# EDGAR Filing Document

**Accession Number:** 0001047304
**File Stem:** 0001047304-25-000537
**Filing Date:** 2025-8
**Character Count:** 217336
**Document Hash:** 5ded6aaa32f05e8f26b1fa2f60011647
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001047304-25-000537.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001047304-25-000537

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**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:** 251277447

**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:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $429849849.32

**Total Liabilities:** $135173283.27

**Net Assets:** $294676566.05

**Amount of Assets Invested in Other Investment Companies:** $1097417.13

**Cash Not Reported:** $9937682.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9259.522100 | **1-Year:** 12668.752000 | **5-Year:** 65776.569600 | **10-Year:** 23522.534300 | **30-Year:** -4151.703300

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

- **3-Month:** 288.252400 | **1-Year:** 1544.494200 | **5-Year:** 3297.641500 | **10-Year:** 598.593400 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000072063 | 0.10%                | 4.20%                | 4.00%                |
| Class ID C000072064 | 0.20%                | 4.17%                | 3.96%                |
| Class ID C000109755 | 0.10%                | 4.31%                | 3.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-456826.68              | $225474.12                                 |
| Month 2  | $-294799.38              | $-1328027.64                               |
| Month 3  | $-19157.20               | $3402356.01                                |

**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                                                 | SOLD PEN BOUGHT USD 20251128                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-11084.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-14223.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-21.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUTURE SEP25 IFUS 20250918                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $26962.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 09/17/25-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-4207.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20250718                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-8644.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 12/20/23-10Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $161303.43    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LEAN HOGS FUTURE  OCT25 XCME 20251014                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -10 | NC      | $3616.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LME LEAD FUTURE   JUL25 XLME 20250714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           7 | NC      | $16836.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLARITEV CORPORATION                                | CLARITEV CORP SR SECURED 144A 03/31 6.75              | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1005347 | PA      | $708769.64    | 0.24%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD GBP BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-90.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $5398.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-P2              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P2 A3       | CUSIP: 14686JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      198265 | PA      | $198190.67    | 0.07%             | 2027-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS THB THORON/2.00000 09/17/25-5Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | TH        |           1 | NC      | $-84422.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                             | FREDDIE MAC FHR 5426 AF                               | CUSIP: 3137HCXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      260675 | PA      | $261532.50    | 0.09%             | 2050-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 06/18/25-10Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $288656.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CAD BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-58702.97    | -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        |      329083 | PA      | $330625.24    | 0.11%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LME LEAD FUTURE   JUL25 XLME 20250714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -7 | NC      | $1282.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-18624.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SEK SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $3775.59      | 0.00%             |  |  |  | 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        |     3525902 | PA      | $3621603.65   | 1.23%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-5146.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX IG43 10Y ICE                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-12318.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.25   | CUSIP: ACI2L7PT2<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       32114 | PA      | $4014.25      | 0.00%             | 2027-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-336.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-24346.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR DEC25 XCBT 20251212                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          35 | NC      | $-53141.42    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 06/18/25-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-8832.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20250718                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-32.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NZD BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-2125.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.80740 03/01/24-4Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-78628.61    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 03/19/25-30Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $814024.69    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD GBP BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-36416.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $51.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | WTI CRUDE FUTURE  DEC25 XNYM 20251120                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           6 | NC      | $-163.36      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B             | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A    | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      254772 | PA      | $240142.80    | 0.08%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LOW SU GASOIL G   DEC25 IFEU 20251211                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           7 | NC      | $8292.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-124012.33   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20250718                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-1139.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SILVER FUTURE     SEP25 XCEC 20250926                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $39610.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTI 2006-19              | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3        | CUSIP: 12667CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      251967 | PA      | $248700.60    | 0.08%             | 2037-03-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | AUST 10Y BOND FUT SEP25 XSFE 20250915                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         -76 | NC      | $-52041.27    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT TRY SOLD USD 20250708                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $14625.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNY SOLD USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1614.01      | 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        |      274864 | PA      | $275041.41    | 0.09%             | 2051-01-25      | Floating      | 5.15%                 | 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        |      194038 | PA      | $194340.38    | 0.07%             | 2031-10-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD DKK BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $-869.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-SCHATZ FUT   SEP25 XEUR 20250908                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -22 | NC      | $4834.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $7626.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-331.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CAD BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-400.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CLP SOLD USD 20250711                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $732.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $134.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BUND FUTURE  SEP25 XEUR 20250908                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |           9 | NC      | $-10882.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-13355.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RECETTE CLO LTD 2015-1A                             | RECETTE CLO LLC RCTTE 2015 1A ARR 144A                | CUSIP: 75620TAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250725.00    | 0.09%             | 2034-04-20      | Floating      | 5.61%                 | 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      | $8477.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1457.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20250723                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-473.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND               | CUSIP: 000000000<br>LEI: 549300F9QJIJF2GM8419 | Long             | STIV             | RF                | US        |     3635381 | PA      | $35612191.92  | 12.09%            |  |  |  | No            |                  1 | 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        |     1290765 | PA      | $1296932.40   | 0.44%             | 2045-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 06/20/24-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-144650.51   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $65500.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-74.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 9.955 01/02/24-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $20252.99     | 0.01%             |  |  |  | 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        |      504979 | PA      | $505722.09    | 0.17%             | 2032-07-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $18.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/4.15000 09/03/24-4Y* CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-373675.05   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-425.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20250917                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-58133.28    | -0.02%            |  |  |  | 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      | $6732.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $575.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $15994.64     | 0.01%             |  |  |  | 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      | $16292.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-282289.67   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SEK BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $9.30         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $9596.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-208.80      | -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      | $1314948.00   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO INCOME FUND PIMCO INCOME FUND INS               | CUSIP: 72201F490<br>LEI: XSQUIHC65X62JACTUZ45 | Long             | EC               | RF                | US        |     2525651 | NS      | $27201257.33  | 9.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | COPPER FUTURE     SEP25 XCEC 20250926                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -1 | NC      | $-6071.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS CLP 5.02500 03/18/24-2Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $12386.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CLP BOUGHT USD 20250723                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-5851.64     | -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      | $9432.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR JUL25 XLME 20250714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -14 | NC      | $-54290.57    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT DKK SOLD USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $872.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 07/25 0.00000                           | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      643000 | PA      | $642850.46    | 0.22%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | COFF ROBUSTA 10TN SEP25 IFEU 20250924                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -1 | NC      | $10858.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20250917                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $44.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $2199.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-9034.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE               | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11000000 | PA      | $9519983.44   | 3.23%             | 2054-07-15      | Fixed         | 3.00%                 | 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      | $1068894.85   | 0.36%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20250709                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-2158.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US 5YR NOTE (CBT) SEP25 XCBT 20250930                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -151 | NC      | $-151777.35   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | KC HRW WHEAT FUT  DEC25 XCBT 20251212                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -14 | NC      | $29339.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $190.29       | 0.00%             |  |  |  | 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      | $99389.86     | 0.03%             |  |  |  | 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        |      553623 | PA      | $565144.07    | 0.19%             | 2056-10-16      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CLP BOUGHT USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |           1 | NC      | $-2335.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD GBP BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-3424.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD DKK BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $-1030.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS CLP 5.07000 03/04/24-2Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-15129.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 06/18/25-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-46374.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-6653.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $83703.41     | 0.03%             |  |  |  | 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        |      141924 | PA      | $105251.28    | 0.04%             | 2036-06-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                         | MEXICAN UDIBONOS BONDS 08/34 4                        | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      226973 | PA      | $11254.10     | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD GBP BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $419.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $1568.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-212.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-21              | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A         | CUSIP: 12667LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      177152 | PA      | $173653.95    | 0.06%             | 2035-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | US LONG BOND(CBT) SEP25 XCBT 20250919                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          47 | NC      | $132118.41    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.83000 10/12/23-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-4605.23     | -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      | $41161.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $4174.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS INR MIBOR/6.00000 09/17/25-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IN        |           1 | NC      | $27116.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO TOTAL RETURN FUND PIMCO TOTAL RETURN FUND INST  | CUSIP: 693390700<br>LEI: GCOBPT5OHTVIN37L8N43 | Long             | EC               | RF                | US        |    10909688 | NS      | $94696087.69  | 32.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 12/20/23-30Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $606628.74    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | AUST 3YR BOND FUT SEP25 XSFE 20250915                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         -72 | NC      | $-18356.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $84.97        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-46331.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT GBP SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $88.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-5434.47     | -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      | $5300656.08   | 1.80%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $32.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-819.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT MXN SOLD USD 20250917                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $12203.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $89.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-583.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | US TREASURY N/B 02/55 4.625                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      750000 | PA      | $730312.50    | 0.25%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT ILS SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $2158.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/18/24-7Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $172288.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-13174.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-1083.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT EUR SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $11071.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $4086.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20250917                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $11533.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20250708                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3491.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-12886.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SUGAR  11 (WORLD) OCT25 IFUS 20250930                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -10 | NC      | $12712.22     | 0.00%             |  |  |  | No            |                  1 | 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      | $3317484.81   | 1.13%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-191.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20250708                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-124.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | S+P500 EMINI FUT  SEP25 XCME 20250919                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          -2 | NC      | $-8591.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $164.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT NZD SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $1251.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.9255 05/08/25-01/04/27 CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-788.47      | -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      | $-31182.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-5819.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-1171.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-36.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $1698.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-11685.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $25.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   JUL25 XLME 20250714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -9 | NC      | $-4358.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20250903                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-5258.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CAD BOUGHT USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-68263.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-1563.76     | -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        |      555642 | PA      | $505507.04    | 0.17%             | 2036-10-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CAD BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $-1823.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-34.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $213.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/3.50000 12/18/24-2Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $-48074.64    | -0.02%            |  |  |  | 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        |      313714 | PA      | $190537.81    | 0.06%             | 2035-05-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-4998.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS ILS 0.00000 04/21/25-0Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |           1 | NC      | $81792.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $50822.46     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $533.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS MXN 8.83500 10/29/24-1Y* (WHT) CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $4413.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $5945.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                         | LETRA TESOURO NACIONAL BILLS 10/25 0.00000            | CUSIP: ACI2HDVK6<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    58900000 | PA      | $10456906.48  | 3.55%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | 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      | $24658.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/28 6.75   | CUSIP: ACI2L7Q61<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       96809 | PA      | $12101.13     | 0.00%             | 2028-09-30      | Fixed         | 6.75%                 | 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      | $-250775.33   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-60867.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-2234.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SGX IRON ORE 62   SEP25 XSIM 20250930                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |          25 | NC      | $-2146.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  JAN26 XNYM 20251229                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -7 | NC      | $11674.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-8265.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $204.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-733.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-170.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD HUF BOUGHT USD 20250822                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-128.14      | -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      | $46593.26     | 0.02%             |  |  |  | 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        |       12755 | PA      | $11777.16     | 0.00%             | 2036-02-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-5590.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NATURAL GAS FUTR  SEP25 XNYM 20250827                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -24 | NC      | $67296.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-62411.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | WHITE SUGAR (ICE) OCT25 IFEU 20250915                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -3 | NC      | $2886.57      | 0.00%             |  |  |  | No            |                  1 | 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      | $2919.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX IG44 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $184115.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/30 7.25   | CUSIP: ACI2L7QQ7<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       45696 | PA      | $5613.30      | 0.00%             | 2030-09-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NOK BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-10521.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD HKD BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |           1 | NC      | $1662.03      | 0.00%             |  |  |  | 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        |      241724 | PA      | $242028.24    | 0.08%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | US 2YR NOTE (CBT) SEP25 XCBT 20250930                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          41 | NC      | $32138.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $211.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME NICKEL FUTURE SEP25 XLME 20250915                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           3 | NC      | $-1452.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $439.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-11593.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COTTON NO.2 FUTR  DEC25 IFUS 20251208                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -22 | NC      | $4971.36      | 0.00%             |  |  |  | No            |                  1 | 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        |       69532 | PA      | $69560.24     | 0.02%             | 2030-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-18682.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-4734.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-107.18      | -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      | $2394931.92   | 0.81%             | 2029-03-01      | Fixed         | 8.50%                 | 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        |      301280 | PA      | $302025.49    | 0.10%             | 2031-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $115.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | NY HARB ULSD FUT  DEC25 XNYM 20251128                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           5 | NC      | $12140.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-4318.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS CLP 4.39000 10/01/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-4647.09     | -0.00%            |  |  |  | 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        |     2536592 | PA      | $2396406.00   | 0.81%             | 2046-05-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-6508.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-26231.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CATAMARAN CLO LTD 2014-1A                           | CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A              | CUSIP: 14889DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       82616 | PA      | $82707.97     | 0.03%             | 2030-04-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-P1              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P1 A3       | CUSIP: 14688DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      103271 | PA      | $103186.18    | 0.04%             | 2027-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT EUR SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $20635.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-6604.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BRENT CRUDE FUTR  MAR26 IFEU 20260130                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           6 | NC      | $-11514.72    | -0.00%            |  |  |  | No            |                  1 | 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      | $-1552899.23  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20250718                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-6151.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1504.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-3275.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS ZAR 8.75000 03/20/19-10Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |           1 | NC      | $155418.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20250730                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-3053.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/0.4500 12/15/21-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-319947.69   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-160255.08   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GOLD 100 OZ FUTR  DEC25 XCEC 20251229                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $-1528.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | ZCS BRL 12.38 09/23/24-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $20712.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BOBL FUTURE  SEP25 XEUR 20250908                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -85 | NC      | $49248.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 03/19/25-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $23943.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-11391.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $81.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT AUD SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $9600.40      | 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        |      257844 | PA      | $258526.01    | 0.09%             | 2028-03-15      | Fixed         | 5.64%                 | 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        |      127679 | PA      | $127517.35    | 0.04%             | 2074-05-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD HUF BOUGHT USD 20250822                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |           1 | NC      | $-2677.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS ILS SHIRON -.901/0 04/21/25-0Y* LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | IL        |           1 | NC      | $-81925.49    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR JUL25 XLME 20250714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          14 | NC      | $36369.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | LONG GILT FUTURE  SEP25 IFLL 20250926                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          52 | NC      | $141160.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS EUR 2.25000 09/17/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-10677.66    | -0.00%            |  |  |  | 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      | $20009.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 12/18/24-30Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $158850.22    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-404.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-3878.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PHP BOUGHT USD 20250717                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $1381.88      | 0.00%             |  |  |  | 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      | $3597.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-13912.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 07/25 0.00000                           | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $99919.50     | 0.03%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $86.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-12787.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $4306.10      | 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        |      102844 | PA      | $101517.07    | 0.03%             | 2035-08-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/1.75000 06/15/22-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $109777.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PHP BOUGHT USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $540.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS EUR 2.00000 09/17/25-2Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-20.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-4998.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1090.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $8408.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-61020.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2021-4                   | PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A  | CUSIP: 69702HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      162902 | PA      | $163071.57    | 0.06%             | 2029-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                         | PIMCO PRV SHORT TERM FLT III MUTUAL FUND              | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     3879176 | PA      | $37771536.45  | 12.82%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-129.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                   | REPUBLIC OF SOUTH AFRICA SR UNSECURED 02/35 8.875     | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    18100000 | PA      | $954690.33    | 0.32%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 09/17/25-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-42123.12    | -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      | $13818.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MTGE LOAN TRUST 2004-5                   | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2004 5 A5        | CUSIP: 542514HB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       66788 | PA      | $66868.81     | 0.02%             | 2034-09-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $156.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-74837.08    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | GASOLINE RBOB FUT DEC25 XNYM 20251128                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           6 | NC      | $6138.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD PHP BOUGHT USD 20250717                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $849.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME NICKEL FUTURE JUL25 XLME 20250714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -5 | NC      | $17220.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 12/18/24-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-226435.58   | -0.08%            |  |  |  | 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        |      381990 | PA      | $330449.44    | 0.11%             | 2036-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-1187.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $2198.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $313.26       | 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      | $336658.91    | 0.11%             |  |  |  | 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        |      237892 | PA      | $212338.52    | 0.07%             | 2037-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | US ULTRA BOND CBT SEP25 XCBT 20250919                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -30 | NC      | $-147702.75   | -0.05%            |  |  |  | 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        |      162571 | PA      | $163696.96    | 0.06%             | 2068-11-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-26381.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 06/18/25-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-70091.60    | -0.02%            |  |  |  | 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      | $31281.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US 10YR ULTRA FUT SEP25 XCBT 20250919                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          50 | NC      | $126492.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $12403.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $132.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)        | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 11.5   | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      178211 | PA      | $176867.29    | 0.06%             | 2030-12-31      | Fixed         | 11.50%                | 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      | $5937.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS KRW 2.50000 09/17/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |           1 | NC      | $-2124.05     | -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        |     1071346 | PA      | $1045161.75   | 0.35%             | 2036-11-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 06/18/25-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $14674.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.25000 06/18/25-2Y CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-20208.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX IG44 10Y ICE                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $-47229.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-14106.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-639.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CORN FUTURE       SEP25 XCBT 20250912                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -46 | NC      | $47094.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE(CBT) SEP25 XCBT 20250912                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -12 | NC      | $1354.85      | 0.00%             |  |  |  | No            |                  1 | 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        |     1867815 | PA      | $746911.66    | 0.25%             | 2036-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE               | CUSIP: 01F020687<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3300000 | PA      | $-2614157.21  | -0.89%            | 2054-08-15      | Fixed         | 2.00%                 | 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        |     1690562 | PA      | $1663484.52   | 0.56%             | 2036-03-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | CAN 10YR BOND FUT SEP25 XMOD 20250918                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          16 | NC      | $12591.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD CNY BOUGHT USD 20250703                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $210.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A               | SEGOVIA EUROPEAN CLO 6   2019 SEGOV 2019 6A AR 144A   | CUSIP: ACI1YTXT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      453659 | PA      | $535154.36    | 0.18%             | 2032-07-20      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT GBP SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $28456.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX ITRAXX MAIN43 5Y ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $7640.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $12090.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 07/25 0.00000                           | CUSIP: 912797PU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $100000.00    | 0.03%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $1450.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $150.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CHF SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $15348.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TREASURY BILL 07/25 0.00000                           | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        3000 | PA      | $2996.86      | 0.00%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-4356.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX ITRAXX XOV43 5Y ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |           1 | NC      | $-10030.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/1.00000 06/18/25-2Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $45114.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N2 A2 144A  | CUSIP: 14687VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       57701 | PA      | $57826.74     | 0.02%             | 2027-08-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | PLATINUM FUTURE   OCT25 XNYM 20251029                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           5 | NC      | $41489.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1916.56      | 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        |      296318 | PA      | $296565.35    | 0.10%             | 2032-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                      | TITULOS DE TESORERIA BONDS 09/30 7.75                 | CUSIP: ACI0BJ3C2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 10707900000 | PA      | $2263356.89   | 0.77%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-157.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                         | MEXICAN UDIBONOS BONDS 11/28 4                        | CUSIP: ACI0TJTX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      697069 | PA      | $36420.95     | 0.01%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/4.40000 02/10/25-1Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $29042.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $1267.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-OAT FUTURE   SEP25 XEUR 20250908                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -24 | NC      | $27831.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  JAN26 XCBT 20260114                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $105.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | CORN FUTURE       DEC25 XCBT 20251212                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -35 | NC      | $26919.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-14187.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $400.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-34.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS CNY 1.50000 09/17/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CN        |           1 | NC      | $-6430.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-2186.11     | -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        |       96877 | PA      | $96991.51     | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $4110.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-6522.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20250929                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $3059.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT EUR SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $2184.88      | 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      | $6055136.70   | 2.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CHF BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $-7231.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/29 7      | CUSIP: ACI2L7QV6<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       97044 | PA      | $12130.50     | 0.00%             | 2029-09-30      | Fixed         | 7.00%                 | 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      | $1824741.11   | 0.62%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-320.85      | -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        |      139712 | PA      | $140012.71    | 0.05%             | 2049-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $166.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS CAD CAONREPO/3.00000 06/18/25-5Y LCH              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           1 | NC      | $-160349.60   | -0.05%            |  |  |  | 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        |     1335868 | PA      | $1333285.37   | 0.45%             | 2055-04-25      | Floating      | 5.26%                 | 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        |      371249 | PA      | $372485.30    | 0.13%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| IMPAC CMB TRUST 2005-2                              | IMPAC CMB TRUST IMM 2005 2 1M1                        | CUSIP: 45254NNB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79125 | PA      | $76272.20     | 0.03%             | 2035-04-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TRY SOLD USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $4398.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/4.10000 02/11/25-1Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $39580.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CHF SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |           1 | NC      | $11566.80     | 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      | $48275.55     | 0.02%             | 2046-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $4353.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $81.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-M1                       | ARGENT SECURITIES INC. ARSI 2006 M1 A1                | CUSIP: 04012MAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      294144 | PA      | $264328.72    | 0.09%             | 2036-07-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD 2019-5A                                 | RAD CLO LTD RAD 2019 5A AR 144A                       | CUSIP: 74923EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      488262 | PA      | $489002.97    | 0.17%             | 2032-07-24      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $33.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-10791.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)        | MPH ACQUISITION HOLDINGS SR SECURED 144A 12/30 5.75   | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      116441 | PA      | $96016.08     | 0.03%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/27 6.5    | CUSIP: ACI2L7WC1<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       64384 | PA      | $8048.00      | 0.00%             | 2027-09-30      | Fixed         | 6.50%                 | 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        |       42733 | PA      | $42481.83     | 0.01%             | 2036-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20250903                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $26032.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-3263.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-269.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN 2005-23CB              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 23CB A5     | CUSIP: 12667GLF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      326144 | PA      | $246673.88    | 0.08%             | 2035-07-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $3289.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $14532.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $1218.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.51500 11/06/24-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $117091.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $780.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNY SOLD USD 20250703                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $1494.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2023-1A                 | SPACE COAST CREDIT UNION SCCU 2023 1A A3 144A         | CUSIP: 805922AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170000 | PA      | $171643.75    | 0.06%             | 2028-10-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | S+P 500 INDEX JUL25 5600 PUT                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         -21 | NC      | $-6707.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $1201.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.62000 09/02/25-4Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-43052.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COFFEE 'C' FUTURE DEC25 IFUS 20251218                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           3 | NC      | $-50500.89    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $12105.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | JPN 10Y BOND(OSE) SEP25 XOSE 20250912                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         -25 | NC      | $-38149.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-38202.76    | -0.01%            |  |  |  | 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      | $1517085.94   | 0.51%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 09/17/25-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-33178.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME NICKEL FUTURE JUL25 XLME 20250714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           5 | NC      | $-19232.89    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS MYR P 3.50000 09/17/25-5Y BPS                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MY        |           1 | NC      | $-28769.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LIMITED                        | SUNAC CHINA HOLDINGS LTD SR SECURED 144A 09/26 6      | CUSIP: ACI2L7N56<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |       32036 | PA      | $3939.47      | 0.00%             | 2026-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-11.88       | -0.00%            |  |  |  | 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        |      590456 | PA      | $568775.05    | 0.19%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD NZD BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |           1 | NC      | $-1250.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/4.10000 09/02/25-27Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-107681.82   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.9271 05/08/25-01/04/27 CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-7297.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1891.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | WHEAT FUTURE(CBT) DEC25 XCBT 20251212                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -11 | NC      | $8317.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | S+P 500 INDEX JUL25 5950 PUT                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          21 | NC      | $28640.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $1026.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/3.50000 03/19/25-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $302869.74    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                  | PROVINCE OF QUEBEC SR UNSECURED 09/33 3.6             | CUSIP: 74814ZFS7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     5150000 | PA      | $3780000.16   | 1.28%             | 2033-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT DKK SOLD USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $1029.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS MXN TIIE1/9.05000 12/18/24-5Y* CME                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $-13550.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $9489.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $5875.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-12161.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PHP BOUGHT USD 20250717                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $-4010.50     | -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      | $713723.38    | 0.24%             | 2028-06-12      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MXN BOUGHT USD 20250917                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |           1 | NC      | $-56923.56    | -0.02%            |  |  |  | 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      | $98325.28     | 0.03%             | 2036-02-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20250710                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $2745.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | STOXX EUROPE 600  SEP25 XEUR 20250919                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DE        |          -5 | NC      | $-1417.90     | -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      | $16107.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-3698.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT THB SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $170.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-13214.42    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | KC HRW WHEAT FUT  SEP25 XCBT 20250912                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -7 | NC      | $6498.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD SEK BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $-6529.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $12.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20250718                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-163.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-12642.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT EUR SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $16539.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-19282.40    | -0.01%            |  |  |  | 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        |      791751 | PA      | $248872.79    | 0.08%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N1              | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 A2 144A  | CUSIP: 14687QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100017 | PA      | $100073.09    | 0.03%             | 2027-04-12      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $213.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE             | CUSIP: 01F062689<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22700000 | PA      | $23406184.06  | 7.94%             | 2054-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT EUR SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $6223.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $192.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2021-H16                 | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H16 FD        | CUSIP: 38382YGB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2483382 | PA      | $2484112.25   | 0.84%             | 2071-09-20      | Floating      | 5.20%                 | 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        |       69404 | PA      | $69566.37     | 0.02%             | 2054-08-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR JPY MUTK/0.60000 09/18/24-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           1 | NC      | $-9166.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-11647.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-33.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-22232.41    | -0.01%            |  |  |  | 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        |       53377 | PA      | $53028.11     | 0.02%             | 2036-10-25      | Floating      | 5.00%                 | 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      | $903491.02    | 0.31%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $362.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-1458.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE             | CUSIP: 01F022683<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -1200000 | PA      | $-995327.26   | -0.34%            | 2054-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/4.32000 10/20/23-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $4669.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2223.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $11679.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20250718                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-7036.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | 3175RWRC3 INF CAP FWD EU JUN35 3 CALL                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |    -5600000 | NC      | $-94221.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.86629 03/18/25-30Y* LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $6778.19      | 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        |      176442 | PA      | $176784.22    | 0.06%             | 2032-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SEK SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |           1 | NC      | $-6.43        | -0.00%            |  |  |  | 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        |      180000 | PA      | $181934.32    | 0.06%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-58700.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-91.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $128.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/3.75000 03/19/25-30Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $48762.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD GBP BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-28491.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-527.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/1.75000 06/15/22-30Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-330848.26   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-10781.70    | -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      | $458679.19    | 0.16%             | 2040-04-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $209.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE             | CUSIP: 01F052680<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      300000 | PA      | $299732.15    | 0.10%             | 2054-08-15      | Fixed         | 5.50%                 | 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        |       60292 | PA      | $50445.67     | 0.02%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20250718                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-237.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS EUR 2.25000 09/17/25-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $407750.96    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-7.42        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20250710                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $31335.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD KRW BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $-9746.03     | -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        |       60992 | PA      | $59830.40     | 0.02%             | 2035-04-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   SEP25 XLME 20250915                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           4 | NC      | $9735.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS AUD 4.50000 06/18/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |           1 | NC      | $49842.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $13050.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CAD SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |           1 | NC      | $68052.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 09/17/25-2Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-54626.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ILS BOUGHT USD 20250718                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |           1 | NC      | $-60333.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-106.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BTP FUTURE   SEP25 XEUR 20250908                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          44 | NC      | $13700.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20250718                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $79.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   JUL25 XLME 20250714                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           9 | NC      | $-2395.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT KRW SOLD USD 20250708                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |           1 | NC      | $38.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5426                             | FREDDIE MAC FHR 5426 CF                               | CUSIP: 3137HCY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56255 | PA      | $56216.65     | 0.02%             | 2050-12-15      | Floating      | 5.25%                 | 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        |      360000 | PA      | $362311.14    | 0.12%             | 2027-12-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | EURO-BUXL 30Y BND SEP25 XEUR 20250908                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -15 | NC      | $39727.09     | 0.01%             |  |  |  | No            |                  1 | 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        |       98863 | PA      | $94483.10     | 0.03%             | 2036-07-25      | Floating      | 4.93%                 | 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      | $-218250.04   | -0.07%            |  |  |  | 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        |       17982 | PA      | $18066.17     | 0.01%             | 2070-02-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PLN SOLD USD 20250710                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $20781.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST NLC TRUST 2005-4                              | FIRST NLC TRUST FNLC 2005 4 A4                        | CUSIP: 32113JCG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      193329 | PA      | $190328.26    | 0.06%             | 2036-02-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LME ZINC FUTURE   SEP25 XLME 20250915                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -7 | NC      | $-10271.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $5258.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $27544.19     | 0.01%             |  |  |  | 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      | $-238595.57   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $7347.72      | 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      | $-1966.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TRY BOUGHT USD 20250701                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |           1 | NC      | $-44.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD IDR BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $-28.35       | -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      | $1652739.00   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS EUR 2.25000 09/17/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |           1 | NC      | $-197861.21   | -0.07%            |  |  |  | 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      | $328146.20    | 0.11%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-23.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2756.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SUGAR  11 (WORLD) MAR26 IFUS 20260227                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -4 | NC      | $892.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                  | TSY INFL IX N/B 02/53 1.5                             | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      863264 | PA      | $684393.54    | 0.23%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT AUD SOLD USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $4868.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR SEP25 XLME 20250915                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -7 | NC      | $-25003.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT DKK SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $7536.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | IRS CLP 5.45500 01/27/25-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CL        |           1 | NC      | $-56512.06    | -0.02%            |  |  |  | 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        |      176581 | PA      | $176934.83    | 0.06%             | 2074-05-20      | Floating      | 5.15%                 | No            |                  2 | 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        |     5635621 | PA      | $5583777.51   | 1.89%             | 2036-11-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS SGD SIBSORA/2.50000 09/17/25-5Y LCH               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | SG        |           1 | NC      | $-5950.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $5.31         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CDX IG43 5Y ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |           1 | NC      | $25107.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                  | TSY INFL IX N/B 01/34 1.75                            | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1460900 | PA      | $1448910.48   | 0.49%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-616.60      | -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        |      355024 | PA      | $355291.43    | 0.12%             | 2032-10-13      | Floating      | 5.52%                 | 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      | $96684.51     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT IDR SOLD USD 20250714                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |           1 | NC      | $59.13        | 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      | $61746.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN MEAL FUTR JAN26 XCBT 20260114                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -15 | NC      | $15904.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                  | ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A2           | CUSIP: 02008FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        3765 | PA      | $3767.21      | 0.00%             | 2027-01-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PLN BOUGHT USD 20250718                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |           1 | NC      | $-5138.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $119.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME LEAD FUTURE   SEP25 XLME 20250915                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -6 | NC      | $-9678.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD COP BOUGHT USD 20250811                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |           1 | NC      | $-62442.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/2.75000 06/21/23-30Y CME                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $710083.42    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $122.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 12.0 06/27/24-01/02/29 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $-22114.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT NOK SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $-575.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.50000 06/20/24-30Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-725024.42   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-12867.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $441.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT CNH SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $5589.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-HY8C             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 HY8C A1     | CUSIP: 02150XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       82331 | PA      | $76332.29     | 0.03%             | 2047-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PHP BOUGHT USD 20250717                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |           1 | NC      | $1329.97      | 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      | $647413.28    | 0.22%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | 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        |      361707 | PA      | $354480.18    | 0.12%             | 2036-06-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE               | CUSIP: 01F060683<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9700000 | PA      | $9848434.44   | 3.34%             | 2054-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SARANAC CLO LTD 2018-6A                             | SARANAC CLO LTD SRANC 2018 6A A1R 144A                | CUSIP: 80317LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      161234 | PA      | $161049.79    | 0.05%             | 2031-08-13      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN OIL FUTR  DEC25 XCBT 20251212                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -3 | NC      | $-9605.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20250805                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-42.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD AUD BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |           1 | NC      | $-4848.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | OIS MXN TIIE1+24/8.83* 12/23/25-3Y* CME               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |           1 | NC      | $37669.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    JAN26 XCBT 20260114                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -7 | NC      | $3353.50      | 0.00%             |  |  |  | No            |                  1 | 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      | $4876204.50   | 1.65%             | 2055-04-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $59.12        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $14.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-51908.40    | -0.02%            |  |  |  | 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      | $-12477.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      600000 | PA      | $587705.72    | 0.20%             | 2054-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/3.50000 03/19/25-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-71494.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20250723                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-302.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-29108.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2060.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-6                       | COUNTRYWIDE HOME LOANS CWHL 2006 6 A4                 | CUSIP: 126694K64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210927 | PA      | $102328.14    | 0.03%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20250825                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $4007.88      | 0.00%             |  |  |  | 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        |      992327 | PA      | $916284.98    | 0.31%             | 2036-01-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-52.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-4.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-606.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-3769.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $4.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD MYR BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |           1 | NC      | $-3256.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT DKK SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |           1 | NC      | $6720.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME NICKEL FUTURE SEP25 XLME 20250915                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -2 | NC      | $5292.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT TWD SOLD USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $2684.20      | 0.00%             |  |  |  | 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      | $45171.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | ZCS BRL 13.32 05/08/25-01/02/29 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |           1 | NC      | $1713.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | CAN 5YR BOND FUT  SEP25 XMOD 20250918                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          49 | NC      | $26447.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $2170.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | US 10YR NOTE (CBT)SEP25 XCBT 20250919                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          61 | NC      | $116672.38    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20250723                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-125.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.75000 12/18/24-7Y CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $234340.11    | 0.08%             |  |  |  | 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      | $10045.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-3205.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOYBEAN FUTURE    NOV25 XCBT 20251114                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          11 | NC      | $-7156.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | IRS HUF 6.20000 03/20/24-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | HU        |           1 | NC      | $9979.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT BRL SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $35470.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $39.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | COCOA FUTURE      SEP25 IFUS 20250915                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $-4768.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-1453.51     | -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        |      494158 | PA      | $496532.81    | 0.17%             | 2068-08-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | LIVE CATTLE FUTR  OCT25 XCME 20251031                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           8 | NC      | $-3079.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | SOLD ZAR BOUGHT USD 20250723                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |           1 | NC      | $-302.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-15005.48    | -0.01%            |  |  |  | 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        |      388382 | PA      | $348059.85    | 0.12%             | 2035-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-3122.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR GBP SONIO/3.75000 03/19/25-2Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           1 | NC      | $-1920.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-91210.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD BRL BOUGHT USD 20251002                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |           1 | NC      | $-84019.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD CNH BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |           1 | NC      | $-1891.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE XXVIII CLO LTD 2017-28A                     | VENTURE CDO LTD VENTR 2017 28A A1R 144A               | CUSIP: 92331AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      116810 | PA      | $116879.29    | 0.04%             | 2030-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD JPY BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $-51.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20250804                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-20614.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $202.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT NOK SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |           1 | NC      | $1074.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD EUR BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |           1 | NC      | $-1679.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | RFR USD SOFR/3.90000 09/02/25-9Y* LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |           1 | NC      | $-82713.99    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD THB BOUGHT USD 20250716                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |           1 | NC      | $-113.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT INR SOLD USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |           1 | NC      | $-413.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD PEN BOUGHT USD 20250908                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $-23787.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP EURO CLO 2020-4 DAC 20-4A                       | OCP EURO CLO OCPE 2020 4A AR 144A                     | CUSIP: ACI1ZTQK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      444376 | PA      | $523387.77    | 0.18%             | 2034-09-22      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT PEN SOLD USD 20250730                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |           1 | NC      | $15845.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD SGD BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $-3140.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | LME PRI ALUM FUTR SEP25 XLME 20250915                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           7 | NC      | $8913.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                 | BOUGHT JPY SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |           1 | NC      | $11.88        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD GBP BOUGHT USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |           1 | NC      | $-3393.94     | -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        |       71365 | PA      | $66211.04     | 0.02%             | 2036-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | SOLD TWD BOUGHT USD 20250820                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |           1 | NC      | $-247030.94   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                 | BOUGHT SGD SOLD USD 20250702                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |           1 | NC      | $34.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2006-2                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2       | CUSIP: 07388DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       53079 | PA      | $45112.74     | 0.02%             | 2036-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                 | BCPMXWO TRS EQUITY FEDL01+60 BRC                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |           1 | NC      | $4187206.47   | 1.42%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-19

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

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer