MONTH COA SEP26 IFEU 20260925                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        35 | NC      | $60889.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | IRS CZK 3.70500 08/12/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |         1 | NC      | $419532.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NZD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $554762.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD COP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-171681.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-15958.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | MSCI SING IX ETS  APR26 XSIM 20260429                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | SG        |      1215 | NC      | $106313.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | ZCS BRL 13.23 08/18/25-01/02/31 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-988677.90   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1035.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD ILS BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $117670.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/8.25000 03/18/26-10Y* CME               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $848854.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PEN BOUGHT USD 20260916                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $22759.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CLP 4.65000 06/18/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $-2798186.31  | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | KC HRW WHEAT FUT  JUL26 XCBT 20260714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       981 | NC      | $1433012.56   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H20              | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H20 FC        | CUSIP: 38380LQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35595 | PA      | $35603.12     | 0.00%             | 2069-11-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                           | FNMA TBA 15 YR 5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F050452<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -99200000 | PA      | $-99846859.39 | -5.76%            | 2041-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD COP BOUGHT USD 20260916                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-25880.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NZD BOUGHT USD 20260504                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-133059.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NZD SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $134565.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CLP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |         1 | NC      | $-331706.01   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H11              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H11 FD        | CUSIP: 38383KZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    948396 | PA      | $962896.58    | 0.06%             | 2074-07-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                      | FANNIE MAE FNR 2025 16 FN                             | CUSIP: 3136BU6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    477629 | PA      | $481010.57    | 0.03%             | 2055-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/8.07100 09/17/25-10Y* CME               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $-1439644.89  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2018-2A                                         | PIKES PEAK CLO PIPK 2018 2A ARR 144A                  | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001379.76   | 0.06%             | 2034-10-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                           | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE             | CUSIP: 01F052656<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -34100000 | PA      | $-34213104.59 | -1.97%            | 2056-05-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | LIVE CATTLE FUTR  JUN26 XCME 20260630                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        39 | NC      | $132342.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD PEN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $7893.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $8233.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOYBEAN MEAL FUTR JUL26 XCBT 20260714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      1086 | NC      | $-723550.57   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD COP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-55783.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | NY HARB ULSD FUT  JUN26 XNYM 20260529                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -59 | NC      | $-1072008.55  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20260504                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $291.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CZK 4.00000 06/17/26-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |         1 | NC      | $2121110.17   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PEN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $30295.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $4560.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT THB SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-1932609.20  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | REVERSE REPO SOCIETE GENERALE REVERSE REPO            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -12807043 | PA      | $-12835147.34 | -0.74%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $169321.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO I 2021-1A                                       | 37 CAPITAL CLO LTD PUTNM 2021 1A AR 144A              | CUSIP: 88430TAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001368.38   | 0.06%             | 2034-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT RON SOLD USD 20260427                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $-4248.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS SGD SIBSORA/2.00000 09/16/26-5Y LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |         1 | NC      | $987584.27    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $331732.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20260408                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-5991.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $36126.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2024-1                              | FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A        | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100528 | PA      | $100574.34    | 0.01%             | 2028-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD EUR BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $5307.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | US 5YR NOTE (CBT) JUN26 XCBT 20260630                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -417 | NC      | $636257.11    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME NICKEL FUTURE MAY26 XLME 20260518                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       336 | NC      | $-62634.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYMPHONY CLO XXII LTD                                          | SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A              | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    707368 | PA      | $707991.81    | 0.04%             | 2033-04-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $104740.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX IG46 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-5772676.22  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC        | CUSIP: 38383KYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    507593 | PA      | $508234.61    | 0.03%             | 2074-05-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-1 LTD                                       | WELLFLEET CLO LTD WELF 2021 1A A1R 144A               | CUSIP: 94950CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500562.04    | 0.03%             | 2034-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS EUR 2.75000 09/16/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-698514.50   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-9                                       | FANNIE MAE FNR 2019 9 FA                              | CUSIP: 3136B33L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    376487 | PA      | $373382.79    | 0.02%             | 2049-03-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-12038.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD ILS BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $108930.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20260406                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1295.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NOK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $132750.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SGD BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $527598.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                                | AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A  | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000327.86   | 0.06%             | 2035-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HUF SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $7839.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $91951.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-307390.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20260504                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $25713.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $352.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-801.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-B                                  | SLM STUDENT LOAN TRUST SLMA 2005 B A4                 | CUSIP: 78443CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348916 | PA      | $342230.10    | 0.02%             | 2039-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-99856.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS ZAR 6.52200 01/29/26-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $8545840.62   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PLN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-10749.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS MYR 3.50000 09/16/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |         1 | NC      | $643934.79    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SGD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $21038.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | FTSE/MIB IDX FUT  JUN26 XDMI 20260619                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |        63 | NC      | $86224.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 05/26 0.00000                           | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $696963.06    | 0.04%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20260818                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-2677.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD BRL BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-90024.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | GASOLINE RBOB FUT JUN26 XNYM 20260529                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       247 | NC      | $6474283.09   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $335980.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR JPY MUTK/2.75000 09/16/26-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $505748.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $1480650.41   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT AUD SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-8252.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SUGAR  11 (WORLD) JUL26 IFUS 20260630                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -834 | NC      | $223604.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT MXN SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-1345249.30  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | WTI CRUDE FUTURE  JUL26 XNYM 20260622                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       178 | NC      | $3245256.73   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/8.00000 03/18/26-5Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $73140.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | TOPIX INDX FUTR   JUN26 XOSE 20260611                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | JP        |        49 | NC      | $-89996.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $10918.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PHP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $188942.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CNH SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-108.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD PHP BOUGHT USD 20260417                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |         1 | NC      | $479877.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                        | FREDDIE MAC FHR 5426 AF                               | CUSIP: 3137HCXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1219527 | PA      | $1225486.77   | 0.07%             | 2050-03-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CNH SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-78867.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CNH SOLD USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $83496.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME ZINC FUTURE   APR26 XLME 20260413                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       236 | NC      | $-263388.04   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $1715.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS KRW 3.50000 09/16/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |         1 | NC      | $650172.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $729702.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 04/26 0.00000                           | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $998491.25    | 0.06%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $376407.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $155844.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $4413.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-4066.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | CME BITCOIN FUT   APR26 XCME 20260424                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -43 | NC      | $631160.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD MXN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $149939.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 05/26 0.00000                           | CUSIP: 912797TL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2908000 | PA      | $2898070.95   | 0.17%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20260602                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $276628.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5480                                        | FREDDIE MAC FHR 5480 FG                               | CUSIP: 3137HHUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1821246 | PA      | $1834541.94   | 0.11%             | 2054-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | FTSE CHINA A50    APR26 XSIM 20260429                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | SG        |      3733 | NC      | $-84683.39    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD GBP BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $20321.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT NOK SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $16098.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POLARIS 2026-1 PLC 2026-1A                                     | POLARIS PLRS 2026 1A A 144A                           | CUSIP: ACI38C327<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   5199908 | PA      | $6866406.94   | 0.40%             | 2070-06-27      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | WIG20 INDEX FUT   JUN26 WDER 20260619                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | PL        |      1263 | NC      | $303290.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/7.75000 03/18/26-5Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $77989.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | REVERSE REPO BARCLAYS REVERSE REPO                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -10170000 | PA      | $-10193843.00 | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT MYR SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $-1269956.64  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CAD BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $30395.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD KRW BOUGHT USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $445.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD SGD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-93059.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-168923.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $139.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                  | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.625    | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   6600000 | PA      | $6550743.14   | 0.38%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H33              | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H33 FA        | CUSIP: 38376RNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55894 | PA      | $55984.48     | 0.00%             | 2065-12-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD AUD BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $124964.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2026-1 DAC 26-1A           | PALMER SQUARE EUROPEAN LOAN FU PSTET 2026 1A A 144A   | CUSIP: ACI38ZH96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   5600000 | PA      | $6472761.23   | 0.37%             | 2035-10-15      | Floating      | 3.15%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 04/26 0.00000                           | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99778.49     | 0.01%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $537716.42    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT SGD SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-21280.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | RFR USD SOFR/3.00000 09/16/26-2Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $13753416.65  | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME PRI ALUM FUTR MAY26 XLME 20260518                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       765 | NC      | $6419332.65   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD NZD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $85426.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 05/26 0.00000                           | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $597817.50    | 0.03%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT RON SOLD USD 20260504                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |         1 | NC      | $-290.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CZK SOLD USD 20260415                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-98877.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD COP BOUGHT USD 20260916                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $-170586.03   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-117658.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 04/26 0.00000                           | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1596779.55   | 0.09%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RISERVA CLO LTD 2016-3A                                        | RISERVA CLO, LTD. RSRVA 2016 3A AR3 144A              | CUSIP: 76761RBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001982.82   | 0.17%             | 2034-01-18      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | PHELIX DE BASE Q  JUL26 XEEE 20260626                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | DE        |        44 | NC      | $-357644.55   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-BA                              | NELNET STUDENT LOAN TRUST NSLT 2025 BA A1B 144A       | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2378939 | PA      | $2394218.89   | 0.14%             | 2055-05-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 04/26 0.00000                           | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1296465.13   | 0.07%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-4052.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT GBP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-2899.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20260602                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $47875.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $4500.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT EUR SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $8766.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL 25 LTD                                      | NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A         | CUSIP: 668468AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000861.95   | 0.06%             | 2034-07-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | WHEAT FUTURE(CBT) JUL26 XCBT 20260714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       814 | NC      | $998502.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | OIS COP IBR/10.67000 03/18/26-5Y CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |         1 | NC      | $488453.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD MYR BOUGHT USD 20260618                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |         1 | NC      | $208451.16    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME PRI ALUM FUTR MAY26 XLME 20260518                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -89 | NC      | $-924967.21   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD INR BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $449.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CZK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |         1 | NC      | $-4273.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF        | CUSIP: 38383KYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    955189 | PA      | $966630.93    | 0.06%             | 2074-05-20      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| BOSPHORUS CLO IX DAC 9A                                        | BOSPHORUS CLO BOPHO 9A AR 144A                        | CUSIP: ACI396444<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   4400000 | PA      | $5085740.97   | 0.29%             | 2038-04-15      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20260602                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $736224.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | 317UADDA7 PIMCO SWAPTION 3.65 PUT USD 20260909        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        | 153500000 | NC      | $416706.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | EURO-OAT FUTURE   JUN26 XEUR 20260608                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -70 | NC      | $-25446.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT ILS SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-10666.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                            | EMERA US FINANCE LP COMPANY GUAR 06/26 3.55           | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $399107.62    | 0.02%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                  | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES9 A1A 144A   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358491 | PA      | $360180.59    | 0.02%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SILVER FUTURE     MAY26 XCEC 20260527                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -2 | NC      | $-46194.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H09              | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H09 AF        | CUSIP: 38375BLE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30388 | PA      | $30393.87     | 0.00%             | 2061-03-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | ICE 3MTH SONIA FU DEC26 IFLL 20270316                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       463 | NC      | $-740561.86   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | IRS HUF 6.50000 11/25/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |         1 | NC      | $-6909689.06  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | ICE 3MTH SONIA FU JUN27 IFLL 20270914                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |      -498 | NC      | $-48907.88    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20260401                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-701.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                                      | FANNIE MAE FNR 2024 38 AF                             | CUSIP: 3136BR5A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    642579 | PA      | $643287.25    | 0.04%             | 2047-12-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H04              | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H04 FA        | CUSIP: 38383KQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    359047 | PA      | $360665.18    | 0.02%             | 2074-02-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20260420                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-2553.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CHF BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $192814.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD HUF BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $-582396.44   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT CNH SOLD USD 20260507                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $99786.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD TRY BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-5265.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $1181.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LEAN HOGS FUTURE  JUN26 XCME 20260612                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -141 | NC      | $-50055.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD CAD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $381713.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $552520.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-A                                  | SLM STUDENT LOAN TRUST SLMA 2005 A A4                 | CUSIP: 78443CBV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199041 | PA      | $197387.51    | 0.01%             | 2038-12-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT COP SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |         1 | NC      | $623.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2021-2A                                     | WIND RIVER CLO LTD WINDR 2021 2A A1R 144A             | CUSIP: 97315VAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100739.78   | 0.06%             | 2034-07-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | 3 MONTH SOFR FUT  JUN27 XCME 20270914                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |     -2028 | NC      | $-369537.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CHF BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $141470.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CAD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $1138974.03   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $27396.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | IRS CLP 5.15000 06/17/26-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |         1 | NC      | $-255843.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD IDR BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-994.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CAD BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $462543.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 3984                                        | FREDDIE MAC FHR 3984 DF                               | CUSIP: 3137AKEE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    115182 | PA      | $114619.93    | 0.01%             | 2042-01-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD EUR BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-17873.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2      | GM FINANCIAL SECURITIZED TERM GMCAR 2023 2 A3         | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135798 | PA      | $135922.41    | 0.01%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS MXN TIIE1/8.15000 03/18/26-5Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $-113720.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT HUF SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |         1 | NC      | $73725.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NOK BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $73503.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20260408                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $573.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO X BV 10A                                     | ARES EUROPEAN CLO ARESE 10A AR 144A                   | CUSIP: ACI1Y2RR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     38228 | PA      | $44230.61     | 0.00%             | 2031-10-15      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | CDX HY46 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-1026252.43  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20260424                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-15.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | LME ZINC FUTURE   MAY26 XLME 20260518                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       156 | NC      | $-377073.84   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8       | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1855614.65   | 0.11%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-62                                      | FANNIE MAE FNR 2016 62 AF                             | CUSIP: 3136ATVF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    434341 | PA      | $430952.58    | 0.02%             | 2046-09-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | COCOA FUTURE - IC MAY26 IFEU 20260513                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -159 | NC      | $245473.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | BOUGHT INR SOLD USD 20260424                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $52.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | VSTOXX FUTURE     APR26 XEUR 20260415                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DE        |       333 | NC      | $-56557.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | 317UBAKA4 PIMCO SWAPTION 4.25 PUT USD 20261209        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   2900000 | NC      | $3072.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | COFFEE 'C' FUTURE JUL26 IFUS 20260721                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -254 | NC      | $-971390.12   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | NASDAQ 100 E-MINI JUN26 XCME 20260618                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       -58 | NC      | $152158.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5426                                        | FREDDIE MAC FHR 5426 CF                               | CUSIP: 3137HCY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1040671 | PA      | $1035927.06   | 0.06%             | 2050-12-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | COPPER FUTURE     JUL26 XCEC 20260729                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |      -155 | NC      | $-824258.60   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                            | SOLD MXN BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $5830.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT TRY SOLD USD 20260408                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $817.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION               | MORGAN STANLEY PVT BANK SR UNSECURED 07/28 VAR        | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2297130.01   | 0.13%             | 2028-07-06      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD THB BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-46109.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD CNH BOUGHT USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-309764.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT BRL SOLD USD 20260602                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $72266.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-33                                      | FANNIE MAE FNR 2019 33 FB                             | CUSIP: 3136B45C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1319778 | PA      | $1296198.09   | 0.07%             | 2049-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | BOUGHT AUD SOLD USD 20260617                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-6787.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD JPY BOUGHT USD 20260402                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $22.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5442                                        | FREDDIE MAC FHR 5442 FB                               | CUSIP: 3137HF4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3011015 | PA      | $3031603.98   | 0.17%             | 2054-08-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                            | OIS THB THORON/1.50000 09/16/26-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TH        |         1 | NC      | $-93812.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                            | SOLD NOK BOUGHT USD 20260407                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $17149.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                             | TREASURY BILL 06/26 0.00000                           | CUSIP: 912797TZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8060000 | PA      | $8004585.24   | 0.46%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM1 TRUST                                            | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM1 A1 144A        | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5139566 | PA      | $4662779.16   | 0.27%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer