# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007258
**Filing Date:** 2026-5
**Character Count:** 263577
**Document Hash:** c54c13bc1ebc9468327a95ff7ccda7c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007258.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007258

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043446

**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 RealEstateRealReturn Strategy Fund (Series ID: S000009701)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000026613 | Institutional | PRRSX           |
| C000026614 | A             | PETAX           |
| C000026616 | C             | PETCX           |
| C000064149 | I-2           | PETPX           |
| C000200447 | I-3           | PNRNX           |

## 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 RealEstateRealReturn Strategy Fund

- **b. EDGAR series identifier (if any):** S000009701

- **c. LEI of Series:** HGDM3WP2M1H6NT5B7Y90

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1114547751.36

**Total Liabilities:** $611239754.80

**Net Assets:** $503307996.56

**Cash Not Reported:** $6487169.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3215.328200 | **1-Year:** 4539.413100 | **5-Year:** 43198.017700 | **10-Year:** 25470.068900 | **30-Year:** -25924.705000

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

- **3-Month:** 195.132900 | **1-Year:** 2296.213400 | **5-Year:** 10535.485600 | **10-Year:** 2041.090000 | **30-Year:** 1.870900

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026614 | 3.16%                | 8.06%                | -6.69%               |
| Class ID C000026616 | 3.09%                | 7.98%                | -6.77%               |
| Class ID C000064149 | 3.18%                | 8.07%                | -6.69%               |
| Class ID C000200447 | 3.19%                | 8.09%                | -6.72%               |
| Class ID C000026613 | 3.19%                | 8.11%                | -6.70%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $110437.54               | $10864538.77                               |
| Month 2  | $1053482.46              | $18186263.42                               |
| Month 3  | $-927581.29              | $-20824223.51                              |

**Designated Index Information**

- **Index Name:** Dow Jones US Select REIT Index

- **Index Identifier:** DWRTFT

### Schedule of Portfolio Investments

| Name                                                               | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                | INF SWAP US IT 2.7675 05/13/21-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $292628.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $38007.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $7159.01       | 0.00%             |  |  |  | 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      | $773243.24     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-733.52       | -0.00%            |  |  |  | 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      | $-1166790.16   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10400000 | PA      | $10585979.87   | 2.10%             | 2056-06-11      | Fixed         | 6.00%                 | 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      | $-17702.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.975 08/15/22-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $44067.39      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5          | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.17          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-7949.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NET LEASE OFFICE PROPERTIES                                        | NET LEASE OFFICE PROPERTY REIT                          | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        180 | NS      | $2073.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT ZAR SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-21786.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-15293.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-56.94        | -0.00%            |  |  |  | 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        |     308573 | PA      | $244202.46     | 0.05%             | 2037-04-25      | Floating      | 4.01%                 | 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      | $1136900.99    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1126.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GETTY REALTY CORP                                                  | GETTY REALTY CORP REIT USD.01                           | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |        930 | NS      | $29574.00      | 0.01%             |  |  |  | No            |                  1 | 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      | $-48086.94     | -0.01%            |  |  |  | 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      | $13520.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                                    | COUSINS PROPERTIES INC REIT USD1.0                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      32145 | NS      | $725512.65     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                              | AMERICAN HOMES 4 RENT  A REIT USD.01                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      51337 | NS      | $1433329.04    | 0.28%             |  |  |  | No            |                  1 | 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        |     776224 | PA      | $718337.29     | 0.14%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL9 LLC                                                   | MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A      | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     484024 | PA      | $484180.86     | 0.10%             | 2037-06-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES INC                              | MID AMERICA APARTMENT COMM REIT USD.01                  | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      22567 | NS      | $2755882.04    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-842.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARK HOTELS & RESORTS INC                                          | PARK HOTELS + RESORTS INC REIT USD.01                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      37324 | NS      | $393021.72     | 0.08%             |  |  |  | No            |                  1 | 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      | $72646.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-771.93       | -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      | $-172993.57    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GLADSTONE COMMERCIAL CORPORATION                                   | GLADSTONE COMMERCIAL CORP REIT USD.001                  | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |        848 | NS      | $9692.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-19277.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC                               | INNOVATIVE INDUSTRIAL PROPER REIT USD.001               | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       5332 | NS      | $267453.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-2689.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-14071.25     | -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        |   30900555 | PA      | $31029729.52   | 6.17%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PIEDMONT REALTY TRUST INC                                          | PIEDMONT REALTY TRUST INC REIT USD.01                   | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2042 | NS      | $13415.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2636.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                            | GSG BIDCO LTD SR SECURED 144A 06/31 4.7                 | CUSIP: ACI38RGT1<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |     300000 | PA      | $343982.76     | 0.07%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-478.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $166.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1891.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-658.12       | -0.00%            |  |  |  | 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      | $-1500945.14   | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $40.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1374.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APPLE HOSPITALITY REIT INC                                         | APPLE HOSPITALITY REIT INC REIT                         | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      42674 | NS      | $491177.74     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-22206.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-6874.12      | -0.00%            |  |  |  | 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      | $199814.63     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3397                                                   | FREDDIE MAC FHR 3397 FC                                 | CUSIP: 31397PLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24733 | PA      | $24702.81      | 0.00%             | 2037-12-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $36298.90      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-6019.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $8598.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC                                       | AMERICAN HEALTHCARE REIT INC REIT USD.01                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |      64566 | NS      | $3044932.56    | 0.60%             |  |  |  | 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      | $-1075048.87   | -0.21%            |  |  |  | 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        |   -1700000 | NC      | $-5266.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DOUGLAS EMMETT INC                                                 | DOUGLAS EMMETT INC REIT USD.01                          | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2840 | NS      | $26752.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $459.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELME COMMUNITIES                                                   | ELME COMMUNITIES REIT USD.01                            | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      16546 | NS      | $33257.46      | 0.01%             |  |  |  | No            |                  1 | 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      | $2320018.10    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | US TREASURY N/B 08/35 4.25                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     129000 | PA      | $128536.41     | 0.03%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO THE BANK OF NOVA REVERSE REPO              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -33157750 | PA      | $-33248031.18  | -6.61%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-17666.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                                                  | SITE CENTERS CORP REIT USD.1                            | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |        905 | NS      | $4887.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-9573.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.76836 03/31/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $19364.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/4.01528 06/30/26-27Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $4723.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $4663.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR          | CUSIP: 3128NHPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5131 | PA      | $5255.03       | 0.00%             | 2036-09-01      | Floating      | 6.20%                 | 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        |     535572 | PA      | $307430.34     | 0.06%             | 2035-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $4374.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $9.51          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-295.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                           | DIGITAL REALTY TRUST INC REIT USD.01                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      61467 | NS      | $11076968.07   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                     | OMEGA HEALTHCARE INVESTORS REIT USD.1                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      68484 | NS      | $3000968.88    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-23850.19     | -0.00%            |  |  |  | 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        |       1500 | PA      | $214.91        | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $828.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-50CB                            | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 50CB 1A1      | CUSIP: 12668ALH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28221 | PA      | $22828.99      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260421                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-801.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                      | WELLTOWER INC REIT USD1.0                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     141667 | NS      | $28008982.57   | 5.56%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC                                       | MEDICAL PROPERTIES TRUST INC REIT USD.001               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      95353 | NS      | $441484.39     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $30961.73      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2466.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-858.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-18055.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                       | WP CAREY INC REIT USD.001                               | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      46538 | NS      | $3162722.48    | 0.63%             |  |  |  | No            |                  1 | 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      | $443807.86     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $921.14        | 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        |     157072 | PA      | $74533.19      | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                         | JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4                   | CUSIP: ACI37YF43<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  430000000 | PA      | $2588859.83    | 0.51%             | 2055-12-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $3951.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BUND FUTURE  JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -102 | NC      | $218529.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CURBLINE PROPERTIES CORP                                           | CURBLINE PROPERTIES CORP REIT                           | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |       1721 | NS      | $44384.59      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL MB0868 G2 01/56 FIXED 3.5                  | CUSIP: 3618N56E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6199993 | PA      | $5691052.24    | 1.13%             | 2056-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.77720 03/31/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $18143.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-280.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-10118.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 1.636 06/15/25-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $150576.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 847614 FH 10/36 FLOATING VAR          | CUSIP: 3128JRN77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5653 | PA      | $5789.47       | 0.00%             | 2036-10-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-44367.26     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+55 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-1351038.80   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2005-OP2                                  | SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M2         | CUSIP: 81375WGV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1805323 | PA      | $1767031.75    | 0.35%             | 2035-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                     | EPR PROPERTIES REIT USD.01                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      14832 | NS      | $741006.72     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ASSET 2005-FFH3                            | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH3 M3         | CUSIP: 32027NVE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     120665 | PA      | $121007.73     | 0.02%             | 2035-09-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $44709.72      | 0.01%             |  |  |  | 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        |     171764 | PA      | $156879.73     | 0.03%             | 2036-04-26      | Floating      | 4.42%                 | 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        |    3192981 | PA      | $1713580.98    | 0.34%             | 2036-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO JPM CHASE                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -4528125 | PA      | $-4533800.25   | -0.90%            |  |  |  | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD LTD                                            | CUSHMAN + WAKEFIELD LTD COMMON STOCK                    | CUSIP: G2717C106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      28481 | NS      | $349177.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $160.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $198527.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                                  | FIRST INDUSTRIAL REALTY TR REIT USD.01                  | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31797 | NS      | $1839456.45    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                                                       | PROLOGIS INC REIT USD.01                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     181233 | NS      | $23955377.94   | 4.76%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2005-FF12                                  | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2         | CUSIP: 32027NXX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1335915 | PA      | $1313108.47    | 0.26%             | 2036-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260414                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-831.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-14.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5          | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.18          | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | 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      | $172910.64     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4300000 | PA      | $4445174.84    | 0.88%             | 2056-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $3704.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-370.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFRF USD SF+26.161/1.8* 11/15/23-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $513163.79     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $44354.85      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO DEUTSCHE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1302000 | PA      | $-1302135.99   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $562.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2974.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260428                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-877.07       | -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        |     211688 | PA      | $212006.60     | 0.04%             | 2034-12-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL MA5295 FN 03/54 FIXED 6                       | CUSIP: 31418E3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2256783 | PA      | $2301724.53    | 0.46%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXIV 2016-24A                                           | APIDOS CLO APID 2016 24A A1AL 144A                      | CUSIP: 03759CAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     208148 | PA      | $208147.79     | 0.04%             | 2030-10-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $2170.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $36.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20260423                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-117.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-779.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                         | BRIXMOR PROPERTY GROUP INC REIT USD.01                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      49899 | NS      | $1437091.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | IRS EUR 3.05000 01/13/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $27719.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFRF USD SF+26.161/1.9* 11/15/23-30Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-884305.79    | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXII LTD                                              | SYMPHONY CLO LTD SYMP 2020 22A A1AR 144A                | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1273262 | PA      | $1274385.27    | 0.25%             | 2033-04-18      | Floating      | 4.85%                 | 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      | $-13580.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8                       | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1           | CUSIP: 12669WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2951285 | PA      | $2848131.78    | 0.57%             | 2037-11-25      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| EASTGROUP PROPERTIES INC                                           | EASTGROUP PROPERTIES INC REIT                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      11248 | NS      | $2081892.32    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | US 10YR NOTE (CBT)JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -1 | NC      | $-377.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $246.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1928.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-5538.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $3321.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                   | NELNET STUDENT LOAN TRUST NSLT 2026 A A1A 144A          | CUSIP: 64032UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1246785 | PA      | $1231677.23    | 0.24%             | 2061-02-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-58.92        | -0.00%            |  |  |  | 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      | $-9866.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-1998.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.72 06/15/22-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-15768.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                    | JONES LANG LASALLE INC COMMON STOCK USD.01              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       1367 | NS      | $416005.44     | 0.08%             |  |  |  | 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        |       1213 | PA      | $1172.07       | 0.00%             | 2036-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $10798.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHIRON REAL ESTATE INC                                             | CHIRON REAL ESTATE INC REIT                             | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |       2458 | NS      | $81310.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD DKK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $79060.07      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $9991.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $819.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | US ULTRA BOND CBT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        374 | NC      | $-1394079.17   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-118.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                            | GSG BIDCO LTD SR SECURED 144A 06/36 5.375               | CUSIP: ACI38RGS3<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |     300000 | PA      | $344372.86     | 0.07%             | 2036-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY CORPORATION                                          | KILROY REALTY CORP REIT USD.01                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      14664 | NS      | $413671.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $39839.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $6201.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260430                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-747.19       | -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        |     275186 | PA      | $273835.02     | 0.05%             | 2037-03-25      | Floating      | 4.29%                 | 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        |      34426 | PA      | $29649.79      | 0.01%             | 2035-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-513.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                           | SIMON PROPERTY GROUP INC REIT USD.0001                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |      64241 | NS      | $11982873.73   | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-9035.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 21A1       | CUSIP: 07384M4H2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13883 | PA      | $13409.00      | 0.00%             | 2035-01-25      | Floating      | 5.38%                 | 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        |    1025970 | PA      | $921350.06     | 0.18%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260410                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $5310.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $21933.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXXII LTD                                             | SYMPHONY CLO LTD SYMP 2022 32A AR 144A                  | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    1300000 | PA      | $1300111.12    | 0.26%             | 2035-10-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| TANGER INC                                                         | TANGER INC REIT USD.01                                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      22325 | NS      | $758603.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                                                     | CBRE GROUP INC   A COMMON STOCK USD.01                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       2882 | NS      | $390395.72     | 0.08%             |  |  |  | No            |                  1 | 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      | $4958.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260506                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-176.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1223.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO DEUTSCHE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -18700125 | PA      | $-18713796.87  | -3.72%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $412.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD 2018-12BA                             | NORTHWOODS CAPITAL LTD WOODS 2018 12BA AR 144A          | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     106659 | PA      | $106767.61     | 0.02%             | 2031-06-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |    5745309 | PA      | $708050.72     | 0.14%             | 2053-10-01      | Fixed         | 1.50%                 | 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        |     240733 | PA      | $244224.25     | 0.05%             | 2037-10-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 1.28 05/19/20-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1221969.41   | -0.24%            |  |  |  | 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        |     119867 | PA      | $114869.01     | 0.02%             | 2038-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $847.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-21914.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+49 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-3030424.81   | -0.60%            |  |  |  | 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      | $747.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $519.01        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1600000 | PA      | $1506700.32    | 0.30%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XXI DAC 21A                                 | CORDATUS CLO PLC CORDA 21A A1E 144A                     | CUSIP: ACI2RB2T2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1100000 | PA      | $1269698.97    | 0.25%             | 2034-09-22      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $885.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-6344.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1265.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $476.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 11 LTD                                                     | KKR FINANCIAL CLO LTD KKR 11 AR 144A                    | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      35275 | PA      | $35310.38      | 0.01%             | 2031-01-15      | Floating      | 5.11%                 | 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        |      40600 | PA      | $5130.93       | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL MA8099 G2 06/52 FIXED 3.5                  | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7436068 | PA      | $6881524.26    | 1.37%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-519.12       | -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        |   -6300000 | NC      | $-82606.68     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                                         | XENIA HOTELS + RESORTS INC REIT USD.01                  | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      18163 | NS      | $269357.29     | 0.05%             |  |  |  | No            |                  1 | 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        |     223348 | PA      | $207489.91     | 0.04%             | 2037-07-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO DEUTSCHE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1946000 | PA      | $-1952097.47   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORPORATION                                           | KIMCO REALTY CORP REIT USD.01                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     120812 | NS      | $2714645.64    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-13                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4          | CUSIP: 126670GR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164597 | PA      | $154669.69     | 0.03%             | 2036-04-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                            | KITE REALTY GROUP TRUST REIT USD.01                     | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      32976 | NS      | $809560.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: ACI1WVDP0<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |    3646067 | PA      | $437649.84     | 0.09%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR GBP SONIO/3.50000 03/18/26-2Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-194683.57    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-246.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                         | SABRA HEALTH CARE REIT INC REIT USD.01                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      44452 | NS      | $854811.96     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INVESTMENT AND MANAGEMENT COMPANY                        | APARTMENT INVT + MGMT CO  A REIT USD.01                 | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |        931 | NS      | $3789.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED KINGDOM GOVT                                                | UNITED KINGDOM GILT BONDS REGS 10/31 4                  | CUSIP: BPSNBFII0<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    7200000 | PA      | $9294057.70    | 1.85%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NOK SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $2002.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-24174.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-847.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $187.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-545.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-7                                 | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2         | CUSIP: 54251TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275464 | PA      | $108747.42     | 0.02%             | 2036-08-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| DRYDEN 35 EURO CLO 2014 BV 14-35A                                  | DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A        | CUSIP: ACI2878B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     555915 | PA      | $643217.46     | 0.13%             | 2033-01-17      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $173400.17     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 31750SKO2 PIMCO CDSOPT PUT USD 0.85 20260520            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   -1800000 | NC      | $-1462.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | US 10YR ULTRA FUT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         15 | NC      | $-39262.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                              | CAMDEN PROPERTY TRUST REIT USD.01                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      20255 | NS      | $1978103.30    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-546.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                               | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2572326.13    | 0.51%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.75842 03/31/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $25877.97      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $3942.60       | 0.00%             |  |  |  | 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        |   21613630 | PA      | $21027252.65   | 4.18%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $414.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                            | GSG BIDCO LTD SR SECURED 144A 06/51 6.375               | CUSIP: ACI38RD49<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |     400000 | PA      | $459175.37     | 0.09%             | 2051-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                            | COPT DEFENSE PROPERTIES REIT USD.01                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      21764 | NS      | $665978.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADA GOVT                                                        | CANADIAN GOVERNMENT RRB BONDS 12/26 4.25                | CUSIP: 135087VS0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    5136420 | PA      | $3812814.43    | 0.76%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO DEUTSCHE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -9637500 | PA      | $-9651592.17   | -1.92%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG SR UNSECURED REGS 09/29 0.65               | CUSIP: ACI1FB9Q6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $209853.88     | 0.04%             | 2029-09-10      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-OAT FUTURE   JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -133 | NC      | $577703.51     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-454.32       | -0.00%            |  |  |  | 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        |   21508932 | PA      | $21356622.95   | 4.24%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ACADIA REALTY TRUST                                                | ACADIA REALTY TRUST REIT USD.001                        | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      25394 | NS      | $485533.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORPORATION                                         | TERRENO REALTY CORP REIT USD.01                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      20027 | NS      | $1230058.34    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | REVERSE REPO JPM CHASE                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -502500 | PA      | $-503497.18    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIS RESIDENTIAL INC                                              | VERIS RESIDENTIAL INC REIT USD.01                       | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |       1381 | NS      | $26059.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORPORATION                                          | REALTY INCOME CORP REIT USD1.0                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     173305 | NS      | $10602799.90   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $113812.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-38220.93     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9.53         | -0.00%            |  |  |  | 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        |    1857178 | PA      | $236559.59     | 0.05%             | 2043-10-01      | Fixed         | 0.50%                 | 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        |     413888 | PA      | $481200.70     | 0.10%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-6265.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/32 0.125                             | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13257160 | PA      | $12204772.04   | 2.42%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR1                                   | GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1                | CUSIP: 3623414A4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20606 | PA      | $19562.50      | 0.00%             | 2036-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $200.76        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-40.40        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                               | LXP INDUSTRIAL TRUST REIT USD.0001                      | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      11362 | NS      | $525606.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-248.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL BN5342 FN 03/49 FIXED 4                       | CUSIP: 3140JM5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40790 | PA      | $39069.49      | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $5284.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $5887.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL RJ2269 FR 05/54 FIXED 5.5             | CUSIP: 3142GSQX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1755287 | PA      | $1765905.52    | 0.35%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-4                                    | BEAR STEARNS ALT A TRUST BALTA 2005 4 23A1              | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     211625 | PA      | $204725.88     | 0.04%             | 2035-05-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MDPK-2021-39A                                                      | MADISON PARK FUNDING LTD MDPK 2021 39A AR 144A          | CUSIP: 55821LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     400000 | PA      | $400547.74     | 0.08%             | 2034-10-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $507.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO LTD 2016-1A                                       | TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A                 | CUSIP: 87229WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     839282 | PA      | $840158.52     | 0.17%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO JPM CHASE                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -8425625 | PA      | $-8445865.22   | -1.68%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $18571.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $67635.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CHF SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-2484.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-666760.22    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -13400000 | NC      | $-32112.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BUXL 30Y BND JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         32 | NC      | $-48858.62     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1724.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                                        | SUMMIT HOTEL PROPERTIES INC REIT                        | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |       1764 | NS      | $7796.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                                 | EQUITY RESIDENTIAL REIT USD.01                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      63545 | NS      | $3758686.75    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-1575.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $33375.45      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-34090.45     | -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      | $-12673.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $28788.79      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-642.89       | -0.00%            |  |  |  | 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      | $-706923.82    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $183701.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $51000.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $68.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-22.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+65 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-7990257.07   | -1.59%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-887.86       | -0.00%            |  |  |  | No            |                  2 | 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      | $5381.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS CORPORATION                                        | REGENCY CENTERS CORP REIT USD.01                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      29425 | NS      | $2226295.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/4.07500 03/31/26-28Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $50086.36      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-360.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2370.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-254.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMARTSTOP SELF STORAGE REIT INC                                    | SMARTSTOP SELF STORAGE REIT REIT                        | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      10755 | NS      | $325661.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $436.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $125346.62     | 0.02%             |  |  |  | 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        |    1247680 | PA      | $901402.01     | 0.18%             | 2035-07-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $1826.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-4665.41      | -0.00%            |  |  |  | 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        |       6972 | PA      | $6306.65       | 0.00%             | 2036-10-26      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $14.79         | 0.00%             |  |  |  | No            |                  2 | 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      | $143971.79     | 0.03%             |  |  |  | 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        |    1011706 | PA      | $1019671.58    | 0.20%             | 2068-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL BM2007 FN 09/48 FIXED VAR                     | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14187 | PA      | $13594.77      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BXP INC                                                            | BXP INC REIT USD.01                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      21959 | NS      | $1139672.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT COP SOLD USD 20260916                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $7725.50       | 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      | $5439497.76    | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-6096.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN EUR CLO 5A                                            | BLUEMOUNTAIN EUR CLO BLUME 5A A 144A                    | CUSIP: ACI1GHFQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1845250 | PA      | $2135045.61    | 0.42%             | 2033-01-15      | Floating      | 2.93%                 | 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      | $10438.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $47504.60      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | US 5YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        174 | NC      | $-269244.72    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN EURO CLO 20-74A                                             | DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A AR 144A         | CUSIP: ACI2Z96Y3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2600000 | PA      | $3003489.19    | 0.60%             | 2039-10-18      | Floating      | 3.29%                 | No            |                  2 | 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        |      30000 | PA      | $28992.93      | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | 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        |      35155 | PA      | $30342.25      | 0.01%             | 2036-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                          | HOST HOTELS + RESORTS INC REIT USD.01                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     140569 | NS      | $2693302.04    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 2            | CUSIP: ACI22BXB4<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.22          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                               | HEALTHCARE REALTY TRUST INC REIT USD.01                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      69036 | NS      | $1172921.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-22898.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                                           | ESSEX PROPERTY TRUST INC REIT USD.0001                  | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       9637 | NS      | $2332154.00    | 0.46%             |  |  |  | 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        |   28587593 | PA      | $28587122.29   | 5.68%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $102792.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $10776.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS INC                                       | SUNSTONE HOTEL INVESTORS INC REIT USD.01                | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      35701 | NS      | $321666.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | IRS EUR 2.75000 09/16/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-1539278.57   | -0.31%            |  |  |  | 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        |    2370150 | PA      | $2410941.75    | 0.48%             | 2035-01-15      | Fixed         | 2.12%                 | 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        |    7255010 | PA      | $7293433.55    | 1.45%             | 2034-07-15      | Fixed         | 1.88%                 | 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        |    8338384 | PA      | $1034830.41    | 0.21%             | 2053-10-01      | Fixed         | 1.50%                 | 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      | $4570.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | AUST 10Y BOND FUT JUN26 XSFE 20260615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         85 | NC      | $-39270.52     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-4130.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-15543.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT A/S COVERED REGS 10/43 0.5          | CUSIP: ACI1RMVS0<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.20          | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | 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        |     103260 | PA      | $85406.45      | 0.02%             | 2044-02-15      | Fixed         | 1.38%                 | 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      | $-24737.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                              | ESSENTIAL PROPERTIES REALTY REIT USD.01                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      32156 | NS      | $976256.16     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $4779.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $1177.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NETSTREIT CORP                                                     | NETSTREIT CORP REIT USD.01                              | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |       1540 | NS      | $28998.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1592.67       | 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        |     917000 | NS      | $919705.15     | 0.18%             |  |  |  | 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      | $3045079.94    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO DEUTSCHE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -19429875 | PA      | $-19486847.71  | -3.87%            |  |  |  | No            |                  2 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC                                      | INDEPENDENCE REALTY TRUST IN REIT USD.01                | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      23797 | NS      | $354337.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-19371.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFRF USD SF+26.161/1.8* 11/21/23-30Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-499511.22    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-27.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 04/47 2.5               | CUSIP: ACI0B2V53<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |       6124 | PA      | $878.71        | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-2440.86      | -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        |      78435 | PA      | $90750.01      | 0.02%             | 2032-01-20      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $2406.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $1629.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH RLTY INCM TR                                      | UNIVERSAL HEALTH RLTY INCOME REIT USD.01                | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |        221 | NS      | $8943.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1381.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $188.11        | 0.00%             |  |  |  | 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        |   29199093 | PA      | $27955392.96   | 5.55%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1021.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-843.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $127660.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1027.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                               | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     145099 | PA      | $18132.48      | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/54 2.125                             | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     105966 | PA      | $93532.32      | 0.02%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $358.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-3128.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1                            | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1       | CUSIP: 83612TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2542864 | PA      | $1762233.72    | 0.35%             | 2037-06-25      | Floating      | 3.99%                 | 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      | $25928.05      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/4.01000 03/31/26-28Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $102217.21     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-10667.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2005-HE2                                       | ACE SECURITIES CORP. ACE 2005 HE2 M6                    | CUSIP: 004421MH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1144000 | PA      | $1053688.29    | 0.21%             | 2035-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT SEK SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-14290.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP                                               | SL GREEN REALTY CORP REIT USD.01                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       9658 | NS      | $356766.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1509.91       | 0.00%             |  |  |  | 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        |     142814 | PA      | $139071.16     | 0.03%             | 2035-05-19      | Floating      | 4.23%                 | 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        |    2981884 | PA      | $1174516.07    | 0.23%             | 2037-09-25      | Floating      | 4.89%                 | 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        |    5016312 | PA      | $643169.80     | 0.13%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-1072.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $22.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 803338 FN 09/44 FLOATING VAR                  | CUSIP: 31405YPX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2014 | PA      | $2038.04       | 0.00%             | 2044-09-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY TRUST INC                                         | AMERICOLD REALTY TRUST INC REIT USD.01                  | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |      26426 | NS      | $302841.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $6749.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $483.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-17896.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $82.87         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40200000 | PA      | $38736696.28   | 7.70%             | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1571.42      | -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        |     992813 | PA      | $983302.19     | 0.20%             | 2036-10-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| UMH PROPERTIES INC                                                 | UMH PROPERTIES INC REIT USD.1                           | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |       1394 | NS      | $20115.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $29907.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $64.85         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                            | PEBBLEBROOK HOTEL TRUST REIT USD.01                     | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      21823 | NS      | $275624.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | JPN 10Y BOND(OSE) JUN26 XOSE 20260615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         -9 | NC      | $58705.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT NZD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-17900.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE INC                                           | BROADSTONE NET LEASE INC REIT USD.00025                 | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      51629 | NS      | $943261.83     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH PROPERTIES                                               | JBG SMITH PROPERTIES REIT USD.01                        | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1007 | NS      | $14712.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3 | SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1         | CUSIP: 84751XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6013426 | PA      | $2936022.61    | 0.58%             | 2037-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 1.2425 08/15/19-20Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-275034.82    | -0.05%            |  |  |  | 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        |       2074 | PA      | $1913.23       | 0.00%             | 2036-04-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT A/S COVERED REGS 10/47 2.5          | CUSIP: ACI09WV27<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       1469 | PA      | $210.69        | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-ABC1                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 ABC1 A3         | CUSIP: 23242NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2604303 | PA      | $2209480.25    | 0.44%             | 2036-05-25      | Floating      | 4.27%                 | 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      | $1627917.95    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $3676.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO V DAC 5A                                        | HAYFIN EMERALD CLO HAYEM 5A AR 144A                     | CUSIP: ACI2RYDM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1100000 | PA      | $1271967.72    | 0.25%             | 2037-11-17      | Floating      | 3.19%                 | 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        |    9494680 | PA      | $8929423.44    | 1.77%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $7631.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $524.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD DKK BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-18434.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $18184.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-22265.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-WMC1                                              | GSAMP TRUST GSAMP 2005 WMC1 M1                          | CUSIP: 362341PU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14410 | PA      | $14330.16      | 0.00%             | 2035-09-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/30 1.625                             | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64669179 | PA      | $65337585.41   | 12.98%            | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-11.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.379 07/09/18-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-386077.52    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-18462.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BANK OF MONTREAL REVERSE REPO.             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2374250 | PA      | $-2379485.23   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-360.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                                               | VORNADO REALTY TRUST REIT USD.04                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19907 | NS      | $517382.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-21806.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-15726.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE BANCORP TRUST 2007-OA1                                    | ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1                 | CUSIP: 01852TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1169976 | PA      | $1052182.26    | 0.21%             | 2037-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CENTERSPACE                                                        | CENTERSPACE REIT                                        | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       3222 | NS      | $185103.90     | 0.04%             |  |  |  | No            |                  1 | 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        |        230 | PA      | $233.05        | 0.00%             | 2035-05-25      | Floating      | 6.49%                 | 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        |        302 | PA      | $43.37         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $5062.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                   | NELNET STUDENT LOAN TRUST NSLT 2026 A A1B 144A          | CUSIP: 64032UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1246785 | PA      | $1253380.26    | 0.25%             | 2061-02-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES INC                                                | SUN COMMUNITIES INC REIT USD.01                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      22247 | NS      | $2802232.12    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-5947.98      | -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        |   31790232 | PA      | $31613158.50   | 6.28%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MACERICH CO/THE                                                    | MACERICH CO/THE REIT USD.01                             | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      59765 | NS      | $1129558.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-3184.55      | -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        |    1237830 | PA      | $1416882.15    | 0.28%             | 2030-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1802.30       | 0.00%             |  |  |  | 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      | $-48777.88     | -0.01%            |  |  |  | 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        |      32286 | PA      | $22592.18      | 0.00%             | 2036-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                            | UDR INC REIT USD.01                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      47025 | NS      | $1588504.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1631.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BTP FUTURE   JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        148 | NC      | $-558620.43    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $3495.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CHF SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-4266.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-9.04         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-1863.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260410                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2953.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                       | DIVERSIFIED HEALTHCARE TRUST REIT USD.01                | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     113264 | NS      | $752072.96     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-801.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                         | JAPAN GOVT CPI LINKED BONDS 03/34 0.005                 | CUSIP: ACI2P6LT4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   84259200 | PA      | $511538.64     | 0.10%             | 2034-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST                                                  | RLJ LODGING TRUST REIT                                  | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      28910 | NS      | $214512.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | US LONG BOND(CBT) JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -501 | NC      | $1882023.35    | 0.37%             |  |  |  | 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      | $99860.55      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-800.05       | -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        |     414318 | PA      | $297986.25     | 0.06%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-277.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON & COMPANY INC                                      | PHILLIPS EDISON + COMPANY IN REIT USD.01                | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      19091 | NS      | $714385.22     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                                               | GLOBAL NET LEASE INC REIT USD.01                        | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      38562 | NS      | $360940.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSFB MORTGAGE SECURITIES CORP 2005-9                               | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 5A1          | CUSIP: 2254585Y0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146111 | PA      | $59815.98      | 0.01%             | 2035-10-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BANK OF MONTREAL REVERSE REPO.             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -31138250 | PA      | $-31223032.54  | -6.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-4375.74      | -0.00%            |  |  |  | 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      | $355496.96     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-524.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD COP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-18619.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-21                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A           | CUSIP: 12667LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      33516 | PA      | $32646.14      | 0.01%             | 2035-05-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-363.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-301.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $4233.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO DEUTSCHE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -6266000 | PA      | $-6271249.51   | -1.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260423                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-484.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD                            | GOLDENTREE LOAN MANAGEMENT US GLM 2020 8A ARR 144A      | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2002439.60    | 0.40%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-10877.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2006-KS7                              | RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1         | CUSIP: 75406XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1165934 | PA      | $1160834.85    | 0.23%             | 2036-09-25      | Floating      | 4.07%                 | 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        |         18 | PA      | $2.39          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1904.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $314485.55     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INCORPORATED                            | COMMUNITY HEALTHCARE TRUST I REIT USD.01                | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |        441 | NS      | $7007.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.32500 07/06/26-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $21772.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES INC (AKA: GAYLORD ENTERTAINMENT CO)   | RYMAN HOSPITALITY PROPERTIES REIT USD.01                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      12025 | NS      | $1109546.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SILA REALTY TRUST INC                                              | SILA REALTY TRUST INC REIT USD.01                       | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               | CORP              | US        |        966 | NS      | $22874.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $8184.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA EURO CLO II DAC                                               | VOYA EURO CLO VOYE 2A AR 144A                           | CUSIP: ACI1YXDJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     700000 | PA      | $808105.87     | 0.16%             | 2035-07-15      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $3780.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $746.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $14064.20      | 0.00%             |  |  |  | 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        |    1200000 | PA      | $123940.48     | 0.02%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC                                    | FOUR CORNERS PROPERTY TRUST REIT USD.0001               | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |       1823 | NS      | $43113.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 3.13 05/15/22-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $28666.39      | 0.01%             |  |  |  | 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        |      83040 | PA      | $77337.03      | 0.02%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+54 MYI                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-5457027.86   | -1.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $5381.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2005-4                                 | HOME EQUITY ASSET TRUST HEAT 2005 4 M6                  | CUSIP: 437084LR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     959229 | PA      | $959739.89     | 0.19%             | 2035-10-25      | Floating      | 4.87%                 | 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        |   30070612 | PA      | $30880366.07   | 6.14%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $95.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV 2007-HE2                                | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2B        | CUSIP: 59024LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5156883 | PA      | $1429997.01    | 0.28%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-209.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC                                      | REXFORD INDUSTRIAL REALTY IN REIT USD.01                | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      44063 | NS      | $1442181.99    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 1.954 06/03/19-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1091255.98   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-R2                                     | COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A           | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9257 | PA      | $9025.75       | 0.00%             | 2035-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1172.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO JPM CHASE                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -14108500 | PA      | $-14140918.20  | -2.81%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1015.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                       | NNN REIT INC REIT USD.01                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      37141 | NS      | $1561036.23    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | REVERSE REPO JPM CHASE                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -119026312 | PA      | $-119375324.10 | -23.72%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-16805.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                            | EXTRA SPACE STORAGE INC REIT USD.01                     | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      41717 | NS      | $5470350.21    | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $22.44         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/28 1.75                              | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13218345 | PA      | $13411516.71   | 2.66%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $3595.02       | 0.00%             |  |  |  | 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        |   28818562 | PA      | $29275039.60   | 5.82%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $16587.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL FOUR CLO IV DAC 4A                                         | CAPITAL FOUR CLO CFOUR 4A ARR 144A                      | CUSIP: ACI38L038<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2600000 | PA      | $2996100.88    | 0.60%             | 2038-04-15      | Floating      | 3.19%                 | 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      | $206723.82     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                                           | HIGHWOODS PROPERTIES INC REIT USD.01                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      12853 | NS      | $275182.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $6135.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                        | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     668515 | PA      | $6510671.43    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES INC                                            | MILLROSE PROPERTIES W/I REIT USD.01                     | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      27756 | NS      | $777168.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                                  | NATIONAL STORAGE AFFILIATES REIT USD.01                 | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |      13895 | NS      | $524397.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-1816.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS EUR 3.00000 09/16/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $177133.80     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $3208.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260429                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-493.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART                                                          | CUBESMART REIT USD.01                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      44236 | NS      | $1621249.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | US TREASURY N/B 08/45 4.875                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      79000 | PA      | $78759.30      | 0.02%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.47 07/15/22-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $4812.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-5252.13      | -0.00%            |  |  |  | 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        |    3933540 | PA      | $471614.75     | 0.09%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-2152.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2006-AM2                       | MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A3          | CUSIP: 57645FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     709867 | PA      | $668482.91     | 0.13%             | 2036-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5             | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     313664 | PA      | $315513.26     | 0.06%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $3269.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                          | HEALTHPEAK PROPERTIES INC REIT USD1.0                   | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     136063 | NS      | $2235515.09    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                           | NATL HEALTH INVESTORS INC REIT USD.01                   | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       9158 | NS      | $740515.88     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT ZAR SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-22669.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-75.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $6548.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-309.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-25115.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $1720.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR          | CUSIP: 3128NFFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15055 | PA      | $15350.20      | 0.00%             | 2036-07-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-234.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $4367.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260430                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-891.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-14085.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                                          | AMERICAN ASSETS TRUST INC REIT USD.01                   | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        820 | NS      | $15096.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-7851.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | US 2YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -380 | NC      | $417619.77     | 0.08%             |  |  |  | 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        |    1784289 | PA      | $1324847.82    | 0.26%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+43 JPM                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-676401.81    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260423                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-598.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-258.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9          | COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5                 | CUSIP: 12669GFK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53934 | PA      | $54618.16      | 0.01%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $470.06        | 0.00%             |  |  |  | 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        |   -1700000 | NC      | $-22950.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1030.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2751.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $29.16         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $4027.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.80100 03/31/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $11958.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                     | FREMONT HOME LOAN TRUST FHLT 2006 C 1A1                 | CUSIP: 35729TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     343748 | PA      | $319096.77     | 0.06%             | 2036-10-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.62 11/15/23-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-28647.10     | -0.01%            |  |  |  | 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        |  729459511 | PA      | $4612410.57    | 0.92%             | 2028-03-10      | Fixed         | 0.10%                 | 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        |    3087473 | PA      | $2951969.69    | 0.59%             | 2040-04-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 806506 FN 10/44 FLOATING VAR                  | CUSIP: 31406DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2301 | PA      | $2329.08       | 0.00%             | 2044-10-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $679.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260403                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-962.25       | -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        |   22413707 | PA      | $22354405.93   | 4.44%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                                    | FEDERAL REALTY INVS TRUST REIT USD.01                   | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      16997 | NS      | $1805251.37    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN GOVT                                                         | JAPAN GOVT CPI LINKED BONDS 03/29 0.1                   | CUSIP: ACI1BXN03<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1549824920 | PA      | $9736148.48    | 1.93%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-SCHATZ FUT   JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        223 | NC      | $-91071.61     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $7713.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFRF USD SF+26.161/1.84 11/21/23-5Y LCH                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $274948.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LN TR INC 2007-AMC4                                 | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1        | CUSIP: 17313BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3182298.34    | 0.63%             | 2037-05-25      | Floating      | 4.20%                 | 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        |       2938 | PA      | $2683.05       | 0.00%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $789.21        | 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        |    3337261 | PA      | $1042414.25    | 0.21%             | 2036-07-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $39147.60      | 0.01%             |  |  |  | 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      | $-16784.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT DKK SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $18459.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1167.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-3826.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTAS INC                                                         | VENTAS INC REIT USD.25                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     102784 | NS      | $8405675.52    | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -10100000 | NC      | $-126304.28    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2005-W1                                      | ARGENT SECURITIES INC. ARSI 2005 W1 A1                  | CUSIP: 040104MX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     229592 | PA      | $212512.50     | 0.04%             | 2035-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-50987.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                         | MARRIOTT INTERNATIONAL  CL A COMMON STOCK USD.01        | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       1182 | NS      | $386596.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                   | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1                | CUSIP: 362341RT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        127 | PA      | $127.72        | 0.00%             | 2035-09-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-GEL4                                | STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A   | CUSIP: 86361NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     455476 | PA      | $455916.75     | 0.09%             | 2036-10-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1295.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-2161.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC                                 | EASTERLY GOVERNMENT PROPERTI REIT USD.01                | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |       8474 | NS      | $181597.82     | 0.04%             |  |  |  | No            |                  1 | 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        |      59843 | PA      | $56155.39      | 0.01%             | 2037-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| STAG INDUSTRIAL INC                                                | STAG INDUSTRIAL INC REIT USD.01                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      36190 | NS      | $1305011.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/28 0.5                               | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29928588 | PA      | $29704658.11   | 5.90%             | 2028-01-15      | Fixed         | 0.50%                 | 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        |   19280136 | PA      | $18358418.25   | 3.65%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $70513.09      | 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      | $-889.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $3622.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-3254.66      | -0.00%            |  |  |  | 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      | $66321.53      | 0.01%             |  |  |  | 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        |     490495 | PA      | $478628.66     | 0.10%             | 2036-06-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-94.33        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| URBAN EDGE PROPERTIES                                              | URBAN EDGE PROPERTIES REIT USD.01                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1932 | NS      | $38601.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD COP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-22454.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT SGD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-190.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE STATE REALTY TRUST INC                                      | EMPIRE STATE REALTY TRUST A REIT USD.01                 | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |       2391 | NS      | $12433.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-102.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $8146.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $382.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-5066.20      | -0.00%            |  |  |  | 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      | $2441265.51    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $3752.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1475.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -10100000 | NC      | $-34348.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2004-HYB2                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A        | CUSIP: 17307GEC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      16005 | PA      | $14989.22      | 0.00%             | 2034-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $28911.43      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $2492.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                          | AVALONBAY COMMUNITIES INC REIT USD.01                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      25966 | NS      | $4241546.10    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | REVERSE REPO DEUTSCHE REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1944000 | PA      | $-1945224.72   | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/27 0.375                             | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9356854 | PA      | $9375869.59    | 1.86%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                                    | EQUITY LIFESTYLE PROPERTIES REIT USD.01                 | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      34638 | NS      | $2162103.96    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CITIGROUP REVERSE REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -133204005 | PA      | $-133204005.00 | -26.47%           |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                           | SERVICE PROPERTIES TRUST REIT USD.01                    | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |      30511 | NS      | $41342.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A1                                | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9          | CUSIP: 761136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     204940 | PA      | $59439.95      | 0.01%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-29196.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-517.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1021.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/34 1.75                              | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3173940 | PA      | $3161749.56    | 0.63%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-168.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $463.57        | 0.00%             |  |  |  | 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        |        420 | PA      | $400.89        | 0.00%             | 2035-12-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-15581.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1403.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARVEST CLO XXI DAC 21A                                            | HARVEST CLO HARVT 21A A1R 144A                          | CUSIP: ACI1WSV44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     270165 | PA      | $312594.56     | 0.06%             | 2031-07-15      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC                                     | NEXPOINT RESIDENTIAL REIT USD.01                        | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |        375 | NS      | $9375.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.33675 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $7571.12       | 0.00%             |  |  |  | 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        |     758970 | PA      | $430169.12     | 0.09%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC SUBORDINATED REGS 03/40 6             | CUSIP: 959UCZII7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1126000 | PA      | $1428913.34    | 0.28%             | 2040-03-29      | 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        |      59859 | PA      | $59505.96      | 0.01%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $10532.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                                                 | CARETRUST REIT INC REIT USD.01                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      58308 | NS      | $2136988.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1983.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $35.75         | 0.00%             |  |  |  | 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      | $1502780.88    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT COP SOLD USD 20260818                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $3378.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $200.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-3240.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $2334.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $17.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 10/29 1.625                             | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54778150 | PA      | $55661789.48   | 11.06%            | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-21447.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $271.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-2                               | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1          | CUSIP: 863579V47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      54473 | PA      | $43638.78      | 0.01%             | 2036-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-1434.00      | -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      | $-1226.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 10/30 1.125                             | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35892780 | PA      | $35582390.72   | 7.07%             | 2030-10-15      | Fixed         | 1.12%                 | 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        |   16023906 | PA      | $17291404.66   | 3.44%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.3625 11/15/23-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $23129.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT SGD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-40159.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AGREE REALTY CORPORATION                                           | AGREE REALTY CORP REIT USD.0001                         | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      19886 | NS      | $1499006.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-387.53       | -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        |  -13400000 | NC      | $-198263.82    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BANK OF AMERICA REVERSE REPO               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -1149750 | PA      | $-1153964.15   | -0.23%            |  |  |  | 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        |   28455436 | PA      | $29467729.60   | 5.85%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TRY SOLD USD 20260401                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $3926.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC                                      | HUDSON PACIFIC PROPERTIES IN REIT USD.01                | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               | CORP              | US        |       1075 | NS      | $6353.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | IRS EUR 2.12000 09/03/25-2Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-31748.21     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $106.01        | 0.00%             |  |  |  | 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        |     486595 | PA      | $358878.39     | 0.07%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $298.36        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                     | PUBLIC STORAGE REIT USD.1                               | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      31001 | NS      | $8397550.88    | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/27 2.375                             | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13723652 | PA      | $13965451.26   | 2.77%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC                                               | INVITATION HOMES INC REIT USD.01                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      86860 | NS      | $2158471.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                            | BRANDYWINE REALTY TRUST REIT USD.01                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |       2835 | NS      | $7682.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-104.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2006-FF18                                  | FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF18 A1         | CUSIP: 32029AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     892578 | PA      | $868425.23     | 0.17%             | 2037-12-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $15639.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $97.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BOBL FUTURE  JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          5 | NC      | $-10523.79     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TRUST 2005-HE2                                               | GSAMP TRUST GSAMP 2005 HE2 M2                           | CUSIP: 36242DA60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     354457 | PA      | $344081.86     | 0.07%             | 2035-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                        | EQUINIX INC REIT USD.001                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      18325 | NS      | $17962898.00   | 3.57%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $10443.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $215.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2683.73       | 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        |     236328 | PA      | $81893.85      | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                      | HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01        | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       1276 | NS      | $388006.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                                    | DIAMONDROCK HOSPITALITY CO REIT USD.01                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      38768 | NS      | $363256.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-845.98       | -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      | $-1309.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                | ALEXANDRIA REAL ESTATE EQUIT REIT USD.01                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      30118 | NS      | $1398077.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $258486.63     | 0.05%             |  |  |  | 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        |    8102560 | PA      | $8065471.67    | 1.60%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | MLPIREIS TRS EQUITY FEDL01+50 BOA                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $108092.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | MLPIREIL TRS EQUITY FEDL01+65 BOA                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $394544.62     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer