# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004456
**Filing Date:** 2025-11
**Character Count:** 251550
**Document Hash:** b6ce1826b4da592d52c55ac2ee864474
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004456.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004456

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 251528274

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

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

## Series and Classes Contracts Data

### PIMCO Global Core Asset Allocation Fund (Series ID: S000023224)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Global Core Asset Allocation Fund

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $405488073.27

**Total Liabilities:** $94359037.93

**Net Assets:** $311129035.34

**Amount of Assets Invested in Other Investment Companies:** $2189080.91

**Cash Not Reported:** $4374526.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9783.727700 | **1-Year:** 8369.426200 | **5-Year:** 54810.862500 | **10-Year:** 27022.937600 | **30-Year:** -3520.080800

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

- **3-Month:** 260.779300 | **1-Year:** 690.472800 | **5-Year:** 3610.090300 | **10-Year:** 837.241800 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000067743 | 0.77%                | 2.15%                | 2.49%                |
| Class ID C000067744 | 0.67%                | 2.12%                | 2.45%                |
| Class ID C000067746 | 0.82%                | 2.18%                | 2.48%                |
| Class ID C000067747 | 0.82%                | 2.24%                | 2.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $237111.14               | $-1720032.29                               |
| Month 2  | $757556.88               | $1058927.51                                |
| Month 3  | $263462.17               | $849671.67                                 |

**Designated Index Information**

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

- **Index Identifier:** NDUEACWF, LEGATRUH

### Schedule of Portfolio Investments

| Name                                                | Title                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                 | SOLD CNH BOUGHT USD 20251016                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1121.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $3186.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR JAN26 XLME 20260119                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -2 | NC      | $-579.53      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-3829.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/29 0.00000   | CUSIP: BVPGQSII1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      46781 | PA      | $1111.05      | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260209                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-9366.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    JAN26 XCBT 20260114                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          6 | NC      | $-9312.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/0.60000 09/18/24-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $96463.98     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $5222.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-6                       | COUNTRYWIDE HOME LOANS CWHL 2006 6 A4                    | CUSIP: 126694K64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     145002 | PA      | $68131.73     | 0.02%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR2                          | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 1A1A        | CUSIP: 92922FC97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     883459 | PA      | $895514.79    | 0.29%             | 2045-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | WHITE SUGAR (ICE) MAR26 IFEU 20260213                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -2 | NC      | $215.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO TOTAL RETURN FUND PIMCO TOTAL RETURN FUND INST     | CUSIP: 693390700<br>LEI: GCOBPT5OHTVIN37L8N43 | Long             | EC               | RF                | US        |    3523524 | NS      | $31042246.44  | 9.98%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20251120                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-251.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 09/17/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $62481.28     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-9531.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20251010                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-1746.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 10/25 0.00000                              | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99775.61     | 0.03%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-GEL4                 | STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A    | CUSIP: 86361NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38799 | PA      | $38662.66     | 0.01%             | 2036-10-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-613.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-990.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-108.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-347.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $597.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $95.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/26 6         | CUSIP: ACI2L7N56<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      16018 | PA      | $2410.39      | 0.00%             | 2026-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 09/17/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $-11837.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20251016                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $735.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SARANAC CLO LTD 2018-6A                             | SARANAC CLO LTD SRANC 2018 6A A1R 144A                   | CUSIP: 80317LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      86155 | PA      | $86303.06     | 0.03%             | 2031-08-13      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251119                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-446.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251007                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-303.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT HUF SOLD USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $1278.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $2947.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-4878.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO INTERNATIONAL BOND FUND PIMCO INTL BND USD HGD INS | CUSIP: 693390882<br>LEI: 549300NKY72DZUNDF872 | Long             | EC               | RF                | US        |    6143197 | NS      | $60940515.89  | 19.59%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LOW SU GASOIL G   MAR26 IFEU 20260312                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          7 | NC      | $14026.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CMBX.NA.AAA.9 SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $110.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1781.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR MAR26 XCBT 20260313                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -14 | NC      | $20278.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251008                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $37.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $662.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR NOV25 XLME 20251117                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          3 | NC      | $6139.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.86629 03/18/25-30Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10864.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $333.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PANW US TRS EQUITY SOFR+32.5 RBC                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-18481.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SEK SOLD USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $1777.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 12/20/23-10Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $34649.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 12/20/23-30Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $167740.66    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $13.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SGX IRON ORE 62   JAN26 XSIM 20260130                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |         44 | NC      | $-10230.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1070.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-1275.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD HUF BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $2025.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MXN BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-43573.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P4              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A4 144A     | CUSIP: 14687NAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1911000 | PA      | $1984388.52   | 0.64%             | 2029-09-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | US 10YR NOTE (CBT)DEC25 XCBT 20251219                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -13 | NC      | $-11899.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20251016                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $20.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $3512.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-B             | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 B A1B 144A       | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     497562 | PA      | $508152.50    | 0.16%             | 2056-10-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT AUD SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $19210.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251215                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-134.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251008                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-18.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $3948.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 10/25 0.00000                              | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99674.27     | 0.03%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-506.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 06/18/25-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-7069.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251006                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $599.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME LEAD FUTURE   NOV25 XLME 20251117                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          7 | NC      | $-3402.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20251008                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $150.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/28 6.25      | CUSIP: ACI30CR29<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      35086 | PA      | $798.21       | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $-3.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2006-2                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2          | CUSIP: 07388DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38044 | PA      | $32641.63     | 0.01%             | 2036-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-11746.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2356.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $444.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2003-5                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 2A1          | CUSIP: 07384MWN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25251 | PA      | $23480.59     | 0.01%             | 2033-08-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251007                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-556.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TRY SOLD USD 20251203                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $161.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CAD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $597.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD. 12/25 0                        | CUSIP: ACI30CNL1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      17543 | PA      | $526.29       | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    MAR26 XCBT 20260313                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -5 | NC      | $7612.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CDX ITRAXX MAIN43 5Y ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $5316.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/28 6.75      | CUSIP: ACI2L7Q61<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      48404 | PA      | $7502.62      | 0.00%             | 2028-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/4.15000 09/03/24-4Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-169419.83   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BRENT CRUDE FUTR  MAR26 IFEU 20260130                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          2 | NC      | $-2553.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD CZK BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $3231.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $7097.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $17.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT AUD SOLD USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $1873.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $36.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUTURE DEC25 IFUS 20251218                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -1 | NC      | $-32869.49    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LME LEAD FUTURE   NOV25 XLME 20251117                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -8 | NC      | $9846.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $762.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-HE3                        | ACE SECURITIES CORP. ACE 2006 HE3 A2D                    | CUSIP: 00441TAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105598 | PA      | $77930.27     | 0.03%             | 2036-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $8673.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD HUF BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $1695.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-40199.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $409.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-M1                       | ARGENT SECURITIES INC. ARSI 2006 M1 A1                   | CUSIP: 04012MAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     209035 | PA      | $189277.63    | 0.06%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CZK BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $258.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1219.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $21481.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1443.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.32500 12/01/25-4Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $545.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KELLANOVA                                           | KELLANOVA COMMON STOCK USD.25                            | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       8950 | NS      | $734079.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $203.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-12260.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-646.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251008                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $466.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20251029                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-764.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS CNY 1.50000 03/18/26-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |          1 | NC      | $47389.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US 10YR ULTRA FUT DEC25 XCBT 20251219                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -115 | NC      | $-113335.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $8.33         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT GBP SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $3099.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-HY8C             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY8C A1        | CUSIP: 02150XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60490 | PA      | $56187.29     | 0.02%             | 2047-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251008                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $433.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015-4                    | TOWD POINT MORTGAGE TRUST TPMT 2015 4 B2 144A            | CUSIP: 89171UAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4896489.00   | 1.57%             | 2055-04-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5800000 | PA      | $5924528.84   | 1.90%             | 2054-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $446.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $8245.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F0226A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -2400000 | PA      | $-2022365.04  | -0.65%            | 2055-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTURE      MAR26 IFUS 20260316                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $-10040.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $8954.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $5552.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $404.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2361.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $13166.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $7793.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $14187.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/4.00000 09/17/25-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $64746.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20260218                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $1422.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5532                             | FREDDIE MAC FHR 5532 FA                                  | CUSIP: 3137HKPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1287745 | PA      | $1290530.12   | 0.41%             | 2055-04-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TSY INFL IX N/B 02/53 1.5                                | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2390784 | PA      | $1915469.51   | 0.62%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST 2005-2                              | IMPAC CMB TRUST IMM 2005 2 1M1                           | CUSIP: 45254NNB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      60944 | PA      | $59131.24     | 0.02%             | 2035-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2021-H16                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H16 FD           | CUSIP: 38382YGB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2020826 | PA      | $2027103.36   | 0.65%             | 2071-09-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-WF1                  | STRUCTURED ASSET SECURITIES CO SASC 2006 WF1 M6          | CUSIP: 863576FN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98802.11     | 0.03%             | 2036-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CAD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $15948.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20260126                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $5652.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BRENT CRUDE FUTR  JUN26 IFEU 20260430                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          4 | NC      | $-7457.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $30.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251006                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-15.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-21              | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A            | CUSIP: 12667LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18540 | PA      | $17943.74     | 0.01%             | 2035-05-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CZK BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $2147.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR JAN26 XLME 20260119                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          3 | NC      | $3509.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  NOV25 XNYM 20251029                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -3 | NC      | $273.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251029                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-50.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20251208                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1404.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A5        | CUSIP: 12667GLF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257648 | PA      | $193789.83    | 0.06%             | 2035-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                             | FREDDIE MAC FHR 5426 CF                                  | CUSIP: 3137HCY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50254 | PA      | $50086.59     | 0.02%             | 2050-12-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $6621.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS AUD 4.00000 09/17/25-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $22230.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1929.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-5024.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                         | MEX BONOS DESARR FIX RT BONDS 03/29 8.5                  | CUSIP: ACI2JBZ32<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   44000000 | PA      | $2438037.51   | 0.78%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 12/25 0.00000                              | CUSIP: 912797RR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     200000 | PA      | $198660.11    | 0.06%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-28.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GASOLINE RBOB FUT MAR26 XNYM 20260227                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          6 | NC      | $-2628.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT CZK SOLD USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $601.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20251208                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-5539.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251119                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-175.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20251010                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $1266.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20251016                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $898.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3892                                    | FREDDIE MAC FHR 3892 FC                                  | CUSIP: 3137ACXT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     273095 | PA      | $271772.54    | 0.09%             | 2041-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/0.4500 12/15/21-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $502350.25    | 0.16%             |  |  |  | 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        |     166597 | PA      | $167008.83    | 0.05%             | 2074-05-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-1128.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2005-FF12                   | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2          | CUSIP: 32027NXX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     758909 | PA      | $745048.04    | 0.24%             | 2036-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-19.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NDUEACWF TRS EQUITY FEDL01+44 TOR                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $353487.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1516.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-2707.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.25000 06/18/25-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $-37525.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  JAN26 XCBT 20260114                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -5 | NC      | $5715.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COTTON NO.2 FUTR  MAR26 IFUS 20260309                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -19 | NC      | $13448.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CDX ITRAXX XOV43 5Y ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |          1 | NC      | $-11357.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.92500 12/31/25-28Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $18444.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CORN FUTURE       DEC25 XCBT 20251212                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -66 | NC      | $25819.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 12/18/24-30Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $42178.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $822.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $2813.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20251208                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1528.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 06/20/24-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-91217.05    | -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      | $-5777.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1261.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $16.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | US TREASURY N/B 02/35 4.625                              | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1470000 | PA      | $1527996.09   | 0.49%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20251119                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $21.33        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.30000 12/01/25-4Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1077.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CAN 5YR BOND FUT  DEC25 XMOD 20251218                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         22 | NC      | $21151.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-SCHATZ FUT   DEC25 XEUR 20251208                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          4 | NC      | $-474.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 06/18/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $-11975.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CLP BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $-797.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-7979.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1        | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25318 | PA      | $23367.88     | 0.01%             | 2036-02-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-48.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLATINUM FUTURE   JAN26 XNYM 20260128                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $23129.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20251120                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-1586.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                            | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                   | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     104695 | PA      | $104847.18    | 0.03%             | 2030-10-24      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1941.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20251113                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1475.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-43.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX IG44 10Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $-35850.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-HYB5                    | COUNTRYWIDE HOME LOANS CWHL 2006 HYB5 2A1                | CUSIP: 170256AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      41443 | PA      | $36755.68     | 0.01%             | 2036-09-20      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251006                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $142.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS EUR 3.00000 03/18/26-30Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-54967.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 09/17/25-7Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $-9756.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-3756.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-7742.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 06/20/24-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-667876.47   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $3780.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1954.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20251128                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-18055.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-39.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 12/17/25-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $21889.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/2.7500 03/19/25-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $16866.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | KC HRW WHEAT FUT  DEC25 XCBT 20251212                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -11 | NC      | $26652.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/3.50000 12/18/24-2Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-24747.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PHP SOLD USD 20251215                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $-31502.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS MXN TIIE1/9.05000 12/18/24-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |          1 | NC      | $-167263.24   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $1048.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.5       | CUSIP: ACI2L7WC1<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      32192 | PA      | $4909.28      | 0.00%             | 2027-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1750.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-500.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20251113                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2311.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA INC                                           | TEGNA INC COMMON STOCK USD1.0                            | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      19432 | NS      | $395052.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD PHP BOUGHT USD 20251215                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $7179.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $3131.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-52612.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251008                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $2256.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-89607.33    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CHF SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $126.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2694.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $27324.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-657.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD                               | CYBERARK SOFTWARE LTD/ISRAEL COMMON STOCK ILS.01         | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |       1656 | NS      | $800096.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   JAN26 XLME 20260119                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          6 | NC      | $7125.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIMEO INC                                           | VIMEO INC COMMON STOCK USD.01                            | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |      25500 | NS      | $197625.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-5008.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $5704.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100000 | PA      | $96958.44     | 0.03%             | 2055-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-3701.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-667.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US LONG BOND(CBT) DEC25 XCBT 20251219                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         37 | NC      | $84387.83     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                         | LETRA TESOURO NACIONAL BILLS 04/26 0.00000               | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   33500000 | PA      | $5879971.11   | 1.89%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $216.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251119                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/31 7         | CUSIP: ACI30G7Q9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     105258 | PA      | $1447.30      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/29 6.5       | CUSIP: ACI30CTX9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      58476 | PA      | $1242.62      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/1.75000 06/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $261463.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251008                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $172.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                          | JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4                    | CUSIP: ACI2W94G7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  460000000 | PA      | $2710511.55   | 0.87%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTURE      DEC25 IFUS 20251215                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $-16331.22    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $917.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS MXN TIIE1+24/8.83* 12/23/25-3Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |          1 | NC      | $31192.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD COMMON STOCK HKD.1              | CUSIP: B58RBK905<br>LEI: 254900N8L3L7NRJT0120 | Long             | EC               | CORP              | KY        |     347363 | NS      | $7454.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTI 2006-19              | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3           | CUSIP: 12667CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     206772 | PA      | $204672.62    | 0.07%             | 2037-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/2.25000 09/17/25-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $-18710.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260105                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $869.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT GBP SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $3517.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 11/27 5         | CUSIP: ACI30C5Q0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        993 | PA      | $104.27       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-34681.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251215                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $6421.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20251016                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $2828.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $7438.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B             | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A       | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     232460 | PA      | $221946.17    | 0.07%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS THB THORON/1.00000 03/18/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TH        |          1 | NC      | $19604.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1485.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/31 0.00000   | CUSIP: ACI30CTS0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      58476 | PA      | $1388.81      | 0.00%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-13559.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CAD SOLD USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-601.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CLP BOUGHT USD 20260318                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $-4177.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/3.2500 06/18/25-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $1979.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251215                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $868.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20251029                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-708.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE XXVIII CLO LTD 2017-28A                     | VENTURE CDO LTD VENTR 2017 28A A1R 144A                  | CUSIP: 92331AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      51173 | PA      | $51200.36     | 0.02%             | 2030-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-378.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 03/19/25-30Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $266598.50    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $14893.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE(CBT) DEC25 XCBT 20251212                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -18 | NC      | $41187.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-77.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT AUD SOLD USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $712.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QS17            | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS17 A5         | CUSIP: 74922SAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34609 | PA      | $29025.38     | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  MAR26 XNYM 20260225                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -16 | NC      | $-5819.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   NOV25 XLME 20251117                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -6 | NC      | $-13792.92    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH AFRICA GOVT                                   | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875        | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   17600000 | PA      | $1001222.93   | 0.32%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-5592.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | AUST 10Y BOND FUT DEC25 XSFE 20251215                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        -49 | NC      | $6886.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-119.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $7911.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $954.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/30 0.00000   | CUSIP: ACI30CRF0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      58476 | PA      | $1388.81      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/2.75000 09/17/25-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $13206.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.83000 10/12/23-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-4382.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROS HOLDINGS INC                                   | PROS HOLDINGS INC COMMON STOCK USD.001                   | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       9000 | NS      | $206190.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ADJUSTABLE RT MTG LN 2004-20             | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 20 3A1          | CUSIP: 863579HD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1282 | PA      | $1271.57      | 0.00%             | 2035-01-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-29949.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-9251.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20251016                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $480.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 06/18/25-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $10144.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $11732.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME LEAD FUTURE   JAN26 XLME 20260119                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -5 | NC      | $2031.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $266.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20251113                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $908.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 317U8RAA2 PIMCO FPPSWAPTION 3.427 CALL USD               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   30000000 | NC      | $1218126.00   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $506.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-38741.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $7865.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                           | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4             | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    3100000 | PA      | $864817.90    | 0.28%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT NOK SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-97.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-61.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/26 0.00000   | CUSIP: ACI30CQF1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      23390 | PA      | $643.23       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20251016                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1166.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A               | SEGOVIA EUROPEAN CLO 6   2019 SEGOV 2019 6A AR 144A      | CUSIP: ACI1YTXT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     213279 | PA      | $250628.18    | 0.08%             | 2032-07-20      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20251120                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-689.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   NOV25 XLME 20251117                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          7 | NC      | $30840.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $1772.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2006-C      | POPULAR ABS MORTGAGE PASS THRO POPLR 2006 C M1           | CUSIP: 73316MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68296 | PA      | $65816.56     | 0.02%             | 2036-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | WTI CRUDE FUTURE  MAR26 XNYM 20260220                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          5 | NC      | $-6875.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AAMES MORTGAGE INVESTMENT TRUST 2006-1              | AAMES MORTGAGE INVESTMENT TRUS AMIT 2006 1 M1            | CUSIP: 00252GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      69817 | PA      | $66308.64     | 0.02%             | 2036-04-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BUND FUTURE  DEC25 XEUR 20251208                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -30 | NC      | $-26824.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/27 0.00000   | CUSIP: ACI30CNZ0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      29239 | PA      | $694.43       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.9271 05/08/25-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-12434.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-210.71      | -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        |     359123 | PA      | $359287.17    | 0.12%             | 2047-12-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2006-WFH4             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M2         | CUSIP: 17309SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250109 | PA      | $249194.30    | 0.08%             | 2036-11-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/4.50000 09/17/25-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-905.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST 2005-2                              | IMPAC CMB TRUST IMM 2005 2 1A2                           | CUSIP: 45254NMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46880 | PA      | $46264.35     | 0.01%             | 2035-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BTP FUTURE   DEC25 XEUR 20251208                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         28 | NC      | $40428.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1779.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $10118.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-5426.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-69987.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-433.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS AUD 4.50000 06/18/25-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $32326.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD GBP BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-3098.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PROD 2006-NC3            | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2006 NC3 M1          | CUSIP: 76112B4P2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     406375 | PA      | $401185.92    | 0.13%             | 2036-03-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 12/18/24-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $130878.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US 5YR NOTE (CBT) DEC25 XCBT 20251231                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -193 | NC      | $-19081.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-64957.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20251103                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-10341.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-194.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5465.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PHP BOUGHT USD 20251215                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $5742.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/32 0.00000   | CUSIP: ACI30CRD5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |     110320 | PA      | $2620.10      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12900000 | PA      | $13332665.23  | 4.29%             | 2054-10-15      | Fixed         | 6.50%                 | 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        |     230659 | PA      | $231413.65    | 0.07%             | 2050-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS SGD SIBSORA/1.50000 03/18/26-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |          1 | NC      | $600.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $99.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 12/25 0.00000                              | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $496208.41    | 0.16%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO INCOME FUND PIMCO INCOME FUND INS                  | CUSIP: 72201F490<br>LEI: XSQUIHC65X62JACTUZ45 | Long             | EC               | RF                | US        |    2839210 | NS      | $30890606.74  | 9.93%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F0206A2<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -12500000 | PA      | $-10077913.88 | -3.24%            | 2055-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-30215.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-13763.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/27 VAR       | CUSIP: ACI30CTV3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      23390 | PA      | $643.23       | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS COP IBR/8.62000 01/23/25-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |          1 | NC      | $-983.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20251113                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-48868.02    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-4879.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD HKD BOUGHT USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $631.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-7864.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $1302.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT NOK SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $2.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 09/17/25-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $98787.90     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STEELCASE INC                                       | STEELCASE INC CL A COMMON STOCK                          | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      13246 | NS      | $227831.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS EUR 2.00000 03/18/26-2Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $1898.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $508.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.2914 05/08/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-2754.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT EUR SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-6589.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $-77.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $134.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-134.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 03/19/25-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $163603.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251029                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-947.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WNS (HOLDINGS) LIMITED                              | WNS HOLDINGS LTD COMMON STOCK USD.16                     | CUSIP: G98196101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | JE        |       4967 | NS      | $378833.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS PLN 5.02000 03/21/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |          1 | NC      | $-521602.03   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD 12/28 0                         | CUSIP: ACI30CWY3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      46781 | PA      | $1111.05      | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  JAN26 XNYM 20251229                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -8 | NC      | $-1301.36     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251215                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $759.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NZD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $1580.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                         | MEXICAN UDIBONOS BONDS 11/28 4                           | CUSIP: ACI0TJTX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     232578 | PA      | $12664.77     | 0.00%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-1287.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $553.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-142.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SEK SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $1710.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS EUR 2.50000 03/18/26-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-35018.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD HUF BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $-417.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | US TREASURY N/B 11/52 4                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1550000 | PA      | $1371992.19   | 0.44%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.25000 06/18/25-7Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $-3686.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251006                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $357.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CORN FUTURE       MAR26 XCBT 20260313                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -31 | NC      | $-2853.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $634.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 08/29 11                      | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 9015700000 | PA      | $2322650.15   | 0.75%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.80740 03/01/24-4Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-48932.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15   | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG           | CUSIP: 38380LJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     325875 | PA      | $327221.90    | 0.11%             | 2068-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $7100.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $6.68         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CMBX.NA.AAA.10 SP GST                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $5221.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME NICKEL FUTURE NOV25 XLME 20251117                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          4 | NC      | $-4312.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-27776.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SEK SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $6743.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS MXN 8.83500 10/29/24-1Y* (WHT) CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |          1 | NC      | $1889.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-2602.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1071.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20251113                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-5147.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XV LLC 2023-1A                     | OSCAR US FUNDING TRUST OSCAR 2023 1A A3 144A             | CUSIP: 68785CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |     287473 | PA      | $289201.31    | 0.09%             | 2027-12-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251003                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2371.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $620.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO LTD 2016-1A                        | TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A                  | CUSIP: 87229WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     261132 | PA      | $261513.43    | 0.08%             | 2032-10-13      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-3001.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 09/17/25-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $76397.19     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20251112                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $111254.37    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $0.08         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1901.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $371.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20251006                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $132.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | US TREASURY N/B 11/42 4                                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2050000 | PA      | $1896009.76   | 0.61%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4500000 | PA      | $4463511.89   | 1.43%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LIVE CATTLE FUTR  DEC25 XCME 20251231                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          8 | NC      | $10435.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1007652.04   | 0.32%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BOBL FUTURE  DEC25 XEUR 20251208                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         35 | NC      | $1335.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT NZD SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $76.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-6889.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20251010                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-455.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $6225.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/4.50000 03/18/26-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $20058.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US 2YR NOTE (CBT) DEC25 XCBT 20251231                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -97 | NC      | $-27582.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1.11        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                  | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |    6282202 | PA      | $61634683.68  | 19.81%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2407.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    NOV25 XCBT 20251114                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $-1572.69     | -0.00%            |  |  |  | No            |                  1 | 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        |     210556 | PA      | $208991.58    | 0.07%             | 2049-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1806.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARITEV CORPORATION                                | CLARITEV CORP SR SECURED 144A 03/31 6.75                 | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     620995 | PA      | $482823.61    | 0.16%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2005-HE5                        | ACE SECURITIES CORP. ACE 2005 HE5 M4                     | CUSIP: 004421RH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100663 | PA      | $100134.06    | 0.03%             | 2035-08-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-17734.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 06/18/25-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-61147.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/4.10000 02/11/25-1Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $43523.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 317U8R9A4 PIMCO FPPSWAPTION 3.427 PUT USD                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   30000000 | NC      | $1696797.00   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-2                       | COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1                   | CUSIP: 12669GPR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33104 | PA      | $32979.40     | 0.01%             | 2035-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-31780.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20251120                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-590.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251006                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $29.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CAD SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-53415.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $561.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SILVER FUTURE     DEC25 XCEC 20251229                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $78614.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20251016                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $3605.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/18/24-7Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $84292.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5               | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A1          | CUSIP: 86359LPD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2071 | PA      | $1997.27      | 0.00%             | 2035-07-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10241.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-76               | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 76 2A1         | CUSIP: 12668BDE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      74340 | PA      | $68259.82     | 0.02%             | 2036-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/4.32000 10/20/23-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-12295.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.25000 09/17/25-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $-25012.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                      | FREMONT HOME LOAN TRUST FHLT 2006 C 1A1                  | CUSIP: 35729TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     376579 | PA      | $344306.69    | 0.11%             | 2036-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MANUFACTURED HOUSING 2001-B              | LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2           | CUSIP: 52519SAM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     362734 | PA      | $345311.98    | 0.11%             | 2040-04-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-1350.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251008                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $74.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20251119                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-14.42       | -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        |    4463822 | PA      | $43473162.46  | 13.97%            |  |  |  | No            |                  1 | On Loan: No      |
| SPAIN GOVT                                          | BONOS Y OBLIG DEL ESTADO SR UNSECURED 144A REGS 04/32 0  | CUSIP: ACI22WZS9<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |    1800000 | PA      | $1848474.67   | 0.59%             | 2032-04-30      | Fixed         | 0.70%                 | 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        |     125256 | PA      | $125516.47    | 0.04%             | 2049-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-720.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/18/24-7Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $178916.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20251016                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $60.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT NZD SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-3500.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $22.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2785.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $29709.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2005-4                              | FIRST NLC TRUST FNLC 2005 4 A4                           | CUSIP: 32113JCG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     773380 | PA      | $762607.82    | 0.25%             | 2036-02-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS AUD 4.50000 03/20/24-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |          1 | NC      | $121848.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-5                   | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 5 A5           | CUSIP: 542514HB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47101 | PA      | $47188.99     | 0.02%             | 2034-09-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/3.0000 09/17/25-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $37721.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-2158.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS EUR 0.08050 03/10/22-9Y* LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-1223076.00  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 09/17/25-5Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-53739.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $49620.01     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COTTON NO.2 FUTR  DEC25 IFUS 20251208                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -3 | NC      | $1956.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS CZK 5.22500 07/29/22-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |          1 | NC      | $-87.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-554.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7010000 | PA      | $6158380.83   | 1.98%             | 2055-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-8248.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-CA   | NAVIENT STUDENT LOAN TRUST NAVSL 2020 CA A2B 144A        | CUSIP: 63941KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     142120 | PA      | $143240.30    | 0.05%             | 2068-11-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-54.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $148.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 06/18/25-10Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $118429.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-3015.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | HNI US TRS EQUITY SOFR-15 FAR                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-3866.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                        | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0                | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       2208 | NS      | $663305.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F0326B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     800000 | PA      | $730785.70    | 0.23%             | 2055-11-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS MYR P 3.00000 03/18/26-5Y GLM                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |          1 | NC      | $24064.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS PARENT INC                  | FRONTIER COMMUNICATIONS PARE COMMON STOCK USD.25         | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19317 | NS      | $721489.95    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN GOVT                                          | JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8                    | CUSIP: ACI2YH5D3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  280000000 | PA      | $1794397.00   | 0.58%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-21874.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OZLM XXIV LTD 2019-24A                              | OZLM LTD OZLM 2019 24A A1AR 144A                         | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     215579 | PA      | $215998.41    | 0.07%             | 2032-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE(CBT) MAR26 XCBT 20260313                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -22 | NC      | $41359.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS HUF 6.20000 03/20/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |          1 | NC      | $45465.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                        | JDE PEET S NV COMMON STOCK EUR.01                        | CUSIP: ACI1MNCX3<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |      21565 | NS      | $789934.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/29 7         | CUSIP: ACI2L7QV6<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      48521 | PA      | $7520.76      | 0.00%             | 2029-09-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS COP IBR/8.61000 06/18/25-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |          1 | NC      | $139.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $5120.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | UNP US TRS EQUITY SOFR+35 RBC                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-45312.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/30 6.75      | CUSIP: ACI30CTL5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      70172 | PA      | $1140.30      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR NOV25 XLME 20251117                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -4 | NC      | $-6828.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CATAMARAN CLO LTD 2014-1A                           | CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A                 | CUSIP: 14889DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      42664 | PA      | $42717.61     | 0.01%             | 2030-04-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS CZK 3.53400 03/21/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |          1 | NC      | $42906.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VIBRANT CLO XI LTD 2019-11A                         | VIBRANT CLO LTD VIBR 2019 11A A1R1 144A                  | CUSIP: 92558NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     143601 | PA      | $143838.19    | 0.05%             | 2032-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/30 7.25      | CUSIP: ACI2L7QQ7<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      22850 | PA      | $3511.42      | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CMBX.NA.AAA.10 SP UAG                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $9138.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SGX IRON ORE 62   NOV25 XSIM 20251128                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |         12 | NC      | $2711.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS EUR 2.75000 03/18/26-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $11600.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 06/18/25-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-123027.16   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20251027                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-31399.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $2010.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08   | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 FC           | CUSIP: 38383KYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109242 | PA      | $109205.49    | 0.04%             | 2074-05-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1421.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9942.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $5966.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-144890.41   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-497.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-7516.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC 2019-A                | COLLEGE AVE STUDENT LOANS CASL 2019 A A2 144A            | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60740 | PA      | $58363.25     | 0.02%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LEAN HOGS FUTURE  DEC25 XCME 20251212                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -13 | NC      | $-22675.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/3.00000 06/18/25-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          1 | NC      | $-149282.03   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.42700 03/20/45-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $101046.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR DEC25 XCBT 20251212                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          9 | NC      | $-14350.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-300.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2023-1A                 | SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A            | CUSIP: 805922AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     166012 | PA      | $167442.14    | 0.05%             | 2028-10-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CAD SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-3709.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $298.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-381.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20251016                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $336.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US ULTRA BOND CBT DEC25 XCBT 20251219                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -40 | NC      | $-59976.79    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COPPER FUTURE     DEC25 XCEC 20251229                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $-44038.79    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | PALLADIUM FUTURE  DEC25 XNYM 20251229                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $8182.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-9640.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20251120                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-199.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PHP SOLD USD 20251027                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $-50.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A     | CUSIP: 14687VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23016 | PA      | $23036.38     | 0.01%             | 2027-08-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CMBX.NA.AAA.10 SP MYC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $23172.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $3474.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POTBELLY CORP (AKA: POTBELLY SANDWICH WORKS LLC)    | POTBELLY CORP COMMON STOCK USD.01                        | CUSIP: 73754Y100<br>LEI: 54930027NUULUR2P5W11 | Long             | EC               | CORP              | US        |       6200 | NS      | $105648.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $327.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | WHITE SUGAR (ICE) DEC25 IFEU 20251114                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -1 | NC      | $64.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-216.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20251029                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-1085.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-54                           | FANNIE MAE FNR 2024 54 FC                                | CUSIP: 3136BSSC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61245 | PA      | $61534.83     | 0.02%             | 2054-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ING INVESTMENT MANAGEMENT CLO LTD 2012-4A           | VOYA CLO LTD INGIM 2012 4A A1R3 144A                     | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      41884 | PA      | $41906.46     | 0.01%             | 2030-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.9255 05/08/25-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-1339.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20251003                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-114.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/4.00000 03/18/26-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-35206.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE BANCORP TRUST 2007-OA1                     | ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1                  | CUSIP: 01852TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     162269 | PA      | $142701.27    | 0.05%             | 2037-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20251007                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $36.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-8                  | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 8 2A3          | CUSIP: 54251UAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1527138 | PA      | $393502.19    | 0.13%             | 2036-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/2.00000 06/18/25-20Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $2590.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20251120                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-705.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNY SOLD USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $530.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                       | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A                | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     159611 | PA      | $159792.53    | 0.05%             | 2031-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20251113                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $283.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-1329.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20251016                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $133.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7100000 | PA      | $7037437.64   | 2.26%             | 2055-11-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-44715.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TSY INFL IX N/B 01/34 1.75                               | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3152640 | PA      | $3168673.63   | 1.02%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FRANCE GOVT                                         | FRANCE (GOVT OF) BONDS 144A REGS 05/55 3.25              | CUSIP: ACI2N2HB9<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     600000 | PA      | $576717.17    | 0.19%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $2586.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-85.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-2673.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $119.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-2379.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT DKK SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $54.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  DEC25 XCBT 20251212                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -1 | NC      | $1496.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT NOK SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-0.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1A       | ONEMAIN DIRECT AUTO RECEIVABLE ODART 2023 1A A 144A      | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     306000 | PA      | $308740.75    | 0.10%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                       | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                 | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   12100000 | PA      | $252817.93    | 0.08%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 10/25 0.00000                              | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99854.31     | 0.03%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-36789.81    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | KC HRW WHEAT FUT  MAR26 XCBT 20260313                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -15 | NC      | $29566.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $603.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.30000 12/18/24-20Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $-220469.76   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $-40.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE FUNDING MTGE LN ASSET-BKD 2003-6              | CHASE FUNDING MORTGAGE LOAN AS CFAB 2003 6 1A5           | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5006935 | PA      | $4965855.30   | 1.60%             | 2034-11-25      | Variable      | 5.85%                 | 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        |     245159 | PA      | $245719.04    | 0.08%             | 2051-01-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20251120                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-650.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | US TREASURY N/B 02/55 4.625                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     800000 | PA      | $786625.00    | 0.25%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20251120                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-1061.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251119                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-345.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-2.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $986.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A  | GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A      | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     202054 | PA      | $202285.23    | 0.07%             | 2031-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/2.00000 06/18/25-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $77888.25     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUTURE MAR26 IFUS 20260319                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $-6857.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | EURO-OAT FUTURE   DEC25 XEUR 20251208                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -35 | NC      | $-45814.77    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-486.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SEK SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $790.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT AUD SOLD USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $379.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-528.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD GBP BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $4571.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 09/17/25-7Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-99674.49    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NZD BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-77.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE1     | STRUCTURED ASSET INVESTMENT LO SAIL 2005 HE1 M2          | CUSIP: 86358EUW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     186910 | PA      | $179222.07    | 0.06%             | 2035-07-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS ZAR 8.64900 04/03/24-5Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |          1 | NC      | $-169147.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/3.75000 03/18/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $15776.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $24.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $187.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-199.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-513.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $613.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-4224.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LONG GILT FUTURE  DEC25 IFLL 20251229                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         14 | NC      | $8000.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT EUR SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $13579.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5               | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3          | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4957 | PA      | $4881.59      | 0.00%             | 2035-07-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $448.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR JAN26 XCBT 20260114                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         34 | NC      | $-30336.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $69.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $500.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5200000 | PA      | $5044479.54   | 1.62%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-94.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-6705.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-246.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CAN 10YR BOND FUT DEC25 XMOD 20251218                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         14 | NC      | $25682.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $2433.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-709.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS INR MIBOR/5.75000 03/18/26-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IN        |          1 | NC      | $-9691.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-99.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20251029                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-664.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/4.40000 02/10/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $22846.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $13530.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS ZAR 8.75000 03/20/19-10Y CME                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |          1 | NC      | $121589.56    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20251022                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $21991.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-FA   | NAVIENT STUDENT LOAN TRUST NAVSL 2019 FA A2 144A         | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     512558 | PA      | $496158.66    | 0.16%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-528.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                         | MEXICAN UDIBONOS BONDS 08/34 4                           | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     134245 | PA      | $7021.80      | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-16410.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.25      | CUSIP: ACI2L7PT2<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      16057 | PA      | $2468.76      | 0.00%             | 2027-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | JPN 10Y BOND(OSE) DEC25 XOSE 20251215                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |        -12 | NC      | $104647.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-110173.03   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-2167.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SEK BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-1752.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $254.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2005-W1                       | ARGENT SECURITIES INC. ARSI 2005 W1 A1                   | CUSIP: 040104MX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     260384 | PA      | $237287.16    | 0.08%             | 2035-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-62.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXV LTD                       | MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A          | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     220348 | PA      | $220787.45    | 0.07%             | 2032-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CLP SOLD USD 20260318                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $2261.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20251105                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-160966.21   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 09/17/25-2Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-7754.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-C             | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 C A1A 144A       | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1668900 | PA      | $1719928.71   | 0.55%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-1027.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 10/25 0.00000                              | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $99909.86     | 0.03%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/2.75000 06/21/23-30Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $687960.84    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-SD2 | BEAR STEARNS ASSET BACKED SECU BSABS 2006 SD2 M4         | CUSIP: 07388EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1140000 | PA      | $1161123.29   | 0.37%             | 2036-06-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5               | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A2          | CUSIP: 86359LPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1036 | PA      | $1031.49      | 0.00%             | 2035-07-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251202                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $6307.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.32 05/08/25-01/02/29 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |          1 | NC      | $-117.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $412.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED REGS 12/32 7.25      | CUSIP: ACI30CNV9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      98624 | PA      | $1504.02      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | 3175RWRC3 INF CAP FWD EU JUN35 3 CALL                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |   -6400000 | NC      | $-74844.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/3.50000 09/17/25-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-17560.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $5591.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-17802.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL ASSET BACKED 2007-HE2             | WASHINGTON MUTUAL ASSET BACKED WMABS 2007 HE2 2A2        | CUSIP: 93934TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8717479 | PA      | $2739735.45   | 0.88%             | 2037-02-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $3662.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS ILS SHIRON -.901/3.92 4/21/25-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |          1 | NC      | $-95839.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NY HARB ULSD FUT  MAR26 XNYM 20260227                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          6 | NC      | $6715.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD MXN BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-1408.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NDUEACWF TRS EQUITY FEDL01+42 MBC                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $240128.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $5916.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT AUD SOLD USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $200.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-4877.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $813.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-3309.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20251015                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1639.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MXN BOUGHT USD 20251217                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-556.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.70000 12/31/25-9Y* LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-26658.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS KRW 2.50000 03/18/26-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |          1 | NC      | $10813.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20251208                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $0.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-3037.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-16401.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $347.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $7750.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-1874.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CHF SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $2153.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GOLD 100 OZ FUTR  DEC25 XCEC 20251229                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $14647.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-WL3                | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4        | CUSIP: 542514SW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     936481 | PA      | $847137.47    | 0.27%             | 2036-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SUGAR  11 (WORLD) MAR26 IFUS 20260227                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -42 | NC      | $3318.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20251017                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-2333.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260122                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $69.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME NICKEL FUTURE NOV25 XLME 20251117                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -4 | NC      | $-817.61      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2519.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUND POINT CLO IX LTD 2015-2A                      | SOUND POINT CLO LTD SNDPT 2015 2A ARRR 144A              | CUSIP: 83609GBN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     381685 | PA      | $381777.67    | 0.12%             | 2032-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20251104                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-127.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20251002                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $92405.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 06/18/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-49185.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | AUST 3YR BOND FUT DEC25 XSFE 20251215                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         34 | NC      | $-7743.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2005-2                | MORGAN STANLEY HOME EQUITY LOA MSHEL 2005 2 M6           | CUSIP: 61744CQQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1924335 | PA      | $1840437.72   | 0.59%             | 2035-05-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20251020                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1573.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | US TREASURY N/B 11/40 1.375                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2700000 | PA      | $1762646.48   | 0.57%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | MLPIREIL TRS EQUITY FEDL01+65 BOA                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $103800.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | MLPIREIS TRS EQUITY FEDL01+50 BOA                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-16014.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPACWILV TRS EQUITY FEDL01+55 JPM                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $5630961.98   | 1.81%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer