# EDGAR Filing Document

**Accession Number:** 0001047304
**File Stem:** 0001099263-26-003056
**Filing Date:** 2026-3
**Character Count:** 241373
**Document Hash:** 4cce310af8752519099923d31ad0ac06
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003056.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003056

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08399
- **FILM NUMBER:** 26705868

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

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

## Series and Classes Contracts Data

### PIMCO Global Managed Asset Allocation Portfolio (Series ID: S000024339)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000072063 | Administrative Class | VPVGMMV         |
| C000072064 | Advisor Class        | VPVGMVV         |
| C000109755 | Institutional        | PVGMAPI         |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO Variable Insurance Trust

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Global Managed Asset Allocation Portfolio

- **b. EDGAR series identifier (if any):** S000024339

- **c. LEI of Series:** YEK4ZW257ZZ60WFBOB87

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $432703412.04

**Total Liabilities:** $143542972.90

**Net Assets:** $289160439.14

**Amount of Assets Invested in Other Investment Companies:** $1783450.45

**Cash Not Reported:** $4466819.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6494.182500 | **1-Year:** 11953.006300 | **5-Year:** 67799.151500 | **10-Year:** 20306.559700 | **30-Year:** -3401.639100

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

- **3-Month:** 271.998000 | **1-Year:** 327.408400 | **5-Year:** 4052.782500 | **10-Year:** 1537.107900 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000072063 | 1.88%                | 0.70%                | 1.91%                |
| Class ID C000072064 | 1.96%                | 0.61%                | 1.88%                |
| Class ID C000109755 | 1.89%                | 0.70%                | 1.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $208646.05               | $708231.37                                 |
| Month 2  | $-109199.24              | $445345.49                                 |
| Month 3  | $97630.65                | $-883890.99                                |

**Designated Index Information**

- **Index Name:** 60% MSCI World Net Total Return USD Index, 40% Bloomberg US Aggregate Total Return Index Unhedged USD

- **Index Identifier:** NDDUWI, LBUSTRUU

### 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                                                 | BOUGHT TWD SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-41.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260410                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $1879.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-P3              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A4        | CUSIP: 14686MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      710000 | PA      | $714462.92    | 0.25%             | 2028-06-12      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SEK BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $-22641.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-193.06      | -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        |      990000 | PA      | $907725.58    | 0.31%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $1097.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MYR SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $1089.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-3913.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-9833.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-5471.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MXN BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-5189.74     | -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        |      740000 | PA      | $642051.17    | 0.22%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260302                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $3079.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 12 06/27/24-01/02/29 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-152881.55   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-4170.13     | -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        |   520000000 | PA      | $2727344.23   | 0.94%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO INCOME FUND PIMCO INCOME FUND INS                | CUSIP: 72201F490<br>LEI: XSQUIHC65X62JACTUZ45 | Long             | EC               | RF                | US        |     2804432 | NS      | $30820713.14  | 10.66%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | AUST 3YR BOND FUT MAR26 XSFE 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         -72 | NC      | $292.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | TEX US TRS EQUITY SOFR-15 JPM                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $-50275.89    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $201.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2024-1                   | FLAGSHIP CREDIT AUTO TRUST FCAT 2024 1 A2 144A         | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100121 | PA      | $100309.04    | 0.03%             | 2028-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CVBF US TRS EQUITY SOFR+20 CBK                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $5962.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-7.55        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22700000 | PA      | $23596968.03  | 8.16%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $344.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS SGD SIBSORA/1.50000 09/17/25-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |           1 | NC      | $102831.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-948.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $3340.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $16374.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $1649.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $5564.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-8247.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CMBX.NA.AAA.12 SP SAL                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $9929.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NZD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $526.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NZD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $1086.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260326                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $1229.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-1613.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260112                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-1118.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260309                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2631.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                          | JAPAN (30 YEAR ISSUE) BONDS 06/55 2.8                  | CUSIP: ACI2YH5D3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   270000000 | PA      | $1543105.85   | 0.53%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 VAR     | CUSIP: ACI30FSP0<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      120295 | PA      | $1984.87      | 0.00%             | 2030-12-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LIVE CATTLE FUTR  APR26 XCME 20260430                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           7 | NC      | $10900.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $7012.28      | 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      | $-8841.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 06/26 0.00000 | CUSIP: ACI37LQK3<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |      267478 | PA      | $42796.48     | 0.01%             | 2026-06-23      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-893.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $1.49         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TRY SOLD USD 20260213                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $1386.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   MAR26 XLME 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          11 | NC      | $25452.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $3791.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-38                           | FANNIE MAE FNR 2024 38 FA                              | CUSIP: 3136BR4S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      247292 | PA      | $247741.66    | 0.09%             | 2051-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LME LEAD FUTURE   JAN26 XLME 20260119                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -9 | NC      | $5911.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $429.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORPORATION                          | EXACT SCIENCES CORP COMMON STOCK USD.01                | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        7400 | NS      | $751544.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-160.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NZD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $614.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $10619.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1947.78     | -0.00%            |  |  |  | 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        |       78566 | PA      | $78607.79     | 0.03%             | 2032-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-WL3                | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4      | CUSIP: 542514SW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      940671 | PA      | $859919.83    | 0.30%             | 2036-01-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $571.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMRUSH HOLDINGS INC                                | SEMRUSH HOLDINGS INC A COMMON STOCK USD.00001          | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |       16800 | NS      | $199752.00    | 0.07%             |  |  |  | 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        |    10404209 | NS      | $92181288.19  | 31.88%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1502.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD HKD BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $402.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OZLM XXIV LTD 2019-24A                              | OZLM LTD OZLM 2019 24A A1AR 144A                       | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      163413 | PA      | $163531.09    | 0.06%             | 2032-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $358.11       | 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      | $5753.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/3.50000 03/18/26-2Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $9178.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260205                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $75.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-7                              | LEHMAN XS TRUST LXS 2006 7 1A1A                        | CUSIP: 52522EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      373384 | PA      | $331565.77    | 0.11%             | 2036-05-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LME LEAD FUTURE   JAN26 XLME 20260119                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           9 | NC      | $-6906.51     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-8967.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 317U8R9A4 PIMCO FPPSWAPTION 3.427 PUT USD              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    30000000 | NC      | $1761834.00   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260305                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $13.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | AUST 10Y BOND FUT MAR26 XSFE 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        -119 | NC      | $-16691.85    | -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      | $-93788.13    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $347.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME LEAD FUTURE   MAR26 XLME 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           2 | NC      | $828.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260205                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $58.94        | 0.00%             |  |  |  | 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        |      483646 | PA      | $462101.66    | 0.16%             | 2040-04-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260205                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $126.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H08   | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H08 FC         | CUSIP: 38380L7K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13685 | PA      | $13724.22     | 0.00%             | 2070-02-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | KMB US TRS EQUITY SOFR+15 RBC                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $4888.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-3211.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  JUL26 XNYM 20260626                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -16 | NC      | $26448.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-113.11      | -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      | $11112.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7500000 | PA      | $6629589.90   | 2.29%             | 2056-02-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-1025.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LEAN HOGS FUTURE  APR26 XCME 20260415                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -11 | NC      | $-8389.81     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-25312.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-661.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-24811.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $3274.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-1564.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260213                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $3420.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $43.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                      | CARMAX AUTO OWNER TRUST CARMX 2022 4 A3                | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160027 | PA      | $160491.55    | 0.06%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR MAR26 XLME 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -7 | NC      | $-30282.73    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SUGAR  11 (WORLD) MAR26 IFUS 20260227                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $709.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND                | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |     4639782 | PA      | $45548742.92  | 15.75%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $5407.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $2229.48      | 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        |      135745 | PA      | $101152.39    | 0.03%             | 2036-06-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR MAR26 XLME 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           5 | NC      | $8708.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS AUD 3.75000 03/18/26-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           1 | NC      | $-91507.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   JAN26 XLME 20260119                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          10 | NC      | $41670.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-6047.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260406                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $92.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CZK BOUGHT USD 20260311                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |           1 | NC      | $-10293.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 31750S170 PIMCO FXVAN PUT USD KRW 1375.0000000         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |    -2200000 | NC      | $-3172.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE                | CUSIP: 01F020414<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3500000 | PA      | $-3241328.13  | -1.12%            | 2040-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-5397.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-13281.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME LEAD FUTURE   MAR26 XLME 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -14 | NC      | $3163.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 07/46 11.5                  | CUSIP: ACI2Q1VT3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   250000000 | PA      | $59043.79     | 0.02%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260109                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $2346.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                   | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875             | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    93000000 | PA      | $5860797.10   | 2.03%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $4290.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $871.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 11/40 12.75                 | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 13792400000 | PA      | $3580944.61   | 1.24%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS COP IBR/9.63000 12/17/25-5Y CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CO        |           1 | NC      | $200269.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-912.54      | -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      | $5157.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QO6                 | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QO6 A1        | CUSIP: 75114NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      222816 | PA      | $45708.49     | 0.02%             | 2046-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-3369.42     | -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      | $-42580.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-30Y CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $317852.59    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COTTON NO.2 FUTR  JUL26 IFUS 20260709                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -20 | NC      | $-6010.20     | -0.00%            |  |  |  | No            |                  1 | 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        |        6908 | PA      | $594.09       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 12/17/25-2Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $1769.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2014.45     | -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        |    45000000 | PA      | $2523298.63   | 0.87%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $1412.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $285.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDB MORTGAGE LOAN TR 2006-1                | INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1          | CUSIP: 45661JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      778926 | PA      | $245333.52    | 0.08%             | 2036-07-25      | Floating      | 3.99%                 | 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        |       87216 | PA      | $83649.34     | 0.03%             | 2036-07-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-OAT FUTURE   MAR26 XEUR 20260306                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -72 | NC      | $60829.62     | 0.02%             |  |  |  | No            |                  1 | 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      | $-14153.09    | -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        |       47814 | PA      | $47836.82     | 0.02%             | 2036-10-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $3735.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9700000 | PA      | $9955088.47   | 3.44%             | 2056-02-15      | Fixed         | 6.00%                 | 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        |      595480 | NS      | $7380.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260219                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-2828.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-4430.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SUGAR  11 (WORLD) JUL26 IFUS 20260630                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -30 | NC      | $-9385.07     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CDX ITRAXX MAIN44 5Y ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $7425.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-41.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/2.00000 06/18/25-20Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-27854.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PHP SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $1282.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-11.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CORN FUTURE       MAR26 XCBT 20260313                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -45 | NC      | $-13097.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD CLP BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-27964.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BUXL 30Y BND MAR26 XEUR 20260306                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -15 | NC      | $30796.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $7619.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 01/31 6.5                   | CUSIP: ACI302XY4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   119139510 | PA      | $31412.72     | 0.01%             | 2031-01-22      | Fixed         | 6.50%                 | 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        |     2401167 | PA      | $2413463.55   | 0.83%             | 2071-09-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CAN 10YR BOND FUT MAR26 XMOD 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          -6 | NC      | $8520.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   MAR26 XLME 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -3 | NC      | $-1990.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $191.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260309                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $4691.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-0.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-4960.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS MYR 3.00000 03/18/26-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |           1 | NC      | $53952.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT HUF SOLD USD 20260217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $3176.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-63.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $185.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-14.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIDITY BIOSCIENCES INC                             | AVIDITY BIOSCIENCES INC COMMON STOCK                   | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        8400 | NS      | $605892.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-4411.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-0.34        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H08   | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H08 KF         | CUSIP: 38383KYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      173969 | PA      | $175222.47    | 0.06%             | 2074-05-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT AUD SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $6994.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BUND FUTURE  MAR26 XEUR 20260306                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          -9 | NC      | $18663.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $239.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-258.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | UNITED STATES TREASURY BILL 04/26 0                    | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $98868.11     | 0.03%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-519.03      | -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        |          33 | NC      | $-81741.65    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR JAN26 XLME 20260119                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           6 | NC      | $33834.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $805.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260205                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-25.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT NOK SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $2303.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $267.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $1677.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-39.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-10244.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $4417.66      | 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      | $6657.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 04/26 0.00000                            | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $98934.59     | 0.03%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $2974.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $1815.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $457.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NZD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $349.20       | 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        |     9500000 | PA      | $6170175.81   | 2.13%             | 2040-11-15      | Fixed         | 1.38%                 | 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        |    -5600000 | NC      | $-57560.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260205                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $36.27        | 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      | $23449.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10590000 | PA      | $10551528.44  | 3.65%             | 2056-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | KC HRW WHEAT FUT  JUL26 XCBT 20260714                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -4 | NC      | $-891.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-1749.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD DKK BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $-1093.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS AUD 2.00000 10/07/24-3Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           1 | NC      | $-260631.43   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-2841.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-5Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-22311.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS EUR 2.00000 03/18/26-2Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-5623.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME NICKEL FUTURE MAR26 XLME 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           4 | NC      | $37011.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $4728.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260109                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $1910.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3685781.24   | 1.27%             | 2056-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $4251.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-2759.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $3765.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260326                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $170.71       | 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      | $-693.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $1142.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2127.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 02/33 13.25                 | CUSIP: ACI2C9W52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  2766000000 | PA      | $742113.81    | 0.26%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2609.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-1                      | CARMAX AUTO OWNER TRUST CARMX 2023 1 A3                | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       47350 | PA      | $47453.53     | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 01/26 0.00000                            | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $99802.87     | 0.03%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $4495.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTURE      MAR26 IFUS 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $-12063.04    | -0.00%            |  |  |  | No            |                  1 | 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        |       71990 | PA      | $70340.50     | 0.02%             | 2035-04-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CAD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-469.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX IG45 10Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-45228.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 31750S162 PIMCO FXVAN PUT USD KRW 1415.0000000         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |     2200000 | NC      | $12454.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA GOVT                                         | CANADIAN GOVERNMENT BONDS 09/28 3.25                   | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7100000 | PA      | $5245118.11   | 1.81%             | 2028-09-01      | Fixed         | 3.25%                 | 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        |      118543 | PA      | $119412.38    | 0.04%             | 2028-10-16      | Fixed         | 5.70%                 | 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        |      163976 | PA      | $162040.25    | 0.06%             | 2036-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 01/35 11.75                 | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  3481600000 | PA      | $858441.74    | 0.30%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $12201.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.2 12/18/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $2112.90      | 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        |      325000 | PA      | $327538.25    | 0.11%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $83.60        | 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        |      224755 | PA      | $224878.64    | 0.08%             | 2031-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $110.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS EUR 2.75000 03/18/26-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-234635.38   | -0.08%            |  |  |  | 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      | $577.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260309                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $5.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS CLP 5.36500 01/23/25-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-3998.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $158.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-364.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260205                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $8.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260409                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $823.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAURENTIAN BANK OF CANADA                           | LAURENTIAN BANK OF CANADA COMMON STOCK                 | CUSIP: 51925D957<br>LEI: HO0K6ZULL3QE6S6SFW60 | Long             | EC               | CORP              | CA        |        4131 | NS      | $121291.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $288.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $35.77        | 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        |      211183 | PA      | $201970.96    | 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      | $29234.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260417                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $276.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $7315.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CAN 5YR BOND FUT  MAR26 XMOD 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          15 | NC      | $-8217.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260109                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $60.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-6748.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA INC                                           | TEGNA INC COMMON STOCK USD1.0                          | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       18884 | NS      | $366538.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $827.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 06/20/24-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-188370.71   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2006-HE3              | ASSET BACKED SECURITIES CORP H ABSHE 2006 HE3 A5       | CUSIP: 04541GXC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1374996 | PA      | $1359321.83   | 0.47%             | 2036-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-SD2 A3                             | GSAMP TRUST GSAMP 2006 SD2 A3 144A                     | CUSIP: 362405AP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2385679 | PA      | $2278584.29   | 0.79%             | 2046-05-25      | Floating      | 4.55%                 | 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      | $-180735.93   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-28.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260205                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $25.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $1032.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME NICKEL FUTURE JAN26 XLME 20260119                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -3 | NC      | $-30065.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260305                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-3.82        | -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        |       55492 | PA      | $55130.37     | 0.02%             | 2035-04-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-8230.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA SR UNSECURED 04/29 2.25           | CUSIP: ACI1N5XG5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   635410720 | PA      | $148742.78    | 0.05%             | 2029-04-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-104.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $544.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 0.00000 | CUSIP: ACI30G0P8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      100246 | PA      | $375.92       | 0.00%             | 2031-12-31      | None          | 0.00%                 | 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        |       90766 | PA      | $90995.30     | 0.03%             | 2035-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-12.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260303                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-1171.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-SCHATZ FUT   MAR26 XEUR 20260306                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -22 | NC      | $3794.58      | 0.00%             |  |  |  | No            |                  1 | 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        |       26035 | PA      | $26106.25     | 0.01%             | 2034-09-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260203                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1230.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1175.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CLP BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-313.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20260109                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-16302.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $229.78       | 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        |      963678 | PA      | $949079.19    | 0.33%             | 2036-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.25000 12/17/25-7Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-47377.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260209                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-33080.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COUR US TRS EQUITY SOFR+20 CBK                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $13840.95     | 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        |        1609 | NS      | $717710.54    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.97500 03/31/26-28Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $38639.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20260218                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $16430.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3        | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      161609 | PA      | $162861.32    | 0.06%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-1094.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $537.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MXN BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-1663.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 02/26 0.00000                            | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $298775.34    | 0.10%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $7143.13      | 0.00%             |  |  |  | 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        |       19354 | PA      | $19378.03     | 0.01%             | 2030-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $982.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT EUR SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $19500.24     | 0.01%             |  |  |  | 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      | $-38973.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $382.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2006-WFH4             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH4 M2       | CUSIP: 17309SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       35837 | PA      | $35828.47     | 0.01%             | 2036-11-25      | Floating      | 4.28%                 | 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      | $-79538.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 11/27 5       | CUSIP: ACI30CNK3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |        1702 | PA      | $146.37       | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | 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      | $183669.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BRENT CRUDE FUTR  SEP26 IFEU 20260731                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           5 | NC      | $-5123.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD GBP BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-15074.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260305                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-23039.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 01/26 0.00000                            | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $99942.20     | 0.03%             | 2026-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-1134.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-681.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260209                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-2329.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CMBX.NA.AAA.9 SP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $35.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $6911.74      | 0.00%             |  |  |  | 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      | $11414.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BTP FUTURE   MAR26 XEUR 20260306                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          38 | NC      | $-11508.36    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $4448.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $4762.65      | 0.00%             |  |  |  | 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        |       18772 | NS      | $714650.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260219                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-998.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 01/26 0.00000                            | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $199786.20    | 0.07%             | 2026-01-13      | None          | 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        |      909117 | PA      | $727293.60    | 0.25%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | NY HARB ULSD FUT  JUN26 XNYM 20260529                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $-22175.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    JUL26 XCBT 20260714                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -2 | NC      | $1270.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1293.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PHP SOLD USD 20260112                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $26.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CAD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-636.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTURE      JUL26 IFUS 20260716                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $3267.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO PRV SHORT TERM FLT III MUTUAL FUND               | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     1445284 | PA      | $14078510.50  | 4.87%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $178.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $236.49       | 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        |      137688 | PA      | $138863.89    | 0.05%             | 2068-11-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 VAR     | CUSIP: ACI30FSS4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      169071 | PA      | $2698.38      | 0.00%             | 2032-12-28      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | US 5YR NOTE (CBT) MAR26 XCBT 20260331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -374 | NC      | $185636.77    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 12/17/25-2Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $125794.19    | 0.04%             |  |  |  | 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      | $74020.93     | 0.03%             |  |  |  | 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      | $2920.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260227                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2327.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  MAR26 XCBT 20260313                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -5 | NC      | $7061.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1366.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $818.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20260624                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $439.91       | 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        |      227808 | PA      | $228798.88    | 0.08%             | 2027-12-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | US 10YR ULTRA FUT MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -58 | NC      | $23939.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $383.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20260204                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-121.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA SR UNSECURED 03/33 3              | CUSIP: ACI07ZL07<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    39713170 | PA      | $8416.40      | 0.00%             | 2033-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260223                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $6880.87      | 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      | $-28184.64    | -0.01%            |  |  |  | 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        |       52330 | PA      | $52359.18     | 0.02%             | 2031-08-13      | Floating      | 5.12%                 | 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        |      308926 | PA      | $231440.69    | 0.08%             | 2035-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-39.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS CZK 3.53400 03/21/24-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CZ        |           1 | NC      | $85671.69     | 0.03%             |  |  |  | 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      | $243822.17    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-2624.77     | -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      | $-232814.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-1.53        | -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      | $2715.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $2385.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $89.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-1820.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260227                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $1308.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $3578.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-49465.82    | -0.02%            |  |  |  | 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        |      210912 | PA      | $102598.81    | 0.04%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 VAR     | CUSIP: ACI30CR45<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       60147 | PA      | $1263.09      | 0.00%             | 2028-12-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 06/18/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $30460.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-18.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-6349.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-17920.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $3305.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                             | FREDDIE MAC FHR 5426 AF                                | CUSIP: 3137HCXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      229999 | PA      | $230949.40    | 0.08%             | 2050-03-15      | Floating      | 5.11%                 | 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      | $98900.24     | 0.03%             | 2036-02-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $2017.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260102                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $2025.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/32 0.00000 | CUSIP: ACI30FVM3<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      189121 | PA      | $1891.21      | 0.00%             | 2032-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MXN BOUGHT USD 20260129                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-29260.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/26 0.00000 | CUSIP: ACI30FV27<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       40097 | PA      | $501.21       | 0.00%             | 2026-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260205                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $4.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/2.75000 09/17/25-2Y LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $-4982.66     | -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      | $905550.00    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IODEX IO FUT      MAR26 XSIM 20260331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |          40 | NC      | $20335.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WTI CRUDE FUTURE  JUN26 XNYM 20260519                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $-6207.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/2.50000 12/17/25-5Y LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $-60807.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-2191.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $530.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS PLN 5.02000 03/21/24-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | PL        |           1 | NC      | $-565616.08   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-3.62        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LOW SU GASOIL G   JUN26 IFEU 20260611                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           5 | NC      | $-19159.60    | -0.01%            |  |  |  | No            |                  1 | 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      | $-163294.95   | -0.06%            |  |  |  | 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        |      158222 | PA      | $154290.25    | 0.05%             | 2035-05-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260219                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $207.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $22914.09     | 0.01%             |  |  |  | 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      | $-8493.55     | -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      | $1526187.31   | 0.53%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMICUS THERAPEUTICS INC                             | AMICUS THERAPEUTICS INC COMMON STOCK USD.01            | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |       28100 | NS      | $400144.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260205                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-8.73        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-244.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   JAN26 XLME 20260119                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -10 | NC      | $-12770.40    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/31 VAR     | CUSIP: ACI30FSQ8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      180443 | PA      | $3157.75      | 0.00%             | 2031-12-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $12098.68     | 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        |      208852 | PA      | $208962.05    | 0.07%             | 2032-10-13      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-985.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $3.28         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  JUL26 XCBT 20260714                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -7 | NC      | $4643.75      | 0.00%             |  |  |  | No            |                  1 | 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      | $242718.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-18084.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $424.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX ITRAXX XOV44 5Y ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $-10550.11    | -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      | $-30950.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUTURE JUL26 IFUS 20260721                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $995.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $229.96       | 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      | $-47119.26    | -0.02%            |  |  |  | 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      | $-90.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-11803.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTL INC                                | CSG SYSTEMS INTL INC COMMON STOCK USD.01               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |        4500 | NS      | $345105.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 0.00000 | CUSIP: ACI30FV35<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       80196 | PA      | $501.23       | 0.00%             | 2029-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | KC HRW WHEAT FUT  MAR26 XCBT 20260313                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -9 | NC      | $14881.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $6252.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-275.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-952.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $2604.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.70000 03/31/26-9Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $6611.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-118.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MYR SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $857.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20260303                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-8223.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-1311.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CORN FUTURE       JUL26 XCBT 20260714                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -30 | NC      | $4589.12      | 0.00%             |  |  |  | No            |                  1 | 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      | $-239185.76   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-4077.49     | -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      | $-20630.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-3354.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-37039.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $1321.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COTTON NO.2 FUTR  MAR26 IFUS 20260309                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -7 | NC      | $8903.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEHMAN XS TRUST 2006-8                              | LEHMAN XS TRUST LXS 2006 8 3A4                         | CUSIP: 52522HAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      339563 | PA      | $335396.06    | 0.12%             | 2036-06-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| REV GROUP INC                                       | REV GROUP INC COMMON STOCK USD.001                     | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |        7300 | NS      | $443913.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260112                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-227.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LONG GILT FUTURE  MAR26 IFLL 20260327                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          34 | NC      | $27840.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-576.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $268.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-1655.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-2087.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TSY INFL IX N/B 02/53 1.5                              | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      876296 | PA      | $684021.05    | 0.24%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-126.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-2979.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD GBP BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $513.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-460.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260415                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $1983.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $391.54       | 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      | $2806.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-2717.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UDEMY INC                                           | UDEMY INC COMMON STOCK USD.00001                       | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |       32000 | NS      | $187200.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHITE SUGAR (ICE) MAY26 IFEU 20260415                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -3 | NC      | $-404.57      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $3433.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US 2YR NOTE (CBT) MAR26 XCBT 20260331                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -57 | NC      | $-10088.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-3620.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 0.00000 | CUSIP: ACI30FTT1<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       50125 | PA      | $375.94       | 0.00%             | 2027-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-1160.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/27 VAR     | CUSIP: ACI30CT68<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       40097 | PA      | $1002.43      | 0.00%             | 2027-12-28      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | US LONG BOND(CBT) MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          47 | NC      | $-60059.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                        | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0              | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        2145 | NS      | $619304.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-626.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT AUD SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $7927.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CLP SOLD USD 20260102                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $672.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $4767.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/3.0000 09/17/25-10Y LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $-39008.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR JAN26 XLME 20260119                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -6 | NC      | $-36134.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260417                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $409.53       | 0.00%             |  |  |  | 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      | $28837.13     | 0.01%             |  |  |  | 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      | $19911.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TSY INFL IX N/B 04/29 2.125                            | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3579146 | PA      | $3655481.56   | 1.26%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260305                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-20.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COFF ROBUSTA 10TN MAR26 IFEU 20260325                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -1 | NC      | $-1357.29     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2007-CH1                 | JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH1 AF5      | CUSIP: 46630LAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4985205 | PA      | $4936240.78   | 1.71%             | 2036-11-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1179.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $12.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-4477.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260224                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2197.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-34763.09    | -0.01%            |  |  |  | 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        |      503154 | PA      | $513945.67    | 0.18%             | 2056-10-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-82.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $3808.84      | 0.00%             |  |  |  | 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        |      126864 | PA      | $127211.65    | 0.04%             | 2049-04-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260218                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $117419.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.71500 03/31/26-9Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $8472.05      | 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        |       57562 | PA      | $48448.08     | 0.02%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CLP SOLD USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $54421.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                           | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7      | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5800000 | PA      | $1969128.56   | 0.68%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/3.50000 12/18/24-2Y LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $-36506.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-1548.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CLP BOUGHT USD 20260102                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-1666.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TRY SOLD USD 20260204                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $19038.15     | 0.01%             |  |  |  | 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      | $99023.62     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-1016.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE BANCORP TRUST 2007-OA1                     | ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1                | CUSIP: 01852TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      232978 | PA      | $208531.22    | 0.07%             | 2037-07-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-7763.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $978.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $1938.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPN 10Y BOND(OSE) MAR26 XOSE 20260313                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         -26 | NC      | $145513.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-3372.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260224                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $5283.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-3045.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $44.31        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2005-A5                 | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3         | CUSIP: 45660LJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      311629 | PA      | $184505.70    | 0.06%             | 2035-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $75.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260413                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $1265.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US 10YR NOTE (CBT)MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          61 | NC      | $-22001.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260406                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $845.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260102                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-243.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260105                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-4784.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260326                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $286.60       | 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      | $-9436.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260227                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-3355.55     | -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        | 13011600000 | PA      | $3256464.94   | 1.13%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-2379.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.25000 06/18/25-7Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-103215.04   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTI 2006-19              | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3         | CUSIP: 12667CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      229506 | PA      | $228077.85    | 0.08%             | 2037-03-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 11/27 5.75                  | CUSIP: ACI1J4NS8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8095000000 | PA      | $1943252.58   | 0.67%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CLP BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-9186.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-108.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260406                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $204.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-8802.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  MAR26 XNYM 20260225                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -8 | NC      | $39283.16     | 0.01%             |  |  |  | No            |                  1 | 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      | $451895.99    | 0.16%             |  |  |  | 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      | $-109838.37   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $92.26        | 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        |       78734 | PA      | $78771.92     | 0.03%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE(CBT) MAR26 XCBT 20260313                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -17 | NC      | $29550.31     | 0.01%             |  |  |  | No            |                  1 | 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      | $209638.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $413.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD DKK BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $-7509.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/29 VAR     | CUSIP: ACI30FSH8<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      100246 | PA      | $1956.35      | 0.00%             | 2029-12-28      | Fixed         | 6.50%                 | 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        |       51574 | PA      | $44268.13     | 0.02%             | 2036-07-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT COP SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-115.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/4.08500 03/31/26-28Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $52285.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-3.39        | -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        |      359790 | PA      | $360263.07    | 0.12%             | 2032-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-11165.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-6.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/28 0.00000 | CUSIP: ACI30FTR5<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |       80196 | PA      | $501.23       | 0.00%             | 2028-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-577.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/0.75000 09/17/25-2Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $6820.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-2063.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 14.88 01/30/25-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $52210.76     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-18979.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/3.75000 03/18/26-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $48944.07     | 0.02%             |  |  |  | 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        |       78309 | PA      | $73641.45     | 0.03%             | 2047-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $474.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-4208.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260219                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-757.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-10Y CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $64345.27     | 0.02%             |  |  |  | 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        |      363794 | PA      | $333960.34    | 0.12%             | 2035-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS HUF 6.20000 03/20/24-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $-63219.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $139.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TSY INFL IX N/B 01/34 1.75                             | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1482950 | PA      | $1475107.60   | 0.51%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $6427.74      | 0.00%             |  |  |  | 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        |      530102 | PA      | $490970.49    | 0.17%             | 2036-10-25      | Floating      | 4.12%                 | 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        |      750000 | PA      | $722636.72    | 0.25%             | 2055-02-15      | Fixed         | 4.62%                 | 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        |       52179 | PA      | $52434.57     | 0.02%             | 2054-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1365.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260109                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $23.83        | 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        |     4000000 | PA      | $1187599.30   | 0.41%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                 | FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A3           | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      136885 | PA      | $137256.74    | 0.05%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-8052.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE              | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      300000 | PA      | $303936.97    | 0.11%             | 2056-02-15      | Fixed         | 5.50%                 | 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      | $-10647.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-0.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENVUE INC                                          | KENVUE INC COMMON STOCK USD.01                         | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       47600 | NS      | $821100.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260302                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $4024.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2052.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260203                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-7072.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 06/28 0.00000 | CUSIP: ACI37LP99<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       31790 | PA      | $6834.92      | 0.00%             | 2028-06-23      | None          | 0.00%                 | No            |                  3 | 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      | $-25317.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-7909.12     | -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      | $-46378.05    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P1              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P1 A3 144A   | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       92169 | PA      | $92332.37     | 0.03%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                      | FREMONT HOME LOAN TRUST FHLT 2006 C 2A2                | CUSIP: 35729TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1839498 | PA      | $737682.79    | 0.26%             | 2036-10-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-0.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BOBL FUTURE  MAR26 XEUR 20260306                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -86 | NC      | $90889.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                            | KAISA GROUP HOLDINGS LTD SR SECURED 144A 12/30 0.00000 | CUSIP: ACI30G0R4<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |      100246 | PA      | $373.42       | 0.00%             | 2030-12-31      | None          | 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      | $7559.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GASOLINE RBOB FUT JUN26 XNYM 20260529                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           5 | NC      | $-7412.06     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20260402                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-14952.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE                | CUSIP: 01F020612<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -13800000 | PA      | $-11158538.83 | -3.86%            | 2055-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $11673.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                         | LETRA TESOURO NACIONAL BILLS 04/26 0.00000             | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    62600000 | PA      | $11050805.67  | 3.82%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-98.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $228.40       | 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      | $-112105.26   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HERITAGE COMMERCE CORP                              | HERITAGE COMMERCE CORP COMMON STOCK                    | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |        7900 | NS      | $94879.00     | 0.03%             |  |  |  | No            |                  1 | 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        |      279672 | PA      | $255825.31    | 0.09%             | 2036-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $230.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-13.45       | -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      | $-1560043.65  | -0.54%            |  |  |  | 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        |       20958 | NS      | $783784.71    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                           | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01          | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |        5700 | NS      | $369303.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/0.40000 09/18/24-2Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $28908.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/2.00000 09/17/25-20Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-25393.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260514                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-29815.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260227                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2381.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-2339.00     | -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      | $4910879.00   | 1.70%             | 2055-04-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-1051.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-33937.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-1596.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260219                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-2157.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15   | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG         | CUSIP: 38380LJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      481315 | PA      | $484643.58    | 0.17%             | 2068-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-15.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QORVO INC                                           | QORVO INC COMMON STOCK USD.0001                        | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        6600 | NS      | $557766.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT CNY SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $7102.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US ULTRA BOND CBT MAR26 XCBT 20260320                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          -7 | NC      | $14099.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-2061.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/17/25-7Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $225027.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-3566.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-7577.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260205                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-59.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $1138.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CAD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-79357.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME NICKEL FUTURE JAN26 XLME 20260119                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           3 | NC      | $24196.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-2123.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CAD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-8318.17     | -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      | $187234.51    | 0.06%             |  |  |  | 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      | $152559.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260123                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $5562.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20260116                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $908.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD INR BOUGHT USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-151.54      | -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        |     1138813 | PA      | $1143897.30   | 0.40%             | 2055-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20260130                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-3333.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS AUD 4.50000 03/20/24-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           1 | NC      | $-85609.78    | -0.03%            |  |  |  | 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        |      499155 | PA      | $483358.79    | 0.17%             | 2068-08-15      | Fixed         | 2.60%                 | 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      | $7210.61      | 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      | $6608.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME NICKEL FUTURE MAR26 XLME 20260316                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -4 | NC      | $-29479.58    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/2.50000 12/17/25-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $202996.99    | 0.07%             |  |  |  | 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        |       50049 | PA      | $49955.68     | 0.02%             | 2050-12-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SWKS US TRS EQUITY SOFR+30 JPM                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $17609.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS ZAR 8.64900 04/03/24-5Y CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $-683347.07   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $2536.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | PLATINUM FUTURE   APR26 XNYM 20260428                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $4140.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD CAD BOUGHT USD 20260114                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-6026.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MYR SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $6450.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE INVESTMENT TRUST 2006-1              | AAMES MORTGAGE INVESTMENT TRUS AMIT 2006 1 M1          | CUSIP: 00252GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68060 | PA      | $65602.88     | 0.02%             | 2036-04-25      | Floating      | 4.33%                 | 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        |     1270383 | PA      | $1300289.20   | 0.45%             | 2045-01-25      | Floating      | 4.51%                 | 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        |       12203 | PA      | $11258.48     | 0.00%             | 2036-02-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.50000 12/17/25-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-28062.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD HUF BOUGHT USD 20260217                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-523.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COPPER FUTURE     MAR26 XCEC 20260327                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $-1423.10     | -0.00%            |  |  |  | No            |                  1 | 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      | $43769.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-132708.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE(CBT) JUL26 XCBT 20260714                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -4 | NC      | $1888.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20260121                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $2316.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-420.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-178.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR JUL26 XCBT 20260714                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -8 | NC      | $4175.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260120                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-47.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260410                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $998.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20260115                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-1663.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20260226                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $263.97       | 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        |      102502 | PA      | $102506.77    | 0.04%             | 2074-05-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20260202                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-56.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20260108                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-844.51      | -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      | $-148879.38   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20260318                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $440.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SUGAR  11 (WORLD) MAY26 IFUS 20260430                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -4 | NC      | $-1181.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT MYR SOLD USD 20260122                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $764.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20260224                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $2241.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ZAR SOLD USD 20260126                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $660.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONFLUENT INC                                       | CONFLUENT INC CLASS A COMMON STOCK USD.00001           | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |       18900 | NS      | $571536.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.25000 12/17/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-16228.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BCPMXWO TRS EQUITY FEDL01+65 BRC                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $-1124995.43  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer