# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004433
**Filing Date:** 2025-11
**Character Count:** 400018
**Document Hash:** 17151615401fd714305c707077726a7b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004433.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004433

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 251528248

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

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

## Series and Classes Contracts Data

### PIMCO CommodityRealReturn Strategy Fund (Series ID: S000009708)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000026650 | Institutional  | PCRIX           |
| C000026651 | Administrative | PCRRX           |
| C000026652 | A              | PCRAX           |
| C000026654 | C              | PCRCX           |
| C000064156 | I-2            | PCRPX           |
| C000088664 | Class R        | PCSRX           |
| C000200453 | I-3            | PCRNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO CommodityRealReturn Strategy Fund

- **b. EDGAR series identifier (if any):** S000009708

- **c. LEI of Series:** D8BVB3JRZ75950VGOK95

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5179411224.39

**Total Liabilities:** $1759930200.47

**Net Assets:** $3419481023.92

**Amount of Assets Invested in Other Investment Companies:** $620279466.31

**Delayed Delivery Securities:** $16945930.00

**Cash Not Reported:** $74059278.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 34542.870500 | **1-Year:** 46423.842600 | **5-Year:** 266937.808300 | **10-Year:** 152566.839900 | **30-Year:** -124199.254000

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

- **3-Month:** 7348.432000 | **1-Year:** 9651.188500 | **5-Year:** 52595.805800 | **10-Year:** 7870.519200 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026651 | 0.00%                | 3.70%                | 1.99%                |
| Class ID C000026652 | -0.08%               | 3.67%                | 1.97%                |
| Class ID C000026654 | -0.09%               | 3.58%                | 1.91%                |
| Class ID C000064156 | 0.00%                | 3.70%                | 2.02%                |
| Class ID C000200453 | 0.00%                | 3.70%                | 2.00%                |
| Class ID C000088664 | 0.00%                | 3.64%                | 1.95%                |
| Class ID C000026650 | 0.00%                | 3.74%                | 2.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4914860.57              | $-7713848.72                               |
| Month 2  | $27638463.03             | $6986828.30                                |
| Month 3  | $10246422.50             | $-15599115.03                              |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Total Return Index

- **Index Identifier:** BCOMTR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VOYA EURO CLO IV DAC 4A                                          | VOYA EURO CLO VOYE 4A AR 144A                           | CUSIP: ACI21JC13<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      2800000 | PA      | $3291416.52    | 0.10%             | 2034-10-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $4831.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-11379.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $161187.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR5                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1        | CUSIP: 86360JAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2431031 | PA      | $831857.33     | 0.02%             | 2046-05-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  DEC26 IFEU 20261119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -9 | NC      | $-14387.34     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $1093.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP BACVWSAV BOA                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-117155.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SNG KEROS V SNG GAFEB26 IFEU 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           10 | NC      | $2179.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-25294.17     | -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      | $-299065.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                       | VMWARE LLC SR UNSECURED 08/27 3.9                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       900000 | PA      | $896888.83     | 0.03%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND VII DAC 7A                                | CORDATUS CLO PLC CORDA 7A ARR 144A                      | CUSIP: ACI1W2TC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      1755934 | PA      | $2059391.21    | 0.06%             | 2031-09-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $36631.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3                          | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3        | CUSIP: 17309QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7400000 | PA      | $7291380.58    | 0.21%             | 2036-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMF1NTC GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-7311.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP FR NI 1.91 01/15/18-20Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | FR        |            1 | NC      | $-218572.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-1509.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2007-CH5                              | JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH5 M2        | CUSIP: 46631KAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4500000 | PA      | $3997729.80    | 0.12%             | 2037-06-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | ARGEURBOBRTBVSBR1LSEP25 IFEU 20250930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -2 | NC      | $-9754.18      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BRENT CRUDE FUTR  APR26 IFEU 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          306 | NC      | $-419301.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TIKEHAU CLO V BV 5A                                              | TIKEHAU TIKEH 5A AR 144A                                | CUSIP: ACI2YQ816<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      1300000 | PA      | $1524751.96    | 0.04%             | 2038-10-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COM FWD NAPGASFO V25 13.8714 10/25 BPS                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $20802.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL MA8345 G2 10/52 FIXED 3.5                  | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     51393229 | PA      | $47044748.82   | 1.38%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/42 0.75                              | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7576827 | PA      | $6014428.45    | 0.18%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXV LTD 2021-25A                                    | SYMPHONY CLO LTD SYMP 2021 25A A 144A                   | CUSIP: 87167WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9500000 | PA      | $9514014.97    | 0.28%             | 2034-04-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $-2138.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 01/28 0.5                               | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     53693190 | PA      | $53081638.53   | 1.55%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $8135.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 01/35 2.125                             | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18117543 | PA      | $18657405.74   | 0.55%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $15239.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-3038.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CRUDE OIL OPT IPE DEC25C 73 EXP 10/28/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -10 | NC      | $-3900.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | GASOLINE RBOB FUT NOV25 XNYM 20251031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           12 | NC      | $-10135.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $9163.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $18481.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA17                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A     | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       161302 | PA      | $142192.32     | 0.00%             | 2046-12-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WHEAT FUTURE(CBT) JUL26 XCBT 20260714                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           36 | NC      | $-19498.98     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     FEB26 NDEX 20260129                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            1 | NC      | $-3505.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BRENT CRUDE FUTR  MAR26 IFEU 20260130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          127 | NC      | $-157651.79    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-25796.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $188.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-583652.41    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-16                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A       | CUSIP: 41161PYZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       890535 | PA      | $578148.73     | 0.02%             | 2036-01-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOYBEAN OIL FUTR  MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $-16576.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2007-5                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 5 A1A         | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        40066 | PA      | $34827.59      | 0.00%             | 2037-09-19      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-7904.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $10293.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $9097.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $8374.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-429010.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35302000 | PA      | $35298061.70   | 1.03%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $5530.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOYBEAN OIL FUTR  JAN26 XCBT 20260114                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -42 | NC      | $42404.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SNG KEROS V SNG GAMAY26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            4 | NC      | $1531.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NATURAL GAS FUTR  MAR26 XNYM 20260225                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -45 | NC      | $-21582.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 04/30 1.625                             | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150794822 | PA      | $153154429.22  | 4.48%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $306.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $7291.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $6846.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $41158.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 10 A3         | CUSIP: 07387AET8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       129484 | PA      | $129260.06     | 0.00%             | 2035-10-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -12900000 | NC      | $-80227.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTG SEC I 2003-S9                            | RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1          | CUSIP: 76111JZ72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       107765 | PA      | $109032.72     | 0.00%             | 2032-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CRUDE OIL OPT IPE DEC25C 75 EXP 10/28/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -10 | NC      | $-2700.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.59 03/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $244039.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.41875 03/05/21-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $981735.73     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-17841.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-14356.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     SEP26 NDEX 20260827                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            1 | NC      | $-6118.10      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $52124.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR19                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A        | CUSIP: 933638AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       820054 | PA      | $755975.62     | 0.02%             | 2047-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    128300000 | PA      | $131054663.87  | 3.83%             | 2054-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $562.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $234865.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-253649.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-4631.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | GOLD 100 OZ FUTR  APR26 XCEC 20260428                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            9 | NC      | $137749.15     | 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      | $-332533.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2007-HE6                            | MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1             | CUSIP: 61755CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       310472 | PA      | $282586.98     | 0.01%             | 2037-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5                      | TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A            | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5132475 | PA      | $5145674.15    | 0.15%             | 2039-02-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $62.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-17434.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL 847213 FH 01/34 FLOATING VAR          | CUSIP: 3128JRAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        25138 | PA      | $25524.59      | 0.00%             | 2034-01-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  MAY26 XNYM 20260421                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           68 | NC      | $-37330.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME LEAD FUTURE   NOV25 XLME 20251117                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -9 | NC      | $3613.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251009                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-62.09        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-15709.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000000 | PA      | $218156492.25  | 6.38%             | 2055-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                          | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1             | CUSIP: ACI1N7309<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.22          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVEST LN TR 2003-BC2                           | STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A2         | CUSIP: 86358EAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       414225 | PA      | $449799.45     | 0.01%             | 2033-04-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 11A1       | CUSIP: 86360KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4631 | PA      | $4220.61       | 0.00%             | 2036-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR1 BPS                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-35296.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POPULAR ABS MTGE PASS THRU TRUST 2007-A                          | POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A3          | CUSIP: 73316NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1702147 | PA      | $1593989.67    | 0.05%             | 2047-06-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SGX IRON ORE 62   JAN26 XSIM 20260130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |          963 | NC      | $-156196.82    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT SEK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $12790.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QH1                              | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QH1 A1         | CUSIP: 75115GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       555273 | PA      | $503541.57     | 0.01%             | 2036-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                          | NYKREDIT REALKREDIT AS COVERED REGS 10/53 2             | CUSIP: ACI1Z8QS8<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.18          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CARBON EMISSIONS FUTURES NDEX 20251215                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |           82 | NC      | $136642.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                           | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.15          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-13001.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $516.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      AUG31 IFED 20310729                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $-2105.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MASTR SPECIALIZED LOAN TRUST 2007-1                              | MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A         | CUSIP: 57645KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17170255 | PA      | $6709915.76    | 0.20%             | 2037-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 1.89 08/27/20-7Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $6974156.47    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT THB SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $588.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $99171.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.165 04/16/19-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-2061209.62   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $4756.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LOW SU GASOIL G   FEB26 IFEU 20260212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           79 | NC      | $-153552.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | GASOLINE RBOB FUT SEP26 XNYM 20260831                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           10 | NC      | $-10812.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOYBEAN FUTURE    JAN26 XCBT 20260114                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          163 | NC      | $-298997.71    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLFLEET CLO 2021-1 LTD                                         | WELLFLEET CLO LTD WELF 2021 1A A1R 144A                 | CUSIP: 94950CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1200000 | PA      | $1201730.32    | 0.04%             | 2034-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-7925.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      MAR31 IFED 20310226                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $1771.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-1                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1           | CUSIP: 02660WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        68353 | PA      | $60647.21      | 0.00%             | 2046-05-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 10/27 1.625                             | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    118098984 | PA      | $120017174.86  | 3.51%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-25064.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL FS3519 FN 11/52 FIXED VAR                     | CUSIP: 3140XJ4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       299194 | PA      | $291345.26     | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SGD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $-64102.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A                  | OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A    | CUSIP: ACI1WXMN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      1389015 | PA      | $1630916.78    | 0.05%             | 2031-10-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                             | NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1           | CUSIP: BK99HJII9<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.23          | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2        | CUSIP: 92925VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        70094 | PA      | $60321.10      | 0.00%             | 2037-02-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LME PRI ALUM FUTR NOV25 XLME 20251117                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            7 | NC      | $7217.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                             | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |      9615068 | PA      | $1237442.53    | 0.04%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | VARS GOLDLNPM 0.0328515625 09/16/26 JPM                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-32532.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-6164.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR9                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A         | CUSIP: 93363DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       155156 | PA      | $142737.45     | 0.00%             | 2046-08-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.813 05/14/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $956449.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP GB NI 3.365 09/15/25-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $-14685.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LUMINENT MORTGAGE TRUST 2006-6                                   | LUMINENT MORTGAGE TRUST LUM 2006 6 A1                   | CUSIP: 55027YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       299651 | PA      | $275150.75     | 0.01%             | 2046-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAP CERT 2007-4R                          | CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A      | CUSIP: 12639QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       241270 | PA      | $219123.10     | 0.01%             | 2036-10-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2006-HE4                                     | ACE SECURITIES CORP. ACE 2006 HE4 A2A                   | CUSIP: 00442BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        17012 | PA      | $6630.70       | 0.00%             | 2036-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-301263.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-354154.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $2305.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $41235.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2008-1                                    | COUNTRYWIDE HOME LOANS CWHL 2008 1 A4                   | CUSIP: 12544YAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        59972 | PA      | $61440.40      | 0.00%             | 2038-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 1.83000 09/17/25-2Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $467577.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR5                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3         | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       247844 | PA      | $244079.21     | 0.01%             | 2035-07-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XI DAC 21-1                               | CORDATUS CLO PLC CORDA 11A AR 144A                      | CUSIP: ACI1W60L8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      4183938 | PA      | $4912154.65    | 0.14%             | 2031-10-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-C                              | BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 1A3          | CUSIP: 059522AV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        75322 | PA      | $65717.60      | 0.00%             | 2036-05-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SOFR/2.30000 11/15/23-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-7332423.07   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SUGAR  11 (WORLD) MAR26 IFUS 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -280 | NC      | $74545.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $11782.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-3R              | CREDIT SUISSE MORTGAGE TRUST CSMC 2015 3R 5A2 144A      | CUSIP: 12649WAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       146939 | PA      | $146278.19     | 0.00%             | 2036-09-29      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/47 0.875                             | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       669100 | PA      | $494614.70     | 0.01%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GSAA HOME EQUITY TRUST 2007-4                                    | GSAA HOME EQUITY TRUST GSAA 2007 4 A3A                  | CUSIP: 3622EBAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       476566 | PA      | $187987.98     | 0.01%             | 2037-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.31125 02/24/21-10Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1612823.72    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.049 08/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-888186.73    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     JAN26 NDEX 20251230                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            1 | NC      | $-3902.59      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-A8                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1              | CUSIP: 466247YH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        76519 | PA      | $59734.08      | 0.00%             | 2035-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | MT BELV ETHAN 5DE FEB26 XNYM 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           10 | NC      | $-8738.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.32500 12/01/25-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $23382.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-20113.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     NOV25 NDEX 20251030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          -30 | NC      | $45680.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BRENT CRUDE FUTR  JAN26 IFEU 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           13 | NC      | $-14112.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD 2017-23A                          | MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A          | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1166313 | PA      | $1166971.58    | 0.03%             | 2031-07-27      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                             | NORDEA KREDIT REALKREDIT COVERED 10/43 0.5              | CUSIP: ACI1RSH20<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.23          | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-87                                        | FANNIE MAE FNR 2025 87 FC                               | CUSIP: 3136BXQD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10000000 | PA      | $10023069.50   | 0.29%             | 2055-10-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COM FWD EUROBOBCO 3Q25 13.41 09/25 BPS                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-5674.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOYBEAN MEAL FUTR JAN26 XCBT 20260114                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          492 | NC      | $-454316.60    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | COCOA FUTURE      DEC25 IFUS 20251215                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            6 | NC      | $-38564.68     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $45184.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/46 1                                 | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4771620 | PA      | $3683169.58    | 0.11%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NATURAL GAS FUTR  NOV25 XNYM 20251029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           99 | NC      | $23184.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-10439.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LIVE CATTLE FUTR  FEB26 XCME 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $-22948.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $7075.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2017-1A                                             | VOYA CLO LTD VOYA 2017 1A A1R 144A                      | CUSIP: 92916MAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       199241 | PA      | $199391.73     | 0.01%             | 2030-04-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CRUDE OIL FUT OPT NOV25C 77 EXP 10/16/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -10 | NC      | $-800.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $12501.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-D                              | BANC OF AMERICA FUNDING CORPOR BAFC 2005 D A1           | CUSIP: 06051GDM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         7106 | PA      | $6661.50       | 0.00%             | 2035-05-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 10/26 0.125                             | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    106328600 | PA      | $105750835.88  | 3.09%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                              | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1       | CUSIP: 161630BD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       360289 | PA      | $335100.90     | 0.01%             | 2037-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SNG KEROS V SNG GANOV26 IFEU 20261130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            4 | NC      | $791.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-CH2                              | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5       | CUSIP: 46629QAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        27011 | PA      | $26952.29      | 0.00%             | 2036-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.3525 05/09/18-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1195811.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| WMALT MTGE PASS-THRU CERT 2005-7                                 | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB         | CUSIP: 93934FBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        96692 | PA      | $82980.01      | 0.00%             | 2035-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SOFR/2.34000 11/21/23-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-788076.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $1179.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $146961.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                               | VENTURE CDO LTD VENTR 2019 36A A1AR 144A                | CUSIP: 92332LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5399542 | PA      | $5412380.96    | 0.16%             | 2032-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                             | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: ACI1WZT66<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |      4275342 | PA      | $531743.97     | 0.02%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR JPM                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $26650.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2003-3                             | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 3 3A2         | CUSIP: 07384MUR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         7130 | PA      | $6846.15       | 0.00%             | 2033-05-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-INV1                                              | CIM TRUST CIM 2019 INV1 A2 144A                         | CUSIP: 12555DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        57018 | PA      | $55471.74      | 0.00%             | 2049-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SNG KEROS V SNG GAOCT26 IFEU 20261030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            4 | NC      | $1191.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                  | BEAR STEARNS ALT A TRUST BALTA 2004 9 6A1               | CUSIP: 07386HLE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        60500 | PA      | $59995.75      | 0.00%             | 2034-09-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES, INC. 2006-AB4                         | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB4 A1B1       | CUSIP: 251513AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        41665 | PA      | $34753.47      | 0.00%             | 2036-10-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.75000 09/02/25-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-3320633.15   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CRUDE OIL FUT OPT JUN26P 58 EXP 05/14/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          178 | NC      | $781420.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $823.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RALI SERIES 2005-QO1 TRUST                                       | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1         | CUSIP: 761118EN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       385603 | PA      | $268498.85     | 0.01%             | 2035-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-66700.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/2.86500 02/13/24-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $17223870.01   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NATURAL GAS FUTR  JAN27 XNYM 20261229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -57 | NC      | $66983.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.034 09/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-89116.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3                      | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2D       | CUSIP: 17312EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5140886 | PA      | $4511982.46    | 0.13%             | 2037-03-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 1.79375 08/24/20-7Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $16363366.37   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LEAN HOGS FUTURE  DEC25 XCME 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -179 | NC      | $-316861.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      FEB31 IFED 20310129                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           10 | NC      | $17535.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT THB SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $134.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT NZD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $39.57         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.6 05/15/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-357.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SNG KEROS V SNG GADEC26 IFEU 20261231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            4 | NC      | $391.64        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $9690.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251001                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-5784868.93   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                      | UNITED MEXICAN STATES SR UNSECURED 01/38 6.625          | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       900000 | PA      | $948159.00     | 0.03%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | MT BELV ETHAN 5DE JAN26 XNYM 20260130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           10 | NC      | $-10313.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     DEC26 NDEX 20261127                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            1 | NC      | $-5110.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2         | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4       | CUSIP: 46628TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11681169 | PA      | $5422859.08    | 0.16%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-83895.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NATURAL GAS FUTR  JAN26 XNYM 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -687 | NC      | $5132787.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $104403.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA GOVT                                                      | CANADIAN GOVERNMENT RRB BONDS 12/26 4.25                | CUSIP: 135087VS0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     21026768 | PA      | $15750077.68   | 0.46%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                          | NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5           | CUSIP: ACI09WV27<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |         8269 | PA      | $1218.53       | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-748.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $11520.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.08500 02/13/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1011237.69   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOYBEAN MEAL FUTR DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          125 | NC      | $-241817.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-4900.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $2185.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      JAN26 IFED 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -12 | NC      | $9716.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-50929.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.335 02/05/18-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-3887177.16   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $19164.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CRUDE OIL FUT OPT NOV25C 70 EXP 10/16/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -13 | NC      | $-2730.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2007-S6                             | RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A11        | CUSIP: 762009AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        73757 | PA      | $58929.77      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR NOTE (CBT)DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1650 | NC      | $-595551.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      OCT31 IFED 20310926                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $-1803.18      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $77.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $11432.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-4371.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $14761.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 9 LTD                                                    | KKR FINANCIAL CLO LTD KKR 9 AR2 144A                    | CUSIP: 48250LAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       128659 | PA      | $128725.39     | 0.00%             | 2030-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2022-CRE7 ISSUER LTD                                    | LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A    | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4679618 | PA      | $4692670.16    | 0.14%             | 2037-01-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      MAY31 IFED 20310428                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $-10328.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.763 09/15/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $1985451.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-62                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1        | CUSIP: 12668ATT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       151185 | PA      | $130242.40     | 0.00%             | 2035-12-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $349830.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 10/28 2.375                             | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     74458290 | PA      | $77571445.46   | 2.27%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 6 DAC 6A                                       | TORO EUROPEAN CLO TCLO 6A AR 144A                       | CUSIP: ACI1ZW9V7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      4254174 | PA      | $5000366.81    | 0.15%             | 2032-01-12      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $19064.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-FA8                               | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7       | CUSIP: 32052DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1562984 | PA      | $562675.53     | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-WMC1                               | HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A3        | CUSIP: 40430MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6708358 | PA      | $2917107.48    | 0.09%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SOFR/2.23650 11/21/23-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $6747553.08    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-3196.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 3.43375 08/27/25-1Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $60140.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-HOA1                             | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11       | CUSIP: 45670LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1020398 | PA      | $668578.61     | 0.02%             | 2047-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1260000 | PA      | $1244223.41    | 0.04%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A       | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A   | CUSIP: ACI1XGH29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      1932309 | PA      | $2269928.68    | 0.07%             | 2031-11-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                             | JYSKE REALKREDIT A/S COVERED 10/53 2                    | CUSIP: ACI22BY64<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |     10243928 | PA      | $1355448.92    | 0.04%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2003-AR9                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A         | CUSIP: 92922FBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        15367 | PA      | $15049.04      | 0.00%             | 2033-09-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $248496.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1919000 | PA      | $1912749.22    | 0.06%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $87955.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A       | CUSIP: 126680AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       663300 | PA      | $616115.62     | 0.02%             | 2047-05-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $10453.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-15                                               | FANNIE MAE FNR 2006 15 FC                               | CUSIP: 31395BVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        27613 | PA      | $27227.95      | 0.00%             | 2036-03-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CRUDE OIL OPT IPE DEC25C 72 EXP 10/28/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -10 | NC      | $-4700.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 01/28 1.75                              | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     61568122 | PA      | $62597519.72   | 1.83%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | GOLD FUT OPT(CMX) NOV25C 3700 EXP 10/28/2025            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -20 | NC      | $-381600.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/31 0.125                             | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     56622645 | PA      | $52895741.94   | 1.55%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CORN FUTURE       DEC26 XCBT 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -162 | NC      | $11196.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-17674.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT NZD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $-15805.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -86900000 | NC      | $-326694.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $33.73         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -34200000 | NC      | $-174719.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $1264.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LOW SU GASOIL G   MAY26 IFEU 20260512                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -39 | NC      | $64628.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ARM LOAN TRUST 2005-19XS                              | STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1       | CUSIP: 863579YR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       305477 | PA      | $294894.00     | 0.01%             | 2035-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-J                              | BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1          | CUSIP: 05951EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2610865 | PA      | $2255051.02    | 0.07%             | 2047-01-20      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | DUTCH TTF OPT FSM FEB26C 45 EXP 01/27/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |           -4 | NC      | $-2445.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-53198.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2006-KS7                            | RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M2         | CUSIP: 75406XAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8702899 | PA      | $8073857.81    | 0.24%             | 2036-09-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-1447.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TRS R 4.35/91282CFR7 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-990964.70    | -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      | $-103865.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2006-8                                  | BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1               | CUSIP: 07387QAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       158166 | PA      | $149796.48     | 0.00%             | 2034-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-21126.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SNG KEROS V SNG GAJUN26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            4 | NC      | $1451.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE XXVII CLO LTD 2017-27A                                   | VENTURE CDO LTD VENTR 2017 27A AR 144A                  | CUSIP: 92331LBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       490570 | PA      | $490839.28     | 0.01%             | 2030-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     MAY26 NDEX 20260429                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            1 | NC      | $-6680.14      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CORN FUTURE       DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -736 | NC      | $73540.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  DEC25 XNYM 20251120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           18 | NC      | $-17653.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-100                | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 100 FA          | CUSIP: 38385GQ77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4948223 | PA      | $4967872.98    | 0.15%             | 2055-06-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XII DAC 12A                                          | HARVEST CLO HARVT 12A AR 144A                           | CUSIP: ACI262TW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      1487897 | PA      | $1747862.12    | 0.05%             | 2030-11-18      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-5900.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.25000 12/20/23-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $52960.28      | 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        |      4358572 | PA      | $4376592.86    | 0.13%             | 2068-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                             | JYSKE REALKREDIT A/S COVERED 10/47 2.5                  | CUSIP: ACI09QH00<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |         9599 | PA      | $1414.17       | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      JUL31 IFED 20310626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $-3123.18      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2006-QA2                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1        | CUSIP: 761118TR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       199731 | PA      | $171039.50     | 0.01%             | 2036-02-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2011-RR5                                          | BCAP LLC TRUST BCAP 2011 RR5 10A6 144A                  | CUSIP: 05533YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       461015 | PA      | $417731.00     | 0.01%             | 2036-04-26      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | REPO BANK OF MONTREAL ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |     60000000 | PA      | $43112739.81   | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR MYC                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $7840.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR4                              | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4       | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       138246 | PA      | $137151.02     | 0.00%             | 2036-04-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  DEC25 IFEU 20251119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -5 | NC      | $-20138.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | MERRILL LYNCH REPO CAD REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |    100000000 | PA      | $71854566.36   | 2.10%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                      | MEXICAN UDIBONOS BONDS 08/34 4                          | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1325354 | PA      | $69323.51      | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $3991.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NATURAL GAS FUTR  MAR27 XNYM 20270224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            6 | NC      | $-403.77       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $190.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED FUNDING CERT 2006-OPT2                              | ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2        | CUSIP: 00075XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2738590 | PA      | $2546542.96    | 0.07%             | 2036-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-27026.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR ULTRA FUT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1114 | NC      | $767094.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-WFH2                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M3        | CUSIP: 17312BAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3200000 | PA      | $3105897.28    | 0.09%             | 2037-03-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| DRYDEN 59 EURO CLO 2017 DAC 17-59A                               | DRYDEN LEVERAGED LOAN CDO DRYD 2017 59A A 144A          | CUSIP: ACI2616K2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      1391630 | PA      | $1632282.61    | 0.05%             | 2032-05-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WHEAT FUTURE(CBT) MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -146 | NC      | $241234.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | COM FWD NAPGASFO 4Q25 5.88 12/31/25 BPS                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $74843.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2005-10                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 10 1A2A        | CUSIP: 17307GT57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       170966 | PA      | $105067.16     | 0.00%             | 2035-12-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $31569.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $90787.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE GOVT                                                      | FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1              | CUSIP: ACI1N4959<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     26399304 | PA      | $30879442.11   | 0.90%             | 2026-03-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-1                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A            | CUSIP: 23245CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2295779 | PA      | $2157813.23    | 0.06%             | 2037-07-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $9668.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $8573.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-1511.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-HY4                                  | COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1                | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       189228 | PA      | $169929.30     | 0.00%             | 2047-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-703671.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-17425.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $22831.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      JAN31 IFED 20301227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $27181.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | MT BELV ETHAN 5DE MAR26 XNYM 20260331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           10 | NC      | $-15563.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | EURO-SCHATZ FUT   DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         1588 | NC      | $-188191.77    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5557                                          | FREDDIE MAC FHR 5557 FM                                 | CUSIP: 3137HLZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10254420 | PA      | $10280337.59   | 0.30%             | 2055-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2021-R3                                                | CIM TRUST CIM 2021 R3 A1A 144A                          | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1914518 | PA      | $1783439.14    | 0.05%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $2568.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM LTD 26A                                                      | LCM LTD PARTNERSHIP LCM 26A A1 144A                     | CUSIP: 50200FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        11942 | PA      | $11948.52      | 0.00%             | 2031-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II TBA 30 YR 3.5 JUMBOS                            | CUSIP: 21H0326B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14000000 | PA      | $12763718.52   | 0.37%             | 2055-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AMC2                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A       | CUSIP: 17311XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        35953 | PA      | $26505.65      | 0.00%             | 2037-01-25      | Floating      | 4.43%                 | 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        |    253259725 | PA      | $261477635.85  | 7.65%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2006-AR12                          | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1        | CUSIP: 45661VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1854542 | PA      | $1701289.85    | 0.05%             | 2046-09-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR1 GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-66684.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.842 02/13/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-58527.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-12274.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-18486.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTI 2006-19                           | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3          | CUSIP: 12667CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1964332 | PA      | $1944389.91    | 0.06%             | 2037-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $1326226.46    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COM FWD EUROBOBCO 4Q25 5.05 12/31/25 BPS                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $46465.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.736 10/15/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $967877.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A             | PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A     | CUSIP: ACI23GLP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      2458233 | PA      | $2888097.31    | 0.08%             | 2031-10-15      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                          | NYKREDIT REALKREDIT AS COVERED REGS 10/50 1             | CUSIP: ACI1CY5Z3<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.23          | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COCOA FUTURE - IC DEC25 IFEU 20251211                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           24 | NC      | $-280141.54    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | VARS GOLDLNPM 0.033489 09/25/26 JPM                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-12322.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     AUG26 NDEX 20260730                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            1 | NC      | $-6531.64      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                           | REALKREDIT DANMARK COVERED REGS 04/47 2.5               | CUSIP: ACI0B2V53<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |         7766 | PA      | $1145.93       | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-41964.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $322898.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SNG KEROS V SNG GANOV25 IFEU 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            7 | NC      | $-1991.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2007-A1                                 | JP MORGAN MORTGAGE TRUST JPMMT 2007 A1 7A1              | CUSIP: 46630GBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        29157 | PA      | $28557.38      | 0.00%             | 2035-07-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD DKK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |            1 | NC      | $-24343.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.58 03/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $197275.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SILVER FUTURE     DEC25 XCEC 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -25 | NC      | $-178833.62    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-7                                  | BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1              | CUSIP: 07386HVS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       133532 | PA      | $73015.02      | 0.00%             | 2035-09-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U4NFA0 PIMCO SWAPTION 2.465 CALL EUR 202512          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -42400000 | NC      | $-280115.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR MEI                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-45053.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       305000 | PA      | $303579.32     | 0.01%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $15317.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $301130.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-363352.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT DKK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |            1 | NC      | $17701.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A                       | OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A  | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       700000 | PA      | $701224.72     | 0.02%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $2789.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-7                             | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1          | CUSIP: 007036MX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        39280 | PA      | $36592.08      | 0.00%             | 2035-10-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-21336.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13      | CUSIP: 02149HAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       174498 | PA      | $89137.66      | 0.00%             | 2037-03-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $15712.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BOBL FUTURE  DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          159 | NC      | $6129.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CRUDE OIL FUT OPT DEC25C 68 EXP 11/17/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -10 | NC      | $-9300.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BEIGNET INVESTOR LLC                                             | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16900000 | PA      | $16900000.00   | 0.49%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | On Loan: No      |
| N/A                                                              | NY HARB ULSD FUT  NOV25 XNYM 20251031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -12 | NC      | $46615.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $19551.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME NICKEL FUTURE MAR26 XLME 20260316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           30 | NC      | $-8555.61      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                                      | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |      4438944 | PA      | $43230871.73   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT NOK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $2.72          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251003                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $1304615.97    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  MAR26 IFEU 20260219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            7 | NC      | $-19516.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                          | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1             | CUSIP: ACI1N9610<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |        18625 | PA      | $2181.51       | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $11105.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR GST                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-271264.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LOW SU GASOIL G   JAN26 IFEU 20260112                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           41 | NC      | $72256.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2005-AR7                            | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR7 4A1        | CUSIP: 45660LLP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        47008 | PA      | $45093.74      | 0.00%             | 2035-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A      | CUSIP: 64830KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        50431 | PA      | $49382.87      | 0.00%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                           | REALKREDIT DANMARK COVERED REGS 10/50 1                 | CUSIP: BKDSHLII7<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.23          | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $324504.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/35 1.875                             | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8148762 | PA      | $8217299.93    | 0.24%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CITIMORTGAGE ALTERNATIVE LN TR 2007-A6                           | CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5         | CUSIP: 18976GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       118606 | PA      | $104323.54     | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $588.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-57411.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 3.0425 02/21/25-1Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-21577.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 01/33 1.125                             | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19303210 | PA      | $18715268.20   | 0.55%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                             | JYSKE REALKREDIT A/S COVERED 10/53 1.5                  | CUSIP: ACI1W77N5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      4279895 | PA      | $531670.82     | 0.02%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2006-A1                              | CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1        | CUSIP: 16163CAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       256750 | PA      | $219078.73     | 0.01%             | 2036-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $6849.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-AF1                            | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1        | CUSIP: 59024KAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       200485 | PA      | $90491.43      | 0.00%             | 2037-06-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  AUG26 XNYM 20260721                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -54 | NC      | $201697.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | IRS EUR 2.75000 03/18/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $399431.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-43587.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME PRI ALUM FUTR MAR26 XLME 20260316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           42 | NC      | $70818.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-2610.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $40411.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | PLATINUM FUTURE   JAN26 XNYM 20260128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           28 | NC      | $359389.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $4905.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                       | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0 | CUSIP: BK5MSXII1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     11046146 | PA      | $12623766.68   | 0.37%             | 2030-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-551782.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.7025 01/14/25-1Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-118713.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NOK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-2.73         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-6                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A            | CUSIP: 12669LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1199748 | PA      | $1107962.63    | 0.03%             | 2037-09-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD PEN BOUGHT USD 20260218                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-2116.34      | -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      | $-1981.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $75566.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2014-4                                              | VOYA CLO LTD VOYA 2014 4A A1RA 144A                     | CUSIP: 92914RAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       644309 | PA      | $645111.76     | 0.02%             | 2031-07-14      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOYBEAN OIL FUTR  DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -11 | NC      | $14093.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1                | CUSIP: 362341WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        63209 | PA      | $61238.78      | 0.00%             | 2035-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      JUN31 IFED 20310528                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $-6918.18      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TR 2004-AR6                               | INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR6 5A1        | CUSIP: 45660NX83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       174592 | PA      | $167015.43     | 0.00%             | 2034-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $3183.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5876000 | PA      | $5866086.72    | 0.17%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SEK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $3399.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NOK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-4614.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-2                                    | COUNTRYWIDE HOME LOANS CWHL 2005 2 2A1                  | CUSIP: 12669GPR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        20690 | PA      | $20612.14      | 0.00%             | 2035-03-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/4.10000 12/31/25-28Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-616049.92    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $1.29          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-17662.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.59 12/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $1033388.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-109.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.57 06/15/22-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-774221.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $7375.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                             | NORDEA KREDIT REALKREDIT COVERED 10/47 2.5              | CUSIP: ACI0CR3W9<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |         1957 | PA      | $288.35        | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  JUL26 XNYM 20260622                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -54 | NC      | $68870.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -34200000 | NC      | $-174346.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.68 04/15/23-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $1735586.03    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38000000 | PA      | $39296783.06   | 1.15%             | 2054-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | TRS R SOFRRATE+15/91282CJH5 SOG                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-181754.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BUXL 30Y BND DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          234 | NC      | $703023.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-11998.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ING INVESTMENT MANAGEMENT CLO LTD 2012-4A                        | VOYA CLO LTD INGIM 2012 4A A1R3 144A                    | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       938206 | PA      | $938704.39     | 0.03%             | 2030-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST II 2007-1                               | BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1            | CUSIP: 07389KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2485242 | PA      | $1178354.05    | 0.03%             | 2047-09-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $47327.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SGX IRON ORE 62   OCT25 XSIM 20251031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |          223 | NC      | $-1759.47      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-22488.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO LTD 2015-1A                                    | PALMER SQUARE CLO LTD PLMRS 2015 1A A1A5 144A           | CUSIP: 69689ABU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8400000 | PA      | $8408981.36    | 0.25%             | 2034-05-21      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-1256.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 0.19700 11/08/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $10720935.12   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NOK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-230.17       | -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      | $-477129.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CRUDE OIL OPT IPE JAN26C 73 EXP 11/25/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -20 | NC      | $-16800.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-AR1                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 AR1 2A1        | CUSIP: 17307G3C0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        12030 | PA      | $12156.42      | 0.00%             | 2036-03-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $8848.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-HE2                                             | GSAMP TRUST GSAMP 2005 HE2 M2                           | CUSIP: 36242DA60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       974669 | PA      | $935030.96     | 0.03%             | 2035-03-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $65037.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 0.19000 11/04/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $5281873.66    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR2 GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-62972.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NZD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |            1 | NC      | $-39.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/30 0.125                             | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     84603628 | PA      | $80465984.36   | 2.35%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2007-1                                    | SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1                  | CUSIP: 81744HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       207196 | PA      | $146950.50     | 0.00%             | 2047-01-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-864668.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $4728.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $12066.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1         | ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A    | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10016973 | PA      | $10036948.50   | 0.29%             | 2037-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SILVER FUTURE     MAR26 XCEC 20260327                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           10 | NC      | $396068.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CRUDE OIL FUT OPT DEC25C 69 EXP 11/17/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -10 | NC      | $-7900.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A5                                 | JP MORGAN MORTGAGE TRUST JPMMT 2006 A5 3A4              | CUSIP: 46629CAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        56624 | PA      | $43998.56      | 0.00%             | 2036-08-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| DRYDEN XXVI SENIOR LOAN FUND 2013-26A                            | DRYDEN SENIOR LOAN FUND DRSLF 2013 26A AR 144A          | CUSIP: 26250UAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       945401 | PA      | $945872.38     | 0.03%             | 2029-04-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 04/29 3.875                             | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16016633 | PA      | $17516474.13   | 0.51%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-8111.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $2730.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK PLACE SECURITIES INC 2004-WWF1                              | PARK PLACE SECURITIES INC PPSI 2004 WWF1 M6             | CUSIP: 70069FDP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3099568 | PA      | $3022466.11    | 0.09%             | 2034-12-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO VII LTD 2017-7A                                     | TRINITAS CLO LTD TRNTS 2017 7A A1R2 144A                | CUSIP: 89641CAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2600000 | PA      | $2608687.20    | 0.08%             | 2035-01-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-75391.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2005-SA4                            | RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21       | CUSIP: 76111XYD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       790083 | PA      | $495678.81     | 0.01%             | 2035-09-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                          | NYKREDIT REALKREDIT AS COVERED REGS 10/50 1             | CUSIP: BK9CXBII1<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          328 | PA      | $40.62         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $48155.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD DKK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |            1 | NC      | $-19883.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME ZINC FUTURE   NOV25 XLME 20251117                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           27 | NC      | $115868.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | COM FWD EUROBOBCO 4Q25 6.55 12/31/25 BPS                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-18762.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-2A                                                 | VOYA CLO LTD VOYA 2017 2A A1R 144A                      | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        97918 | PA      | $97942.44      | 0.00%             | 2030-06-07      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-29457.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR2 BOA                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-53448.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $79717.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.7 04/15/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $825774.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -86900000 | NC      | $-607640.51    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LOW SU GASOIL G   APR26 IFEU 20260410                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -21 | NC      | $-28008.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MAN GLG EURO CLO V DAC 5A                                        | MAN GLG EURO CLO GLGE 5A A1R 144A                       | CUSIP: ACI1WBHS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      1578085 | PA      | $1854888.70    | 0.05%             | 2031-12-15      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                           | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: ACI1WVDP0<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.26          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | JPN 10Y BOND(OSE) DEC25 XOSE 20251215                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |           17 | NC      | $-151915.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797RC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       213000 | PA      | $212689.68     | 0.01%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12              | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1       | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        80173 | PA      | $73998.29      | 0.00%             | 2036-02-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  SEP26 XNYM 20260820                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -34 | NC      | $22927.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2006-J                              | BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1          | CUSIP: 05951EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        52813 | PA      | $45825.02      | 0.00%             | 2047-01-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BRENT CRUDE FUTR  OCT26 IFEU 20260828                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -25 | NC      | $38568.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 01/27 0.375                             | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    272270208 | PA      | $270210238.83  | 7.90%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-4                                                | FANNIE MAE FNR 2007 4 DF                                | CUSIP: 31396PMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       191662 | PA      | $190185.28     | 0.01%             | 2037-02-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BRENT CRUDE FUTR  JUN26 IFEU 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          249 | NC      | $-235944.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT DKK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |            1 | NC      | $2897.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XIII                                      | ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A     | CUSIP: 04942VAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       597049 | PA      | $597550.00     | 0.02%             | 2031-04-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS 2006-5                             | AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1            | CUSIP: 02660KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4591645 | PA      | $1122244.33    | 0.03%             | 2046-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     MAR26 NDEX 20260226                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            1 | NC      | $-4254.13      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.364 05/10/18-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1815875.18   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-2                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A        | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       233221 | PA      | $225480.47     | 0.01%             | 2035-05-19      | Floating      | 4.69%                 | 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        |       686877 | PA      | $412830.02     | 0.01%             | 2035-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR JPM                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-74268.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | NY HARB ULSD FUT  MAR26 XNYM 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          104 | NC      | $42004.87      | 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      | $-426677.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-489812.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR15                          | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2        | CUSIP: 45660LVM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       126387 | PA      | $103786.87     | 0.00%             | 2035-09-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                          | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5           | CUSIP: ACI1X30Y6<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      1493621 | PA      | $159655.05     | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | UK NATURAL GAS FUTNOV25 IFEU 20251030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -15 | NC      | $16046.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-1727.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST 2005-2                             | WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9           | CUSIP: 94981PAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       864704 | PA      | $865749.25     | 0.03%             | 2034-12-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-40                                               | FANNIE MAE FNR 2025 40 F                                | CUSIP: 3136BWGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2860529 | PA      | $2876788.05    | 0.08%             | 2055-02-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-89393.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.682 10/15/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $535003.18     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A                           | BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A             | CUSIP: ACI2ZP3K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      5000000 | PA      | $5888970.62    | 0.17%             | 2038-01-22      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                             | GNMA II POOL MA8044 G2 05/52 FIXED 3.5                  | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8547423 | PA      | $7867378.23    | 0.23%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                       | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7    | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      2200000 | PA      | $671649.31     | 0.02%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LME PRI ALUM FUTR JAN26 XLME 20260119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           29 | NC      | $9582.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CRUDE OIL FUT OPT JUN26C 66 EXP 05/14/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -178 | NC      | $-660380.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $9248.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $119289.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                             | FNMA POOL MA4733 FN 09/52 FIXED 4.5                     | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       554723 | PA      | $540915.27     | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-3684.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1                | CUSIP: 362341XE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       327103 | PA      | $276853.11     | 0.01%             | 2035-11-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAP CERT 2007-6                           | CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1             | CUSIP: 12639PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1240682 | PA      | $720430.45     | 0.02%             | 2037-10-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.69 06/01/21-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1062388.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-324917.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-116986.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LIVE CATTLE FUTR  APR26 XCME 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           42 | NC      | $-13847.22     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR4                            | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1        | CUSIP: 86360QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        52347 | PA      | $51785.03      | 0.00%             | 2036-06-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-26CB                     | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A3       | CUSIP: 12667GTP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        84151 | PA      | $60591.23      | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | KC HRW WHEAT FUT  MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -17 | NC      | $19297.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | COM FWD EUROBOBCO CAL25 7.6 12/31/25 JPM                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $27118.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR1 GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-126217.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 04/27 0.125                             | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6178140 | PA      | $6093871.41    | 0.18%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.7675 05/13/21-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1001967.74    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-37617.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $27818.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $12334.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $26214.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD 2015-9A                                    | MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A              | CUSIP: 62432BAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       454867 | PA      | $455238.53     | 0.01%             | 2031-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2004-A3                             | MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A3 2A          | CUSIP: 59020UHG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        72139 | PA      | $64493.70      | 0.00%             | 2034-05-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | TRS R SOFRRATE+15/912828Z37 SOG                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-221398.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-5                             | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1          | CUSIP: 007036LJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       186469 | PA      | $164289.45     | 0.00%             | 2035-09-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-5910.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-OAT FUTURE   DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -1270 | NC      | $-1354786.42   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2006-15XS                          | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A6A        | CUSIP: 61750YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1450562 | PA      | $314572.56     | 0.01%             | 2036-11-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LIVE CATTLE FUTR  DEC25 XCME 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          119 | NC      | $109729.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $1076.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $4360.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-796248.67    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $394.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CRUDE OIL FUT OPT NOV25C 71 EXP 10/16/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -10 | NC      | $-1800.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     OCT26 NDEX 20260929                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            1 | NC      | $-6162.56      | -0.00%            |  |  |  | No            |                  1 | 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        |      3290268 | PA      | $3295069.25    | 0.10%             | 2032-10-13      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/CB CIXBSTR3 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-57100.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME NICKEL FUTURE NOV25 XLME 20251117                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            4 | NC      | $-4858.22      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-17945.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/28 0.75                              | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    172031455 | PA      | $171271320.45  | 5.01%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CA CARBON ALLOW 25DEC25 IFED 20251224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          390 | NC      | $-491673.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | GASOLINE RBOB FUT OCT26 XNYM 20260930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -10 | NC      | $14123.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-633.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $11958.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-SD3                                             | GSAMP TRUST GSAMP 2006 SD3 A 144A                       | CUSIP: 36244RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1366762 | PA      | $1283588.54    | 0.04%             | 2046-02-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 01/31 0.125                             | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     79791156 | PA      | $74949436.63   | 2.19%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO X BV 10A                                       | ARES EUROPEAN CLO ARESE 10A AR 144A                     | CUSIP: ACI1Y2RR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       942217 | PA      | $1105989.61    | 0.03%             | 2031-10-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-28991.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO 2018-2 DAC 18-2A                               | BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A              | CUSIP: ACI1WTQT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      2875854 | PA      | $3378209.67    | 0.10%             | 2032-01-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| VENTURE XXIX CLO LTD 2017-29A                                    | VENTURE CDO LTD VENTR 2017 29A AR 144A                  | CUSIP: 92331EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       378845 | PA      | $379405.00     | 0.01%             | 2030-09-07      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CHASE MORGAGE FINANCE CORP 2005-A1                               | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1        | CUSIP: 16162WPB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        35693 | PA      | $34049.41      | 0.00%             | 2035-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $82679.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-12708.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-25056.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-833.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $60842.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFRF USD SOFR/2.28500 11/15/23-30Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $8583723.05    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT NOK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-106.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARVEST CLO XVI DAC 16A                                          | HARVEST CLO HARVT 16A ARR 144A                          | CUSIP: ACI1VVSJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      4057985 | PA      | $4768302.64    | 0.14%             | 2031-10-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $5753366.39    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MTGE LN TR 2007-7AX                               | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3         | CUSIP: 61754HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       558921 | PA      | $146836.64     | 0.00%             | 2037-04-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CARLYLE EURO CLO 2025-1 DAC 25-1A                                | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A    | CUSIP: ACI2XJFQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      7000000 | PA      | $8242178.00    | 0.24%             | 2038-08-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO XII BV 12A                                     | ARES EURO CLO ARESE 12A AR 144A                         | CUSIP: ACI20RGN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      4553072 | PA      | $5351277.63    | 0.16%             | 2032-04-20      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                           | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A         | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1101155.00    | 0.03%             | 2034-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-1640.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $12093.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U4NEA1 PIMCO SWAPTION 2.465 PUT EUR 2025120          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -42400000 | NC      | $-3310.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1366000 | PA      | $1357673.10    | 0.04%             | 2025-11-25      | None          | 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        |       263640 | PA      | $123875.87     | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.82 02/05/25-1Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-58100.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BRENT CRUDE FUTR  FEB26 IFEU 20251230                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -25 | NC      | $50975.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     91000000 | PA      | $91000000.00   | 2.66%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-11072.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SEC 2005-F                                  | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2         | CUSIP: 05949CCA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        86846 | PA      | $82828.46      | 0.00%             | 2035-07-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2006-HE3                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D        | CUSIP: 17310VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       883092 | PA      | $604180.64     | 0.02%             | 2036-12-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/29 0.25                              | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     71373059 | PA      | $69258615.34   | 2.03%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 5YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         3702 | NC      | $415971.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR8                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1        | CUSIP: 93362FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        49604 | PA      | $44809.45      | 0.00%             | 2036-08-25      | Floating      | 4.34%                 | 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        |       400115 | PA      | $365825.86     | 0.01%             | 2036-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| ST PAULS CLO II DAC 2A                                           | ST PAULS CLO SPAUL 2A AR4 144A                          | CUSIP: ACI21LGL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       700000 | PA      | $821638.63     | 0.02%             | 2035-10-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $39309.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR5                                       | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A       | CUSIP: 93362YAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        64298 | PA      | $60424.72      | 0.00%             | 2046-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     APR26 NDEX 20260330                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            1 | NC      | $-6147.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $18434.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $20157.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDB MORTGAGE LOAN TR 2006-1                             | INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1           | CUSIP: 45661JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3735286 | PA      | $1177481.00    | 0.03%             | 2036-07-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 01/29 2.5                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55684136 | PA      | $58202067.07   | 1.70%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2006-W4                                    | ARGENT SECURITIES INC. ARSI 2006 W4 A2C                 | CUSIP: 040104TG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2300300 | PA      | $551703.09     | 0.02%             | 2036-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3                      | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2B       | CUSIP: 17312EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8238244 | PA      | $7230625.39    | 0.21%             | 2037-03-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         1000 | PA      | $993.56        | 0.00%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CRUDE OIL OPT IPE JAN26C 72 EXP 11/25/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           -8 | NC      | $-7840.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-6                               | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 6 5A1A        | CUSIP: 41161UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        17452 | PA      | $16663.97      | 0.00%             | 2036-08-19      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-A4                                 | JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2              | CUSIP: 46628LAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       302344 | PA      | $206119.72     | 0.01%             | 2036-06-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 2YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -3958 | NC      | $-520198.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  DEC27 XNYM 20271119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -155 | NC      | $-118203.53    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $2718.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $194700.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BRENT CRUDE FUTR  DEC26 IFEU 20261030                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          149 | NC      | $144208.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                             | NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2      | CUSIP: ACI22CN07<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |      5091413 | PA      | $673922.27     | 0.02%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.4875 05/15/22-15Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $806.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                 | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1                | CUSIP: 362341XC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       151712 | PA      | $70404.42      | 0.00%             | 2035-11-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC1                | SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A1 144A    | CUSIP: 81378AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1400918 | PA      | $1311751.75    | 0.04%             | 2036-12-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-471.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $35674.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | GASOLINE RBOB FUT DEC25 XNYM 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           37 | NC      | $-9732.94      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-27191.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-7338.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      DEC31 IFED 20311125                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $15824.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $7398.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-34388.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                             | JYSKE REALKREDIT A/S COVERED 10/43 0.5                  | CUSIP: ACI1TRDT5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |         5191 | PA      | $675.98        | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | GOLD 100 OZ FUTR  DEC25 XCEC 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           87 | NC      | $1972882.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WACHOVIA MORTGAGE LN TRUST LLC 2005-A                            | WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 A 2A1           | CUSIP: 92977YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        61009 | PA      | $56404.24      | 0.00%             | 2035-08-20      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $118786.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2005-E                              | BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 1A1          | CUSIP: 05946XXH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        49310 | PA      | $46373.62      | 0.00%             | 2035-05-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-8204.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-904.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BUND FUTURE  DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -938 | NC      | $-467099.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A10                             | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5         | CUSIP: 76113LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       641052 | PA      | $190697.86     | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2       | CUSIP: 12668BE33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        58654 | PA      | $53496.04      | 0.00%             | 2046-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SGX IRON ORE 62   NOV25 XSIM 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |          873 | NC      | $-2847.97      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $1739.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $110554.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                                    | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A               | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1064071 | PA      | $1065283.40    | 0.03%             | 2031-10-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | TRS R SOFRRATE+15/9128283R9 SOG                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-299244.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                          | NYKREDIT REALKREDIT AS COVERED REGS 10/53 2             | CUSIP: ACI22BXB4<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |        19224 | PA      | $2544.44       | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-713089.65    | -0.02%            |  |  |  | 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        |      1994102 | PA      | $1997985.20    | 0.06%             | 2032-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-94374.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-222.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $43990.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SNG KEROS V SNG GAAPR26 IFEU 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |            4 | NC      | $1371.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOYBEAN FUTURE    MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -41 | NC      | $34415.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $22.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI EUR CLO III DAC 3A                             | BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A             | CUSIP: ACI1XNPD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      4420164 | PA      | $5187680.03    | 0.15%             | 2031-01-15      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG SR UNSECURED REGS 03/29 VAR                | CUSIP: ACI2B33K5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $523837.94     | 0.02%             | 2029-03-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $24290.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $396000.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-23688.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-35000.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $11996.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2018-1A DAC                            | ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A        | CUSIP: ACI2ZP3T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      2200000 | PA      | $2591299.20    | 0.08%             | 2036-08-29      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT NOK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $-0.02         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOYBEAN MEAL FUTR MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -106 | NC      | $151612.37     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-1059.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BRENT CRUDE FUTR  DEC27 IFEU 20271029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -144 | NC      | $-96451.33     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2005-6                            | DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3          | CUSIP: 251510KH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       171097 | PA      | $145131.45     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  MAR26 XNYM 20260220                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          102 | NC      | $-143714.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE EUROPEAN CLO DAC 2021-2A                           | PALMER SQUARE EUROPEAN CLO PLMER 2021 2A A1 144A        | CUSIP: ACI2V0QZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      1400000 | PA      | $1646024.17    | 0.05%             | 2035-04-15      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-A5                              | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9          | CUSIP: 59020UYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        81840 | PA      | $79066.53      | 0.00%             | 2035-06-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                      | UNITED MEXICAN STATES SR UNSECURED 07/32 5.85           | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       900000 | PA      | $930285.00     | 0.03%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                          | NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5           | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.20          | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $2448.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SNG KEROS V SNG GASEP25 IFEU 20250930                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           14 | NC      | $19116.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $4906.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 1.7975 08/25/20-7Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $3927458.80    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM XVII LP 17A                                                  | LCM LTD PARTNERSHIP LCM 17A A1AR 144A                   | CUSIP: 50190AAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       721582 | PA      | $722346.39     | 0.02%             | 2031-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR2 GST                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-62030.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                       | JAPAN GOVT CPI LINKED BONDS 03/28 0.1                   | CUSIP: ACI12NZL6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   3830585259 | PA      | $26342801.56   | 0.77%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-14795.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LOW SU GASOIL G   OCT25 IFEU 20251010                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -43 | NC      | $-133372.43    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $1344.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $1640.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-23.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35000000 | PA      | $33953227.70   | 0.99%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                             | JYSKE REALKREDIT A/S COVERED 10/53 1                    | CUSIP: ACI1PMG75<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.20          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2008-R2                                 | JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A         | CUSIP: 46632TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       123316 | PA      | $115796.84     | 0.00%             | 2037-07-27      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-510529.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-2491.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-21792.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY LD1 FIX FUT MAR26 IFED 20260225                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -12 | NC      | $26336.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUTUAL 2002-AR17                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2002 AR17 1A        | CUSIP: 929227XB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        37477 | PA      | $36092.21      | 0.00%             | 2042-11-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         2000 | PA      | $1984.83       | 0.00%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCP EURO CLO 2020-4 DAC 20-4A                                    | OCP EURO CLO OCPE 2020 4A ARR 144A                      | CUSIP: ACI2YYN53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      8300000 | PA      | $9774617.37    | 0.29%             | 2039-10-20      | Floating      | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LOW SU GASOIL G   DEC25 IFEU 20251211                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -39 | NC      | $-46704.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | GOLD FUT OPT(CMX) NOV25C 3600 EXP 10/28/2025            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -20 | NC      | $-559000.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.341 11/07/24-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-503150.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $88521.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECUR TR 2006-WMC4                            | MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A5         | CUSIP: 57645MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1423865 | PA      | $465863.68     | 0.01%             | 2036-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $1846.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COFFEE 'C' FUTURE DEC25 IFUS 20251218                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -7 | NC      | $-208775.94    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SNG KEROS V SNG GAJAN26 IFEU 20260130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           10 | NC      | $979.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE 2025-40                                               | FANNIE MAE FNR 2025 40 FP                               | CUSIP: 3136BWGV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11664685 | PA      | $11731985.77   | 0.34%             | 2054-10-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $5780.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR17                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A      | CUSIP: 92925DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       387863 | PA      | $342328.43     | 0.01%             | 2046-12-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXV LTD                                    | MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A         | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1630575 | PA      | $1633827.13    | 0.05%             | 2032-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/44 1.375                             | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7872764 | PA      | $6738821.93    | 0.20%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-156902.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $-912961.92    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A         | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2346916 | PA      | $2400828.15    | 0.07%             | 2058-05-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP GB NI 3.466 09/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $92042.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-29CB                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29CB A4       | CUSIP: 12667GUG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       595100 | PA      | $321700.08     | 0.01%             | 2035-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LOW SU GASOIL G   MAR26 IFEU 20260312                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          104 | NC      | $172482.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $1051.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP BCOMF1NTC BPS                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-7171.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                      | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      3840000 | NS      | $3883622.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  APR26 XNYM 20260320                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          108 | NC      | $-448328.32    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     NOV26 NDEX 20261029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            1 | NC      | $-5321.81      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 10/29 1.625                             | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    209122494 | PA      | $213321326.54  | 6.24%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $78.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $724.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2006-EMX7                             | RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4        | CUSIP: 74924TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       551605 | PA      | $490307.20     | 0.01%             | 2036-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-1495.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.36 05/09/18-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-1787012.82   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR GST                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $230420.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $38471.53      | 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        |       223507 | PA      | $191769.56     | 0.01%             | 2036-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CRUDE OIL FUT OPT NOV25C 69 EXP 10/16/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           -7 | NC      | $-1820.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  DEC26 XNYM 20261120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          133 | NC      | $-551023.70    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2005-J                                 | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4         | CUSIP: 05949CKT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        94738 | PA      | $85301.08      | 0.00%             | 2035-11-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MADISON PARK EURO FUNDING XIII DAC 13A                           | MADISON PARK EURO FUNDING CADOG 13A AR 144A             | CUSIP: ACI268DG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      4439533 | PA      | $5215734.58    | 0.15%             | 2032-01-15      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                           | REALKREDIT DANMARK COVERED REGS 10/53 2                 | CUSIP: ACI1Z07K3<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |      4137055 | PA      | $495655.33     | 0.01%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COPPER FUTURE     DEC25 XCEC 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           28 | NC      | $-517120.97    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |       234000 | PA      | $225029.54     | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 3.435 08/01/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $14854.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | GOLD 100 OZ FUTR  FEB26 XCEC 20260225                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            2 | NC      | $65875.76      | 0.00%             |  |  |  | No            |                  1 | 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        |       603083 | PA      | $604121.48     | 0.02%             | 2031-08-13      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SEK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $-74140.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $478.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LOW SU GASOIL G   NOV25 IFEU 20251112                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -50 | NC      | $110518.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | NATURAL GAS FUTR  APR27 XNYM 20270329                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           51 | NC      | $53774.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR1 MYC                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-142897.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BRENT CRUDE FUTR  JUL26 IFEU 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -92 | NC      | $90491.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $5380.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-293.04       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP SPGCINP GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $1855.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CRUDE OIL OPT IPE DEC25C 74 EXP 10/28/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -10 | NC      | $-3200.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $445.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COM FWD NAPGASFO 3Q25 7.375 09/30/25 BPS                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $45046.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-119304.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | VARS GOLDLNPM 0.06325225 04/10/26 JPM                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2312021.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE GOVT                                                      | FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1              | CUSIP: ACI25Z7H4<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |       360564 | PA      | $343240.88     | 0.01%             | 2038-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  JUN26 XNYM 20260519                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -62 | NC      | $4343.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $9596.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-33058.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-1 DAC 24-1A             | PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 1A AR 144A    | CUSIP: ACI2W0KY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      1095755 | PA      | $1285087.83    | 0.04%             | 2033-08-15      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY HOME EQUITY LOAN TR 2004-4                           | NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M1          | CUSIP: 64352VJJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1068525 | PA      | $1044774.38    | 0.03%             | 2035-02-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RVPO BANK OF NOVA SCOTIA                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |    200000000 | PA      | $143709132.72  | 4.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | VARS GOLDLNPM 0.042025 10/22/25 JPM                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $210733.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-1014204.81   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 2.74000 09/10/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-89392.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-A7                           | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 1A4        | CUSIP: 466286AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1986110 | PA      | $1767919.99    | 0.05%             | 2036-12-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 3.323 04/23/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $9100.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR14                          | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A      | CUSIP: 45660LRU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       151567 | PA      | $111086.93     | 0.00%             | 2035-07-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| CAIRN CLO X BV 18-10A                                            | CAIRN CLO BV CRNCL 2018 10A AR 144A                     | CUSIP: ACI1YFN80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      1805830 | PA      | $2121544.28    | 0.06%             | 2031-10-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-7399.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-13469.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-1095.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $1109.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                          | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5           | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.24          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CORN FUTURE       MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -248 | NC      | $5168.93       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUND POINT CLO XVIII LTD 2017-4A                                | SOUND POINT CLO LTD SNDPT 2017 4A A1 144A               | CUSIP: 83609TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       451415 | PA      | $451965.23     | 0.01%             | 2031-01-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $108905.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                             | JYSKE REALKREDIT A/S COVERED 10/53 1.5                  | CUSIP: ACI1X8QV3<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.23          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 3.43750 08/01/25-1Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $29797.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUTK/0.55000 09/14/23-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $936813.17     | 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      | $-195074.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $7899.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-1246312.21   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-566399.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY LD1 FIX FUT FEB26 IFED 20260128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -11 | NC      | $14347.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                             | NORDEA KREDIT REALKREDIT COVERED 10/53 1                | CUSIP: ACI1N7374<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |        77513 | PA      | $9741.67       | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     50000000 | PA      | $50000000.00   | 1.46%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2013-1A                                             | VOYA CLO LTD INGIM 2013 1A A1AR 144A                    | CUSIP: 92917CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       618940 | PA      | $619283.22     | 0.02%             | 2030-10-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RVPO BANK OF NOVA SCOTIA                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |     50000000 | PA      | $35927283.18   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME NICKEL FUTURE JAN26 XLME 20260119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           18 | NC      | $-8151.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  NOV25 XNYM 20251021                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -48 | NC      | $106961.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3                | SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3         | CUSIP: 81377EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17621705 | PA      | $5888738.49    | 0.17%             | 2036-10-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-78.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | LME ZINC FUTURE   MAR26 XLME 20260316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           35 | NC      | $115701.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-830.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | REVERSE REPO BNP PARIBAS SA 12A CLAS/ISIT/TIPS          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       | -73257177332 | PA      | $-495787071.15 | -14.50%           |  |  |  | No            |                  2 | On Loan: No      |
| RAD CLO 10 LTD 2021-10A                                          | RAD CLO LTD RAD 2021 10A A 144A                         | CUSIP: 48662LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4000000 | PA      | $4007447.60    | 0.12%             | 2034-04-23      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A1A         | CUSIP: 17307GW53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        20527 | PA      | $20763.56      | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR USD SOFR/3.50000 06/20/24-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2350256.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CEDAR FUNDING V CLO LTD 2016-5A                                  | CEDAR FUNDING LTD CEDF 2016 5A A1R 144A                 | CUSIP: 15032AAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1194546 | PA      | $1196527.55    | 0.03%             | 2031-07-17      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| AGL CLO 14 LTD 2021-14A                                          | AGL CLO 14, LTD. AGL 2021 14A AR 144A                   | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2800000 | PA      | $2802629.34    | 0.08%             | 2034-12-02      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-307041.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS GROUP AG SR UNSECURED REGS 01/28 VAR                | CUSIP: ACI1HYKW8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       400000 | PA      | $458770.23     | 0.01%             | 2028-01-14      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2006-5                                 | NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C               | CUSIP: 66988YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7611841 | PA      | $2357311.18    | 0.07%             | 2036-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $423215.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-18892.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CCA VINTAGE 2026  DEC26 IFED 20261224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         3373 | NC      | $3835486.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | TRS R 4.35/91282CDC2 BPS                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-860777.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COFFEE 'C' FUTURE MAR26 IFUS 20260319                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           36 | NC      | $482630.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     JUN26 NDEX 20260528                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            1 | NC      | $-6444.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7              | BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A1       | CUSIP: 07387VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1236429 | PA      | $1219421.87    | 0.04%             | 2037-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $592.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $29310.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JUBILEE CLO 2016-XVII BV 16-17A                                  | JUBILEE CDO BV JUBIL 2016 17A A2RR 144A                 | CUSIP: ACI1W2W24<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |       757315 | PA      | $889711.43     | 0.03%             | 2031-04-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-9667.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP JMABNIU5 JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-18.17        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19                          | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1       | CUSIP: 12668RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2056660 | PA      | $1663965.06    | 0.05%             | 2047-02-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A                  | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A   | CUSIP: ACI1YDTG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      4507989 | PA      | $5285991.13    | 0.15%             | 2031-01-15      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MTGE 20                             | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 5 4A          | CUSIP: 07384MS94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        18181 | PA      | $18002.00      | 0.00%             | 2034-07-25      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $5966.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | VARS GOLDLNPM 0.040804 10/16/25 JPM                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1080799.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOYBEAN FUTURE    NOV25 XCBT 20251114                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           42 | NC      | $-61797.39     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $-18520.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $23969.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLIX LTD 2021-49A                           | MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A          | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1602629.60    | 0.05%             | 2034-10-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2007-A                          | INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A          | CUSIP: 43710BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1431436 | PA      | $1117221.76    | 0.03%             | 2037-04-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 01/29 0.875                             | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    218635788 | PA      | $217024219.23  | 6.35%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $1617.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1                           | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1       | CUSIP: 23246KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       178597 | PA      | $59197.75      | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-24                                   | COUNTRYWIDE HOME LOANS CWHL 2005 24 A1                  | CUSIP: 126694JR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        50779 | PA      | $25859.66      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-938865.82    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $19885.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                           | REALKREDIT DANMARK COVERED REGS 10/53 1                 | CUSIP: BL63VKII4<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.28          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $2501.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SNG KEROS V SNG GAMAR26 IFEU 20260331                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |           10 | NC      | $2479.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 10/25 0.00000                             | CUSIP: 912797RD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       835000 | PA      | $833126.35     | 0.02%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21700000 | PA      | $21866049.27   | 0.64%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOYBEAN FUTURE    NOV26 XCBT 20261113                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -10 | NC      | $5192.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CRUDE OIL FUT OPT DEC25C 72 EXP 11/17/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -86 | NC      | $-43000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                          | FREDDIE MAC FHR 5513 MF                                 | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4553420 | PA      | $4561202.71    | 0.13%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US LONG BOND(CBT) DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -2537 | NC      | $-6341802.53   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 1.38 03/15/21-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-4634831.48   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-377361.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2006-2                               | MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A              | CUSIP: 590219AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4706 | PA      | $4699.31       | 0.00%             | 2036-05-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/34 1.875                             | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46223203 | PA      | $46913845.60   | 1.37%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | GASOLINE RBOB FUT MAR26 XNYM 20260227                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           98 | NC      | $-62220.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $1531.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COTTON NO.2 FUTR  MAR26 IFUS 20260309                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -66 | NC      | $32798.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | CRUDE OIL FUT OPT DEC25P 55 EXP 11/17/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           76 | NC      | $50920.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $1331.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                       | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 | CUSIP: ACI2NDKJ4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      4149960 | PA      | $4847171.14    | 0.14%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-18229.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $7053.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WIND RIVER CLO LTD 2016-1KRA                                     | WIND RIVER CLO LTD WINDR 2016 1KRA A1R3 144A            | CUSIP: 97314DAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3876406 | PA      | $3882026.54    | 0.11%             | 2034-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     DEC25 NDEX 20251127                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |         -105 | NC      | $144004.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2005-8                               | HOME EQUITY ASSET TRUST HEAT 2005 8 M2                  | CUSIP: 437084QA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1522423 | PA      | $1497965.27    | 0.04%             | 2036-02-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE BACKED SEC 2007-1                         | MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1          | CUSIP: 59024NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       560023 | PA      | $491243.17     | 0.01%             | 2037-04-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US ULTRA BOND CBT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         2089 | NC      | $5716559.45    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $708.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $9179.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                           | REALKREDIT DANMARK COVERED REGS 10/53 2                 | CUSIP: ACI22BWW9<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |       146622 | PA      | $19420.69      | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A   | CUSIP: 46651QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       275649 | PA      | $274676.59     | 0.01%             | 2031-12-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR1 MEI                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-75971.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EURO-GALAXY III CLO BV 13-3A                                     | EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A             | CUSIP: ACI1W6FF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      5923391 | PA      | $6955972.67    | 0.20%             | 2034-04-24      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-7                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5           | CUSIP: 126673EG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7501961 | PA      | $6798846.83    | 0.20%             | 2034-11-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-SHL1                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 M1 144A   | CUSIP: 17312WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11000000 | PA      | $9239874.61    | 0.27%             | 2046-11-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  JAN26 XNYM 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -34 | NC      | $10590.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR15                             | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR15 A1       | CUSIP: 94985AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         2708 | PA      | $2603.61       | 0.00%             | 2036-10-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | 317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -12900000 | NC      | $-57103.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-42341.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $14452.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | KC HRW WHEAT FUT  MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -163 | NC      | $324547.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BCYZ25C40 DEC25 40 CALL FSO                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          207 | NC      | $21735.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/27 0.375                             | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     66027500 | PA      | $65591574.56   | 1.92%             | 2027-07-15      | Fixed         | 0.38%                 | 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        |      1283400 | PA      | $1128637.29    | 0.03%             | 2037-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/43 0.625                             | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       590113 | PA      | $448647.00     | 0.01%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NATURAL GAS FUTR  DEC25 XNYM 20251125                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          527 | NC      | $-4263917.78   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR UAG                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-5858.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $321060.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 0.19500 11/04/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $5486435.95    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ILS BOUGHT USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $-12323.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  FEB26 XNYM 20260120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -45 | NC      | $16804.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | COM FWD NAPGASFO 2H25 7.86 12/31/25 BPS                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $50413.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BRENT CRUDE FUTR  DEC25 IFEU 20251031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -135 | NC      | $168284.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-6940.25      | -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        |      3719088 | PA      | $3367564.48    | 0.10%             | 2036-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $6688.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $3304.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-1                             | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 8A1          | CUSIP: 863579R42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       185816 | PA      | $96531.76      | 0.00%             | 2036-02-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $42610.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLATIRON CLO LTD 2019-1A                                         | FLATIRON CLO LTD FLAT 2019 1A AR2 144A                  | CUSIP: 33883JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2487533 | PA      | $2491231.98    | 0.07%             | 2034-11-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $7916.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT SEK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |            1 | NC      | $27641.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | CRUDE OIL FUT OPT DEC25C 70 EXP 11/17/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -10 | NC      | $-6700.00      | -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      | $-101400.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-37918.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | DUTCH TTF OPT FSM JAN26C 40 EXP 12/24/2025              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |           -3 | NC      | $-1933.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE GOVT                                                      | FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1              | CUSIP: ACI1VB392<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     52880688 | PA      | $58861174.00   | 1.72%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMF1TC GST                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-117642.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE CLO LTD 2018-33A                                         | VENTURE CDO LTD VENTR 2018 33A A1LR 144A                | CUSIP: 92330YAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1236218 | PA      | $1237577.11    | 0.04%             | 2031-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $9331.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $413.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $1514.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | GOLD FUT OPT(CMX) DEC25C 4200 EXP 11/24/2025            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -20 | NC      | $-42200.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BCAP LLC TRUST 2006-AA2                                          | BCAP LLC TRUST BCAP 2006 AA2 A1                         | CUSIP: 05530MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       464267 | PA      | $434241.06     | 0.01%             | 2037-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR10                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1       | CUSIP: 93363EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       502866 | PA      | $441291.87     | 0.01%             | 2036-09-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-8336.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $2716.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A    | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       377481 | PA      | $365048.83     | 0.01%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      SEP31 IFED 20310827                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $-3315.68      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS SENIOR LOAN FUND LTD 2018-10A                              | ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A        | CUSIP: 04942JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        11036 | PA      | $11045.72      | 0.00%             | 2031-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | RVPO BANK OF NOVA SCOTIA                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |     90000000 | PA      | $64669109.72   | 1.89%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-4472.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-14396.18     | -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      | $-109677.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-20029.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-11574.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $2378.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COCOA FUTURE      MAR26 IFUS 20260316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           39 | NC      | $-188650.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $78138.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 5                                         | SEQUOIA MORTGAGE TRUST SEMT 5 A                         | CUSIP: 81743WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4660 | PA      | $4601.80       | 0.00%             | 2026-10-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CARBONE CLO LTD 2017-1A                                          | CARBONE CLO, LTD CRBN 2017 1A A1 144A                   | CUSIP: 141312AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       779424 | PA      | $781058.75     | 0.02%             | 2031-01-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/RBCAECT0 RBC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-175879.15    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | UK NATURAL GAS FUTDEC25 IFEU 20251127                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -55 | NC      | $96956.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVEST TR 2005-A7                         | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A7 2A1         | CUSIP: 59020UH32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        57723 | PA      | $45460.33      | 0.00%             | 2035-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $-4001.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-333.03       | -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      | $-9364.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-376.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 07/33 1.375                             | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     34674338 | PA      | $34153276.32   | 1.00%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-J1                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J1 3A1        | CUSIP: 12667FU29<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        15728 | PA      | $16037.33      | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |            1 | NC      | $2878.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APIDOS CLO XI 2012-11A                                           | APIDOS CLO LTD APID 2012 11A AR4 144A                   | CUSIP: 03763YBY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3500000 | PA      | $3505210.73    | 0.10%             | 2034-04-17      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | TTF NAT GAS F     JUL26 NDEX 20260629                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |            1 | NC      | $-6640.83      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | RFR JPY MUTK/0.50000 12/15/21-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $1432188.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                             | JYSKE REALKREDIT A/S COVERED REGS 10/50 1               | CUSIP: ACI1CPNN9<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.18          | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | KC HRW WHEAT FUT  DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          392 | NC      | $-750451.05    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-38638.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ADJ RATE MTGE TRUST 2007-HF1                               | MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1         | CUSIP: 57645RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       227235 | PA      | $88980.79      | 0.00%             | 2037-05-25      | Floating      | 4.75%                 | 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        |      2110024 | PA      | $2075829.11    | 0.06%             | 2036-06-25      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2005-QA9                          | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB21       | CUSIP: 761118FJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       388759 | PA      | $135296.80     | 0.00%             | 2035-08-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | WHEAT FUTURE(CBT) DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -398 | NC      | $835540.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $10938.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO XI 2021-11A                                     | OCEAN TRAILS CLO OCTR 2021 11A AR 144A                  | CUSIP: 67514VAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4700000 | PA      | $4703763.24    | 0.14%             | 2034-07-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | NY HARB ULSD FUT  DEC25 XNYM 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           20 | NC      | $77249.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMTR SOG                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-392.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.55 04/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $143594.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $-10883.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $6637.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD DKK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |            1 | NC      | $-17733.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIT MTGE LOAN TRUST 2007-1                                       | CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A            | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2995895 | PA      | $3033710.08    | 0.09%             | 2037-10-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $346.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2007-HE2                                             | GSAMP TRUST GSAMP 2007 HE2 A2D                          | CUSIP: 362440AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2315465 | PA      | $1754116.01    | 0.05%             | 2047-03-25      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                          | NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5           | CUSIP: ACI1RMVS0<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |            2 | PA      | $0.22          | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2005-A3                                 | JP MORGAN MORTGAGE TRUST JPMMT 2005 A3 1A1              | CUSIP: 466247PV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         7738 | PA      | $7820.88       | 0.00%             | 2035-06-25      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LME ZINC FUTURE   JAN26 XLME 20260119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          107 | NC      | $149711.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 1.9975 07/25/19-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-3529861.90   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 01/30 0.125                             | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     24106560 | PA      | $23022252.23   | 0.67%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $92524.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |            1 | NC      | $-5301.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM 29 LTD                                                       | LCM LTD PARTNERSHIP LCM 29A AR 144A                     | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       848144 | PA      | $849862.80     | 0.02%             | 2031-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PALLADIUM FUTURE  DEC25 XNYM 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           10 | NC      | $18921.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD NOK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $99218.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-7                                           | LEHMAN XS TRUST LXS 2006 7 1A1A                         | CUSIP: 52522EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       952380 | PA      | $835057.99     | 0.02%             | 2036-05-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                            | FED HM LN PC POOL 847524 FH 06/33 FLOATING VAR          | CUSIP: 3128JRLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23868 | PA      | $24314.45      | 0.00%             | 2033-06-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMF1TC BPS                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-383448.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $41417.25      | 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        |    -31400000 | NC      | $-367203.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-3073.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-8735.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | DUTCH TTF OPT FSM MAR26C 45 EXP 02/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |           -4 | NC      | $-3311.33      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR15                                      | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A        | CUSIP: 93363QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       434642 | PA      | $389104.98     | 0.01%             | 2046-11-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                           | REALKREDIT DANMARK COVERED REGS 10/53 1                 | CUSIP: BL63VNII8<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |            1 | PA      | $0.14          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR14                           | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A      | CUSIP: 45668GAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       198972 | PA      | $190137.07     | 0.01%             | 2046-11-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                             | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: ACI1Z8QZ2<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |      3300000 | PA      | $352351.90     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |            1 | NC      | $1451.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                      | LETRA TESOURO NACIONAL BILLS 04/26 0.00000              | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    539800000 | PA      | $94746519.56   | 2.77%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      NOV31 IFED 20311029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $3806.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                             | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       300000 | PA      | $310061.98     | 0.01%             | 2054-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6                   | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1         | CUSIP: 76114CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11798963 | PA      | $2175636.67    | 0.06%             | 2037-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-21089.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-21000.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 1.95 11/15/18-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-291825.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BRENT CRUDE FUTR  AUG26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -89 | NC      | $89024.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | LME LEAD FUTURE   JAN26 XLME 20260119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          -37 | NC      | $12082.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD TWD BOUGHT USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |            1 | NC      | $-4557.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | HENRY HB LD1      APR31 IFED 20310327                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           11 | NC      | $-10603.18     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $-10380.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COM FWD EUROBOBCO 3Q25 11.35 09/25 BPS                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $7734.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-322940.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT AUD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $363673.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-47                                        | FANNIE MAE FNR 2025 47 FJ                               | CUSIP: 3136BWNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2521630 | PA      | $2538746.87    | 0.07%             | 2055-06-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |            1 | NC      | $-20.30        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $109.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     41724000 | PA      | $41263753.41   | 1.21%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BTP FUTURE   DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          423 | NC      | $545382.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                              | SOLD DKK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |            1 | NC      | $-2937.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1                         | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A   | CUSIP: 83611DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       411815 | PA      | $111047.07     | 0.00%             | 2036-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT ZAR SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |            1 | NC      | $33124.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-5039.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 04/28 1.25                              | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185127705 | PA      | $185870690.98  | 5.44%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |            1 | NC      | $2426.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 2.703 05/25/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $980833.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $2009.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251001                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $6321133.04    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                           | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1          | CUSIP: 75971FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13084911 | PA      | $5270523.80    | 0.15%             | 2037-09-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP US IT 3.3 06/04/2025-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $7357.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/45 0.75                              | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1371790 | PA      | $1023954.14    | 0.03%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP EM NI 2.421 05/15/22-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $33713.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COM FWD EUROBOBCO CAL25 7.8 12/31/25 BPS                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $52644.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD NOK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |            1 | NC      | $108.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                       | JAPAN GOVT CPI LINKED BONDS 03/29 0.1                   | CUSIP: ACI1BXN03<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  11094099000 | PA      | $76593806.53   | 2.24%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |            1 | NC      | $992.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | REPO BANK OF MONTREAL ZCP                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |     80000000 | PA      | $57483653.09   | 1.68%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/BCOMF1TC GST                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-270152.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $154639.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | IRS EUR 3.00000 03/18/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-1319962.03   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/50 0.25                              | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       628235 | PA      | $372072.59     | 0.01%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-6                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 6 A3           | CUSIP: 17307GXR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4261 | PA      | $4226.86       | 0.00%             | 2035-09-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $-50763.71     | -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        |      2025266 | PA      | $1927991.88    | 0.06%             | 2040-04-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251014                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $-97737.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1        | CUSIP: 12668AXF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       115685 | PA      | $108258.02     | 0.00%             | 2035-11-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |            1 | NC      | $3179.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH ALTERNATIVE NT 2007-A2                             | MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C         | CUSIP: 59024FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       596838 | PA      | $139510.40     | 0.00%             | 2037-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |            1 | NC      | $-916.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | WTI CRUDE FUTURE  OCT26 XNYM 20260922                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          -48 | NC      | $51158.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL FUNDING MTGE SEC 2007-S6                             | RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A10        | CUSIP: 762009AK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       335547 | PA      | $268090.94     | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-OPT3                               | HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A4       | CUSIP: 40430HFM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       558864 | PA      | $553247.49     | 0.02%             | 2036-02-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2006-FR3                                | SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3         | CUSIP: 813765AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3571528 | PA      | $1933156.51    | 0.06%             | 2036-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |            1 | NC      | $25155.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                               | TSY INFL IX N/B 02/40 2.125                             | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5529835 | PA      | $5577183.77    | 0.16%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT CHF SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |            1 | NC      | $25850.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |            1 | NC      | $60581.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |            1 | NC      | $72418.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POPULAR ABS MTGE PASS THRU TRUST 2006-A                          | POPULAR ABS MORTGAGE PASS THRO POPLR 2006 A M2          | CUSIP: 73316PJX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3690349 | PA      | $3522621.29    | 0.10%             | 2036-02-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $428483.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | INF SWAP GB NI 3.5 08/15/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $299600.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2020-FL4 LTD                                                 | MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A      | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       568115 | PA      | $569047.10     | 0.02%             | 2035-12-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |            1 | NC      | $259.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/RBCAEC0T RBC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-46936.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP JMABNIC5 JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-1922.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP PIMCODB MAC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $589818.95     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP TBL/RBCAECR1 RBC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $-18162.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP PIMCODB CIB                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $918736.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                              | COMM SWAP CMDSKEWLS GST                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |            1 | NC      | $3183163.41    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer