# EDGAR Filing Document

**Accession Number:** 0001479360
**File Stem:** 0001099263-26-003107
**Filing Date:** 2026-3
**Character Count:** 470429
**Document Hash:** 72829949294671de0125fdb885e98d0c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-003107.hdr.sgml**: 20260302

**ACCESSION NUMBER**: 0001099263-26-003107

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260302

**DATE AS OF CHANGE**: 20260302

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO Equity Series
- **CENTRAL INDEX KEY:** 0001479360

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22375
- **FILM NUMBER:** 26705932

**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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO Funds Equity Trust
- **DATE OF NAME CHANGE:** 20091223

## Series and Classes Contracts Data

### PIMCO Dividend and Income Fund (Series ID: S000034646)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000106724 | Institutional Class | PQIIX           |
| C000106725 | I-2                 | PQIPX           |
| C000106728 | Class A             | PQIZX           |
| C000106729 | Class C             | PQICX           |

## 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 Equity Series

- **b. Investment Company Act file number:** 811-22375

- **c. CIK number of Registrant:** 0001479360

- **d. LEI of Registrant:** 549300ZSNZVZHKC5OG19

- **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 Dividend and Income Fund

- **b. EDGAR series identifier (if any):** S000034646

- **c. LEI of Series:** YCQRZRQ961D14WOYVN37

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

- **a. Date of fiscal year-end:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $374053221.95

**Total Liabilities:** $145024970.24

**Net Assets:** $229028251.71

**Cash Not Reported:** $2196611.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9087.543100 | **1-Year:** 12152.680000 | **5-Year:** 29607.497400 | **10-Year:** 4762.172200 | **30-Year:** -987.260100

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

- **3-Month:** 3060.738700 | **1-Year:** 1570.653600 | **5-Year:** 4088.657000 | **10-Year:** 474.588400 | **30-Year:** 0.726700

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000106728 | 0.36%                | 2.14%                | 1.25%                |
| Class ID C000106729 | 0.29%                | 2.08%                | 1.18%                |
| Class ID C000106725 | 0.36%                | 2.13%                | 1.31%                |
| Class ID C000106724 | 0.43%                | 2.20%                | 1.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $894758.35               | $-1184576.58                               |
| Month 2  | $1196568.29              | $2913067.58                                |
| Month 3  | $1652057.50              | $389547.50                                 |

**Designated Index Information**

- **Index Name:** 50% Bloomberg US Aggregate Total Return Unhedged USD Index, 50% MSCI ACWI High Dividend Yield Net Total Return Index

- **Index Identifier:** LBUSTRUU, M1ACWIHD

### 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                                                                     | RFR USD SOFR/3.75000 06/20/24-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-16694.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2006-AA3                  | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 AA3 A1          | CUSIP: 320516AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87792 | PA      | $69098.49     | 0.03%             | 2036-06-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-1351.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $3399.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDUSTRIA DE DISENO TEXTIL SA (INDITEX)                                 | INDUSTRIA DE DISENO TEXTIL COMMON STOCK EUR.03            | CUSIP: ACI08XL68<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     11593 | NS      | $764728.32    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.08500 03/31/26-28Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3499.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2007-QS5                                 | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS5 A1           | CUSIP: 74923JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165522 | PA      | $137511.67    | 0.06%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2025-2                                     | DRIVE AUTO RECEIVABLES TRUST DRIVE 2025 2 A3              | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501412.00    | 0.22%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $1615.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.07800 04/29/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2672.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.64750 01/08/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $816.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-CA                                       | NELNET STUDENT LOAN TRUST NSLT 2025 CA A1B 144A           | CUSIP: 64035UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477827 | PA      | $481855.40    | 0.21%             | 2065-06-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $0.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC                                                              | PFIZER INC COMMON STOCK USD.05                            | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     86205 | NS      | $2146504.50   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CDX HY43 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $69725.99     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260218                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $981.47       | 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        |      2850 | NS      | $84531.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.50000 12/20/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-3842.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUT+5.89/-0.0200 3/20/21-8Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $50607.12     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2900000 | PA      | $2563441.43   | 1.12%             | 2056-02-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $144.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-D                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 D A1B 144A        | CUSIP: 83207QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    659690 | PA      | $655323.78    | 0.29%             | 2053-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260521                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-9.80        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KWD BOUGHT USD 20290502                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $3161.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                                                 | XBP GLOBAL HOLDINGS INC COMMON STOCK                      | CUSIP: 98400V200<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |        92 | NS      | $626.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL QE2230 FR 05/52 FIXED 3                 | CUSIP: 3133BBPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29053 | PA      | $25745.49     | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LUGO FUNDING DAC 24-1A                                                  | LUGO FUNDING DAC LUGO 2024 1A A 144A                      | CUSIP: ACI2S0075<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    339365 | PA      | $399409.54    | 0.17%             | 2066-05-26      | Floating      | 3.06%                 | 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      | $-19195.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | REPUBLIC OF SOUTH AFRICA BONDS 02/31 7                    | CUSIP: S69124NF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   4600000 | PA      | $271761.11    | 0.12%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.39500 10/17/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2558.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EBAY INC                                                                | EBAY INC COMMON STOCK USD.001                             | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     10006 | NS      | $871522.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.3* 7/20/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $13444.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.50 7/12/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3485.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRA INTERNATIONAL TBK PT                                              | ASTRA INTERNATIONAL TBK PT COMMON STOCK IDR50.0           | CUSIP: B800MQ901<br>LEI: 529900L49TRJOMG4DK47 | Long             | EC               | CORP              | ID        |    431400 | NS      | $173145.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.30000 06/14/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-5349.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO THE BANK OF NOVA REVERSE REPO                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -8384500 | PA      | $-8398229.62  | -3.67%            |  |  |  | No            |                  2 | On Loan: No      |
| RYANAIR HOLDINGS PUBLIC LIMITED COMPANY                                 | RYANAIR HOLDINGS PLC COMMON STOCK EUR.006                 | CUSIP: BYTBXV906<br>LEI: 635400BR2ROC1FVEBQ56 | Long             | EC               | CORP              | IE        |     18395 | NS      | $634215.00    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/27 0.375                               | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13311 | PA      | $13158.38     | 0.01%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260112                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-91.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/2.00 9/10/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6205.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-3               | GM FINANCIAL SECURITIZED TERM GMCAR 2024 3 A3             | CUSIP: 38013KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $808655.28    | 0.35%             | 2029-04-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.41000 08/07/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $615.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| H&M HENNES & MAURITZ AB                                                 | HENNES + MAURITZ AB B SHS COMMON STOCK                    | CUSIP: 568743900<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |      8954 | NS      | $179472.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.55100 09/17/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1994.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | PEMEX LCDS SP DUB                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1427.65      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                              | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     80255 | NS      | $3268786.15   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $29.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.41000 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $3386.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARC RESOURCES LTD                                                       | ARC RESOURCES LTD COMMON STOCK                            | CUSIP: 00208D960<br>LEI: 5493000OCGNQZEVTDT08 | Long             | EC               | CORP              | CA        |     13146 | NS      | $246628.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 07/32 4                                   | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1809738.29   | 0.79%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2001-HE17                                 | CREDIT SUISSE FIRST BOSTON MOR CSFB 2001 HE17 A1          | CUSIP: 22540A7A0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288002 | PA      | $286185.96    | 0.12%             | 2032-01-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-380.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTMET GROUP HOLDINGS LLC                                              | EQTYWM927 WESTMORELAND MINING                             | CUSIP: 952XGJII0<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       165 | NS      | $462.91       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | HEALTHPEAK PROPERTIES INC REIT USD1.0                     | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     31785 | NS      | $511102.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PFP 2024-11 LTD                                                         | PFP III PFP 2024 11 A 144A                                | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    212515 | PA      | $213185.34    | 0.09%             | 2039-09-17      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.68400 01/03/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $528.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260108                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-1561.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                                    | BANCO DE SABADELL SA COMMON STOCK EUR.125                 | CUSIP: B1X8QN906<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |    112931 | NS      | $445043.98    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.56500 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1269.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2024-B                   | SANTANDER BANK AUTO CREDIT LIN SBCLN 2024 B B 144A        | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222133 | PA      | $223777.99    | 0.10%             | 2033-01-18      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.7* 8/12/23-28Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $42401.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.098 03/28/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-14902.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/2.00 8/12/23-7Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12533.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-546.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-3620.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ISRAEL GOVT EM SP CBK                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $3039.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |         1 | NC      | $-83395.55    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK HAPOALIM LTD                                                       | BANK HAPOALIM BM COMMON STOCK ILS1.0                      | CUSIP: 607580909<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | EC               | CORP              | IL        |     26700 | NS      | $603875.36    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-772.94      | -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      | $-1691.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.08000 06/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2702.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMV AG                                                                  | OMV AG COMMON STOCK                                       | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      3164 | NS      | $176068.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BARRICK MINING CORPORATION                                              | BARRICK MINING CORP COMMON STOCK                          | CUSIP: 06849F959<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     16916 | NS      | $736882.18    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.70000 06/06/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-5857.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.41500 07/31/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1234.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.46382 09/03/24-25Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $15672.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2025-8 LLC                                                         | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 8 A1 144A        | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466296 | PA      | $467330.56    | 0.20%             | 2030-10-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $801.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUTK/1.00000 09/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $27598.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.30000 12/02/24-7Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1624.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.42760 07/31/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2795.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P3                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P3 A3 144A      | CUSIP: 14688GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197173 | PA      | $198517.59    | 0.09%             | 2028-08-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| PICC HOLDING COMPANY (PEOPLE'S INSURANCE CO GROUP OF CHINA LTD)         | PEOPLE S INSURANCE CO GROU H COMMON STOCK CNY1.0          | CUSIP: B8RZJZ909<br>LEI: 3003000P2JHYHQ524P66 | Long             | EC               | CORP              | CN        |    196000 | NS      | $170264.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260713                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-13.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4800000 | PA      | $4862991.46   | 2.12%             | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.03000 10/04/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2573.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.50000 12/20/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-455.85      | -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      | $-36029.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONAKTIEBOLAGET LM ERICSSON                                         | ERICSSON LM B SHS COMMON STOCK SEK5.0                     | CUSIP: 595937905<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |     63194 | NS      | $615006.11    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 13.2914 05/08/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-943.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.53500 11/06/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2936.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP GB NI 4.0 09/15/21-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-11113.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WARTSILA OYJ ABP                                                        | WARTSILA OYJ ABP COMMON STOCK                             | CUSIP: 452518905<br>LEI: 743700G7A9J1PHM3X223 | Long             | EC               | CORP              | FI        |      6174 | NS      | $218588.09    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2116.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SILA REALTY TRUST INC                                                   | SILA REALTY TRUST INC REIT USD.01                         | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               | CORP              | US        |     23319 | NS      | $543565.89    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P3 A2           | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500179.15    | 0.22%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.18249 04/04/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-14692.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260520                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-761.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/2.00 8/18/23-9Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-19626.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3                                                     | LUXCO3 SHARES COMMON STOCK                                | CUSIP: 929YHW907<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1352 | NS      | $23851.67     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| N/A                                                                     | ZCS BRL 12.8 11/28/25-01/02/31 CME                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-7597.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 11.87 03/22/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-2399.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INPEX CORPORATION                                                       | INPEX CORP COMMON STOCK                                   | CUSIP: B10RB1904<br>LEI: 353800VHYYADPR6MXQ47 | Long             | EC               | CORP              | JP        |     18700 | NS      | $374009.78    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                           | ENEL FINANCE INTL NV COMPANY GUAR 144A 09/30 4.375        | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $249137.96    | 0.11%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NGN BOUGHT USD 20260818                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |         1 | NC      | $-20.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260615                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-18.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                            | ENBRIDGE INC COMMON STOCK                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      5168 | NS      | $247185.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                 | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/27 4.3       | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401411.98    | 0.18%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTELSAT SA                                                             | SES S A COMMON STOCK                                      | CUSIP: 000000000<br>LEI: 549300YV2L21F4K80V46 | Long             | EC               | CORP              | LU        |      2890 | NS      | $44914.94     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-2027.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260129                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $984.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260108                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-115.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA CONSTRUCTION BANK CORPORATION                                     | CHINA CONSTRUCTION BANK H COMMON STOCK CNY1.0             | CUSIP: B0LMTQ900<br>LEI: 5493001KQW6DM7KEDR62 | Long             | EC               | CORP              | CN        |    800000 | NS      | $791848.07    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                        | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/29 4.2             | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198823.32    | 0.09%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS AUD 4.50000 09/18/24-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-3435.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TENAGA NASIONAL BERHAD                                                  | TENAGA NASIONAL BHD COMMON STOCK                          | CUSIP: 690461009<br>LEI: 549300FV8X6UID6I1413 | Long             | EC               | CORP              | MY        |     53900 | NS      | $182078.24    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | OIS MXN TIIE1/8.99000 12/24/24-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $1897.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $51.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTRAND LIMITED                                                       | FIRSTRAND LTD COMMON STOCK ZAR.01                         | CUSIP: 660699901<br>LEI: 529900XYOP8CUZU7R671 | Long             | EC               | CORP              | ZA        |    109493 | NS      | $600020.57    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.45000 10/31/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5516.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC CORPORATION                                                       | FANUC CORP COMMON STOCK                                   | CUSIP: 635693005<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     20300 | NS      | $789989.37    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.50 9/18/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $16278.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES LX CLO LTD 60A                                                     | ARES CLO LTD ARES 2021 60A AR 144A                        | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500153.07    | 0.22%             | 2034-07-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260311                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1341.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL BV8509 FN 05/52 FIXED 3                         | CUSIP: 3140MNN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     96455 | PA      | $85556.19     | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.60000 01/16/24-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $33022.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST 2025-3A                                             | AFFIRM MASTER TRUST AFRMT 2025 3A A 144A                  | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $492031.74    | 0.21%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260415                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $852.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 8 LTD 2019-8A                                  | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 8A A 144A        | CUSIP: 03331XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    399530 | PA      | $398671.79    | 0.17%             | 2037-07-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 3.00000 03/18/26-30Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $54858.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.072 03/27/24-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-5056.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ISRAEL GOVT EM SP CBK                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1021.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 12/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $16.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $308.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OBAYASHI CORPORATION                                                    | OBAYASHI CORP COMMON STOCK                                | CUSIP: 665640009<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     14100 | NS      | $295083.43    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.4* 07/16/23-8Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $11947.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.15500 10/02/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3448.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.48500 10/30/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1855.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETEASE INC                                                             | NETEASE INC COMMON STOCK USD.0001                         | CUSIP: BM93SF903<br>LEI: 5299004AF4DSJDB0PA32 | Long             | EC               | CORP              | KY        |     39100 | NS      | $1076234.23   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                          | REPUBLIC OF COLOMBIA SR UNSECURED 09/32 5                 | CUSIP: ACI309N04<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $282115.57    | 0.12%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.3* 07/19/23-8Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12385.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $128.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2006-6                                   | BANC OF AMERICA ALTERNATIVE LO BOAA 2006 6 CB3            | CUSIP: 059487AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32169 | PA      | $28297.89     | 0.01%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRKCM 2025-AFC1 TRUST                                                   | PRKCM TRUST PRKCM 2025 AFC1 A1A 144A                      | CUSIP: 69392YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492319 | PA      | $493547.52    | 0.22%             | 2060-10-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.42600 08/01/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1549.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $818.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WSTN TRUST 2023-MAUI                                                    | WSTN TRUST WSTN 2023 MAUI A 144A                          | CUSIP: 92943AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $509389.00    | 0.22%             | 2037-07-05      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON COMPANY                                               | JOHNSON + JOHNSON COMMON STOCK USD1.0                     | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     18291 | NS      | $3785322.45   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| PEMBINA PIPELINE CORPORATION                                            | PEMBINA PIPELINE CORP COMMON STOCK                        | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      2778 | NS      | $105730.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.55000 08/21/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1392.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1396.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.87400 03/05/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-666.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.45500 11/01/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2081.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $211.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-4A                               | GLS AUTO RECEIVABLES TRUST GCAR 2024 4A A2 144A           | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57923 | PA      | $57947.52     | 0.03%             | 2027-10-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA4697 FN 08/42 FIXED 4                         | CUSIP: 31418EGF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24100 | PA      | $23721.86     | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-2A                                                      | RCKT TRUST RCKTL 2025 2A A 144A                           | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422025 | PA      | $422525.22    | 0.18%             | 2034-11-27      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| FORTESCUE LTD                                                           | FORTESCUE LTD COMMON STOCK                                | CUSIP: 608625901<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |     38068 | NS      | $556649.21    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 5YR NOTE (CBT) MAR26 XCBT 20260331                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        56 | NC      | $-5974.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                       | U S RENAL CARE INC 2023 SUPERPRIORITY TERM LOAN           | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     13055 | PA      | $12329.12     | 0.01%             | 2028-06-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                    | DISH DBS CORP SR SECURED 144A 12/28 5.75                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196475.49    | 0.09%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260224                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1932.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                             | MEX BONOS DESARR FIX RT BONDS 05/31 7.75                  | CUSIP: 975UCXII2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2200000 | PA      | $117842.79    | 0.05%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260209                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-5497.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $411.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.7* 02/02/22-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-11153.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 06/20/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $597.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL11 LLC                                                     | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL11 A1 144A    | CUSIP: 69383AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492906 | PA      | $494141.93    | 0.22%             | 2055-10-25      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                             | LETRA TESOURO NACIONAL BILLS 04/26 0.00000                | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   7900000 | PA      | $1394590.49   | 0.61%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORPORATION                                                      | NVIDIA CORP COMMON STOCK USD.001                          | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     10231 | NS      | $1908081.50   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.37500 10/15/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2716.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-5                                        | TOWD POINT MORTGAGE TRUST TPMT 2024 5 A1A 144A            | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326880 | PA      | $328261.92    | 0.14%             | 2064-10-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                               | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9              | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     48000 | PA      | $14948.39     | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.2* 9/16/23-27Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $201580.17    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260108                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $912.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260219                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-283.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.50000 06/22/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-177.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 12/27 0.625                               | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $207994.53    | 0.09%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.58600 08/19/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1117.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260112                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-419.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $129.84       | 0.00%             |  |  |  | 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        |     96000 | PA      | $96705.00     | 0.04%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-1244.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                       | KINDER MORGAN INC COMMON STOCK USD.01                     | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      9173 | NS      | $252165.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-1099.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-7.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.23100 09/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3842.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL FA1839 FN 03/45 FIXED VAR                       | CUSIP: 3140W2BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    997894 | PA      | $1050666.73   | 0.46%             | 2045-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1A                                     | SPACE COAST CREDIT UNION SCCU 2024 1A A3 144A             | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $402801.40    | 0.18%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AB SKF                                                                  | SKF AB B SHARES COMMON STOCK SEK2.5                       | CUSIP: B1Q3J3907<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      7703 | NS      | $203889.27    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                 | BPCE SA 144A 10/29 VAR                                    | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $265336.52    | 0.12%             | 2029-10-19      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-5                                           | SLM STUDENT LOAN TRUST SLMA 2012 5 A3                     | CUSIP: 78447EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    561508 | PA      | $562348.92    | 0.25%             | 2075-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260326                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $513.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.50 7/05/23-8Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-12264.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SANOFI                                                                  | SANOFI COMMON STOCK EUR2.0                                | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      3089 | NS      | $298876.69    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260219                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-116.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2023-3A LLC                    | RESEARCH DRIVEN PAGAYA MOTOR A RPM 2023 3A A 144A         | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251568 | PA      | $251979.71    | 0.11%             | 2032-01-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1232.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.38000 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1213.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUPO MEXICO SAB DE CV                                                  | GRUPO MEXICO SAB DE CV SER B COMMON STOCK                 | CUSIP: 264367905<br>LEI: 529900JWLZAYET2ZGW20 | Long             | EC               | CORP              | MX        |     69400 | NS      | $655287.07    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST BUY CO INC                                                         | BEST BUY CO INC COMMON STOCK USD.1                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      4512 | NS      | $301988.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.53000 04/23/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $1884.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANCE INC                                     | JANE STREET GRP/JSG FIN SR SECURED 144A 05/33 6.75        | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $313336.91    | 0.14%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                     | TOWD POINT MORTGAGE TRUST TPMT 2025 CES4 A1A 144A         | CUSIP: 89170UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481607 | PA      | $483707.17    | 0.21%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.04072 08/02/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-11912.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL QE1988 FR 05/52 FIXED 3                 | CUSIP: 3133BBF53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58641 | PA      | $52007.09     | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.72500 02/07/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-173.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COLOMBIA LA SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-279.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                      | VODAFONE GROUP PLC COMMON STOCK USD.2095238               | CUSIP: ACI07KLY6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |    144101 | NS      | $192087.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                            | NIGERIA OMO BILL OMO120626                                | CUSIP: 955PDJII7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  68800000 | PA      | $43564.40     | 0.02%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | OIS MXN TIIE1/9.15000 01/06/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $3388.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/48 1                                   | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    132039 | PA      | $96561.69     | 0.04%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                  | EDP ENERGIAS DE PORTUGAL SA COMMON STOCK EUR1.0           | CUSIP: 410359905<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |     70540 | NS      | $324891.99    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| KRAFT HEINZ CO                                                          | KRAFT HEINZ CO/THE COMMON STOCK USD.01                    | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |      6266 | NS      | $151950.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 11/54 4.5                                 | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $943515.62    | 0.41%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMSURG (AMBULATORY TOPCO LLC)                                           | AMSURG EQUITY EQTYAS910                                   | CUSIP: 902RDL901<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4188 | NS      | $188098.63    | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| TIAA CLO IV LTD 2018-1A                                                 | TIAA CLO LTD TIA 2018 1A A1AR 144A                        | CUSIP: 88631YAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    149399 | PA      | $149471.91    | 0.07%             | 2032-01-20      | Floating      | 5.02%                 | 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        |    272399 | PA      | $269193.69    | 0.12%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $504.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS AUD 4.00000 09/18/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-17952.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.46000 08/02/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2837.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENDESA SA                                                               | ENDESA SA COMMON STOCK EUR1.2                             | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      6704 | NS      | $241319.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $168.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLERS FINANCE PLC                                         | MITCHELLS + BUTLERS FINA SR SECURED REGS 12/30 VAR        | CUSIP: B1FL5TII8<br>LEI: 213800E7QA1U8BF34219 | Long             | DBT              | CORP              | GB        |     44572 | PA      | $58765.83     | 0.03%             | 2030-12-15      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F062630<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $104041.25    | 0.05%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 1 LTD 2015-1A                                  | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2015 1A ARV 144A      | CUSIP: 033296AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    413438 | PA      | $410382.08    | 0.18%             | 2037-07-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF GREECE SA                                              | NATIONAL BANK OF GREECE COMMON STOCK EUR1.0               | CUSIP: ACI14S0Q0<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |     18852 | NS      | $287539.24    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.5* 7/26/23-8Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-11962.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST 2024-1A                                  | TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A       | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316994 | PA      | $318530.74    | 0.14%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/49 1                                   | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    129395 | PA      | $93189.73     | 0.04%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                     | COMMONSPIRIT HEALTH SR UNSECURED 09/30 4.352              | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19922.27     | 0.01%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.10 SP GST                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $12015.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SAMSUNG ELECTRONICS CO LTD                                              | SAMSUNG ELECTRONICS PREF PREFERENCE                       | CUSIP: 677381907<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |     17759 | NS      | $1102314.74   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWARK BSL CLO 2 LTD 2017 1A                                            | NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A              | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     69200 | PA      | $69232.46     | 0.03%             | 2030-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260219                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-1001.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-17.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.99400 07/02/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2038.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1101.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $245.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OSAKA GAS CO LTD                                                        | OSAKA GAS CO LTD COMMON STOCK                             | CUSIP: 666176003<br>LEI: 353800024KMNOPQRWZ02 | Long             | EC               | CORP              | JP        |      7600 | NS      | $264076.21    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                                                      | ALTICE FRANCE SA 2025 EXT TERM LOAN B14                   | CUSIP: BA000QF60<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |     76232 | PA      | $76311.39     | 0.03%             | 2031-05-31      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $1928.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $690.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.13 SP MYC                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $30012.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $362.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.5* 8/09/23-28Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-405906.70   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                             | LETRA TESOURO NACIONAL BILLS 07/26 0.00000                | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  10300000 | PA      | $1760642.57   | 0.77%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260108                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $20.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL RB5182 FR 09/42 FIXED 4                 | CUSIP: 3133KYXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29996 | PA      | $29519.26     | 0.01%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2024-3A                                        | OCTANE RECEIVABLES TRUST OCTL 2024 3A A2 144A             | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268093 | PA      | $269646.71    | 0.12%             | 2030-05-20      | Fixed         | 4.94%                 | 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        |   1037670 | PA      | $1042201.73   | 0.46%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                               | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7         | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    700000 | PA      | $237653.45    | 0.10%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ISUZU MOTORS LIMITED                                                    | ISUZU MOTORS LTD COMMON STOCK                             | CUSIP: 646710004<br>LEI: 529900C0QSXVCC7AR494 | Long             | EC               | CORP              | JP        |     11800 | NS      | $184163.96    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROBANK SA                                                             | EUROBANK SA COMMON STOCK EUR.22                           | CUSIP: ACI3752C2<br>LEI: 213800KGF4EFNUQKAT69 | Long             | EC               | CORP              | GR        |     55518 | NS      | $223219.46    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-HYB1                                        | SEQUOIA MORTGAGE TRUST SEMT 2025 HYB1 A1A 144A            | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447701 | PA      | $449357.43    | 0.20%             | 2055-10-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-1931.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US ULTRA BOND CBT MAR26 XCBT 20260320                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         6 | NC      | $-13040.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 09/17/25-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-6589.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 09/17/25-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-9090.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CHF SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $672.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-146.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICAN T BILLS BILLS 05/26 0.00000                 | CUSIP: ACI2XB1Q2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $23596.09     | 0.01%             | 2026-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $738.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $223.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-1456.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                   | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875         | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7369 | PA      | $6604.47      | 0.00%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $245757.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-2064.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                          | CONOCOPHILLIPS COMMON STOCK USD.01                        | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     14794 | NS      | $1384866.34   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.03683 08/07/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-2969.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                             | MEX BONOS DESARR FIX RT SR UNSECURED 11/34 7.75           | CUSIP: ACI087B66<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3880000 | PA      | $200135.39    | 0.09%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-27.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.76000 08/23/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $650.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 05/54 4.625                               | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $770687.50    | 0.34%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.4* 8/17/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $29496.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDX EM40 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1207.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260213                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-182.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO III DAC 3A                                             | INVESCO EURO CLO INVSC 3A AR                              | CUSIP: ACI2Q9953<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $470249.84    | 0.21%             | 2038-10-30      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| MEDIATEK INC                                                            | MEDIATEK INC COMMON STOCK TWD10.0                         | CUSIP: 637248907<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     33000 | NS      | $1498371.30   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.5* 7/15/23-8Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-12042.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.05750 01/07/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1149.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260319                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $722.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                   | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 5.75          | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55891 | PA      | $56260.72     | 0.02%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 9.99764 08/04/23-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-10558.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEDBANK GROUP LIMITED                                                   | NEDBANK GROUP LTD COMMON STOCK ZAR1.0                     | CUSIP: 662800903<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |      9804 | NS      | $157633.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.25000 06/21/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $13160.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP GB NI 4.14 10/15/21-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-8665.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                               | BANCO BILBAO VIZCAYA ARGENTA COMMON STOCK EUR.49          | CUSIP: 550190904<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     62909 | NS      | $1475668.91   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2A                           | WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2025 2A A2A 144A     | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $451481.49    | 0.20%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NEW WINDSTREAM WARRANTS                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         9 | NC      | $60.57        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PERU GOVT                                                               | REPUBLIC OF PERU SR UNSECURED 144A 08/31 6.95             | CUSIP: 715638BD3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    242000 | PA      | $80046.98     | 0.03%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUTK/0.711* 04/27/22-20Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $12792.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.89600 01/08/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $830.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS AUD 4.50000 06/18/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-37579.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WH GROUP LTD (AKA: SHUANGHUI INTERNATIONAL HOLDINGS LTD)                | WH GROUP LTD COMMON STOCK USD.0001                        | CUSIP: BLLHKZ904<br>LEI: 254900A4AYEDRWYSE928 | Long             | EC               | CORP              | KY        |    179500 | NS      | $199965.45    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KWD BOUGHT USD 20290702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $391.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICA TREASURY BILL SA TREASURY BILL 0 08/26       | CUSIP: ACI34G249<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    600000 | PA      | $34925.93     | 0.02%             | 2026-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 08/54 4.25                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $90443.36     | 0.04%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $-579.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.82700 05/06/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $3284.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 10/27 0.5                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $94765.63     | 0.04%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REALTEK SEMICONDUCTOR CORPORATION                                       | REALTEK SEMICONDUCTOR CORP COMMON STOCK TWD10.0           | CUSIP: 605142900<br>LEI: 5299002E7F36O00MYY75 | Long             | EC               | CORP              | TW        |     11000 | NS      | $170793.37    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INC 2005-QO3                                 | RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO3 A1           | CUSIP: 761118KU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38390 | PA      | $26793.01     | 0.01%             | 2045-10-25      | Floating      | 4.65%                 | 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        |     13560 | NS      | $256690.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK POLSKA KASA OPIEKI SA (BANK PEKAO SA)                              | BANK PEKAO SA COMMON STOCK PLN1.0                         | CUSIP: 547311902<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      4149 | NS      | $235338.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                                 | ENI SPA COMMON STOCK                                      | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     10822 | NS      | $205143.12    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS GP HOLDINGS LP                                                   | PLAINS GP HOLDINGS LP CL A LTD PART                       | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |      8101 | NS      | $155053.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.25000 06/15/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-31467.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.89000 03/03/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-400.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-4                                   | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 4 1A1           | CUSIP: 68403FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595526 | PA      | $1150474.79   | 0.50%             | 2037-04-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.2* 8/12/23-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5745.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-1552.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                    | ENDEAVOUR MINING PLC COMMON STOCK USD.01                  | CUSIP: BL6K5J907<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |      4363 | NS      | $227955.83    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 3.37000 10/09/23-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $3500.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                          | REPUBLIC OF ARGENTINA SR UNSECURED 07/30 VAR              | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    145765 | PA      | $124556.02    | 0.05%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                              | JAPAN (30 YEAR ISSUE) BONDS 03/55 2.4                     | CUSIP: ACI2W94G7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   2000000 | PA      | $10489.79     | 0.00%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/2.85000 08/30/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2446.84     | -0.00%            |  |  |  | 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        |     43134 | PA      | $42604.80     | 0.02%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                                     | VICI PROPERTIES INC REIT USD.01                           | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |     15980 | NS      | $449357.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                            | BRISTOL MYERS SQUIBB CO COMMON STOCK USD.1                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     45730 | NS      | $2466676.20   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QBE INSURANCE GROUP LIMITED                                             | QBE INSURANCE GROUP LTD COMMON STOCK                      | CUSIP: 671574002<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |     11619 | NS      | $153829.04    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.48100 10/29/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1888.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDX EM44 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-2089.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BPM SPA                                                           | BANCO BPM SPA COMMON STOCK                                | CUSIP: BYMD5K904<br>LEI: 815600E4E6DCD2D25E30 | Long             | EC               | CORP              | IT        |     24419 | NS      | $370800.62    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                               | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/39 7         | CUSIP: ACI2PNWZ1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $97607.33     | 0.04%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.00000 01/03/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1104.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.50000 12/20/23-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-82.22       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.28000 09/16/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3469.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | AT&T INC SNR S* ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $8536.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE CHILE                                                          | BANCO DE CHILE COMMON STOCK                               | CUSIP: 210084901<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |   1021584 | NS      | $197322.07    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | ZCS BRL 13.9271 05/08/25-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-1343.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7            | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134840.21    | 0.06%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.75000 03/18/26-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-4227.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.03000 12/15/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2556.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 9.87397 08/03/23-01/02/26 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-5464.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | OIS MXN TIIE1/9.02000 12/23/24-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $2496.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                        | DT MIDSTREAM INC COMMON STOCK USD.01                      | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1653 | NS      | $197831.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                   | MERCURY AGGREGATOR L P TRANCHE 2 TERM LOAN                | CUSIP: BA000FDW9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     11629 | PA      | $611.45       | 0.00%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | US 10YR NOTE (CBT)MAR26 XCBT 20260320                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       221 | NC      | $-81798.12    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                | DEVON ENERGY CORP COMMON STOCK USD.1                      | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |     13427 | NS      | $491831.01    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2025-A                                     | WORLD OMNI SELECT AUTO TRUST WOSAT 2025 A A2A             | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501147.20    | 0.22%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| T ROWE PRICE GROUP INC                                                  | T ROWE PRICE GROUP INC COMMON STOCK USD.2                 | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      4951 | NS      | $506883.38    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $21676.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.4* 7/21/23-28Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-46797.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                          | REPUBLIC OF ARGENTINA SR UNSECURED 07/41 VAR              | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    196042 | PA      | $136053.15    | 0.06%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 3.30000 10/03/23-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $4575.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                           | CME GROUP INC COMMON STOCK USD.01                         | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      3348 | NS      | $914271.84    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TENARIS SA                                                              | TENARIS SA COMMON STOCK USD1.0                            | CUSIP: ACI2JZT93<br>LEI: 549300Y7C05BKC4HZB40 | Long             | EC               | CORP              | LU        |      8149 | NS      | $157241.93    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.50000 06/21/23-3Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $783.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 12.8413 11/26/25-01/02/31 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-2724.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDX ITRAXX XOV44 5Y 35-100% SP BPS                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $23568.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-80.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260226                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-208.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                         | REPUBLIC OF VENEZUELA SR UNSECURED REGS 03/38 7           | CUSIP: P97475AJ9<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      2000 | PA      | $593.00       | 0.00%             | 2038-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING VI CLO LTD 2016-6A                                        | CEDAR FUNDING LTD CEDF 2016 6A AR3 144A                   | CUSIP: 15032DAZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400122.57    | 0.17%             | 2034-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.97500 03/31/26-28Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3512.71      | 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      | $295.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.22000 10/20/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3905.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NGN BOUGHT USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |         1 | NC      | $-27.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                          | REPUBLIC OF ARGENTINA BONDS 07/35 VAR                     | CUSIP: ACI1QL1M9<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    206000 | PA      | $150454.59    | 0.07%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.45000 10/11/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2128.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.50000 03/18/26-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-36646.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                               | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15             | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1320000 | PA      | $423801.26    | 0.19%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.6* 8/03/23-27Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $130807.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.55500 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1347.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIFUKU CO LTD                                                          | DAIFUKU CO LTD COMMON STOCK                               | CUSIP: 625002001<br>LEI: 3538006FG1W4X3MYHL36 | Long             | EC               | CORP              | JP        |      4700 | NS      | $147935.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOUTH AFRICA EM SP MYC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $735.78       | 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      | $-834.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                              | JAPAN (30 YEAR ISSUE) BONDS 09/54 2.1                     | CUSIP: ACI2RLJN5<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   9500000 | PA      | $46524.77     | 0.02%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CARREFOUR                                                               | CARREFOUR SA COMMON STOCK EUR2.5                          | CUSIP: 564156909<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |     12584 | NS      | $209971.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST 2020-2A                                   | ECMC GROUP STUDENT LOAN TRUST ECMC 2020 2A A 144A         | CUSIP: 26829HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570948 | PA      | $575254.72    | 0.25%             | 2069-11-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| PICC PROPERTY AND CASUALTY COMPANY LIMITED                              | PICC PROPERTY + CASUALTY H COMMON STOCK CNY1.0            | CUSIP: 670625904<br>LEI: 300300F1000311000017 | Long             | EC               | CORP              | CN        |    156000 | NS      | $327975.51    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2023-CCDC        | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2023 CCDC A 144A     | CUSIP: 465981AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $421673.84    | 0.18%             | 2040-10-05      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.00000 06/21/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $59569.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.41500 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1234.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO II 2022-1A                                               | 37 CAPITAL CLO LTD PUTNM 2022 1A A1R 144A                 | CUSIP: 88429PAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $400745.53    | 0.17%             | 2034-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | REPUBLIC OF SOUTH AFRICA BONDS 01/37 8.5                  | CUSIP: ACI06HB74<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    900000 | PA      | $54028.80     | 0.02%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/33 1.375                               | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1929780 | PA      | $1881712.36   | 0.82%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                                | VINCI SA COMMON STOCK EUR2.5                              | CUSIP: B1XH02900<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     11270 | NS      | $1585498.21   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                      | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5              | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |     27412 | PA      | $27061.16     | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 01/28 0.75                                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $104016.60    | 0.05%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES11                                          | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES11 A1A 144A      | CUSIP: 749423AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495630 | PA      | $496855.39    | 0.22%             | 2055-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.49500 10/30/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1778.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 4.5 JUMBOS                              | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $97421.88     | 0.04%             | 2056-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DESARROLLADORA HOMEX SA DE CV (AKA: HOMEX)                              | DESARROLLADORA HOMEX SAB DE COMMON STOCK                  | CUSIP: B01RQ2907<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     41996 | NS      | $2.33         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC 2005-OPT1                             | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 OPT1 M1          | CUSIP: 17307GNR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749577 | PA      | $709384.08    | 0.31%             | 2035-02-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.43500 11/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2242.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTA SPORTS PRODUCTS LIMITED                                            | ANTA SPORTS PRODUCTS LTD COMMON STOCK HKD.1               | CUSIP: B1YVKN900<br>LEI: 529900291XG0CTK4LF95 | Long             | EC               | CORP              | KY        |     18000 | NS      | $186922.28    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP GB NI 4.25 11/15/21-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-6168.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.20325 04/02/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-17001.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZURICH INSURANCE GROUP LTD                                              | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1              | CUSIP: 598381903<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |       864 | NS      | $653790.66    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/51 0.125                               | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    375189 | PA      | $202917.17    | 0.09%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SEC 2006-3                                         | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 3 1A10          | CUSIP: 05950LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5835 | PA      | $5043.07      | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $1152.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 0  19/08 | CUSIP: ACI2ZQHY3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    500000 | PA      | $29039.64     | 0.01%             | 2026-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                      | ENERGY TRANSFER LP SR UNSECURED 05/28 4.95                | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4068.60      | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                              | LEALAND FINANCE COMPANY B.V. 2020 TAKE BACK TL            | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3047 | PA      | $2381.86      | 0.00%             | 2027-12-31      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-304.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                | AMERIPRISE FINANCIAL INC COMMON STOCK USD.01              | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      1203 | NS      | $589879.02    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-709.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 08/45 4.875                               | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     59000 | PA      | $59590.00     | 0.03%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260518                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-5.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-691.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA SHENHUA ENERGY COMPANY LIMITED                                    | CHINA SHENHUA ENERGY CO H COMMON STOCK CNY1.0             | CUSIP: B09N7M905<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |     76000 | NS      | $379474.76    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260108                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $1548.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.13796 07/28/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-5769.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 2YR NOTE (CBT) MAR26 XCBT 20260331                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $119.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                             | ILLINOIS ST ILS 02/35 FIXED 6.63                          | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     11538 | PA      | $12198.28     | 0.01%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.79250 11/19/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $511.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.46500 10/30/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2009.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-279.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $81.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-489.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KWD BOUGHT USD 20300509                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $2077.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | 3 MONTH SOFR FUT  DEC25 XCME 20260317                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $3922.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.05205 08/02/23-01/02/26 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-10200.73    | -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        |      1891 | NS      | $88990.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                                                           | BOEING CO/THE SR UNSECURED 05/27 6.259                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410584.23    | 0.18%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4                           | GS MORTGAGE BACKED SECURITIES GSMBS 2024 RPL4 A1 144A     | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    779921 | PA      | $769605.76    | 0.34%             | 2061-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 11/27 0.625                               | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $521253.91    | 0.23%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.5* 7/11/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4706.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.00000 06/15/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $10236.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-819.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EGYPTIAN GOVT                                                           | EGYPT GOVERNMENT BOND BONDS 03/28 21.954                  | CUSIP: ACI2VM0V0<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |  11400000 | PA      | $239333.08    | 0.10%             | 2028-03-04      | Fixed         | 21.95%                | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICA TREASURY BILL SOUTH AFRICAN T BILLS 7.775  2 | CUSIP: ACI2YZPV1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    900000 | PA      | $52507.52     | 0.02%             | 2026-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHINA HONGQIAO GROUP LIMITED                                            | CHINA HONGQIAO GROUP LTD COMMON STOCK USD.01              | CUSIP: B44ZV9907<br>LEI: 3003009Q4IBFSDE24571 | Long             | EC               | CORP              | KY        |     62500 | NS      | $262482.61    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3A                                                    | EUROSAIL PLC ESAIL 2007 3A A3C 144A                       | CUSIP: 29880YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     39848 | PA      | $53727.97     | 0.02%             | 2045-06-13      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 11/46 2.875                               | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $443250.00    | 0.19%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1.13        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT4                                 | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT4 1A1         | CUSIP: 83613AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1645667 | PA      | $1229275.35   | 0.54%             | 2037-09-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-7.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | AUST 10Y BOND FUT MAR26 XSFE 20260316                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        -7 | NC      | $-1129.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EMC MORTGAGE LOAN TRUST 2002-B                                          | EMC MORTGAGE LOAN TRUST EMCM 2002 B A1 144A               | CUSIP: 268668BD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15259 | PA      | $15480.59     | 0.01%             | 2041-02-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260504                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-24.49       | -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        |    447460 | PA      | $440654.86    | 0.19%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.59900 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1005.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $1311.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS AUD 3.00000 03/21/17-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $825.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $3698.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1670.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                            | NIGERIA OMO BILL OMO260626                                | CUSIP: 958ZIAII6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 150535000 | PA      | $94601.27     | 0.04%             | 2026-06-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.80000 09/05/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2210.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1393.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 08/43 4.375                               | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $286652.34    | 0.13%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KIA CORPORATION                                                         | KIA CORP COMMON STOCK KRW5000.0                           | CUSIP: 649092905<br>LEI: 988400V8MJK9N7OI5X76 | Long             | EC               | CORP              | KR        |      5049 | NS      | $428021.37    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-B                                           | SLM STUDENT LOAN TRUST SLMA 2005 B A4                     | CUSIP: 78443CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450289 | PA      | $439642.79    | 0.19%             | 2039-06-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260630                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-1.43        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL SA                                                      | BANCO DO BRASIL S.A. COMMON STOCK                         | CUSIP: 232859900<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |     36900 | NS      | $147279.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.3* 07/20/23-8Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12440.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                              | JAPAN (20 YEAR ISSUE) BONDS 03/45 2.4                     | CUSIP: ACI2WJ7V9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   9000000 | PA      | $53191.01     | 0.02%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-499.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.88400 03/25/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-758.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.15000 10/12/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3414.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.00000 06/15/22-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-20870.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.17500 10/10/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3589.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-980.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-4                                             | PAGAYA AI DEBT SELECTION TRUST PAID 2025 4 A2 144A        | CUSIP: 69547DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399986 | PA      | $403547.85    | 0.18%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3400000 | PA      | $3316492.77   | 1.45%             | 2056-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 45T1 1A11       | CUSIP: 02149JAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49178 | PA      | $17062.21     | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 14.0087 05/12/25-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-525.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.75000 06/15/22-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $18734.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.78000 05/02/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $3090.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $298.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRETIUM MORTGAGE CREDIT PARTNERS LLC 2024-NPL7                          | PRETIUM MORTGAGE CREDIT PARTNE PRET 2024 NPL7 A1 144A     | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356191 | PA      | $356677.41    | 0.16%             | 2054-10-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDX IG45 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $41308.73     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CF INDUSTRIES HOLDINGS INC                                              | CF INDUSTRIES HOLDINGS INC COMMON STOCK USD.01            | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      3641 | NS      | $281594.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.50 9/15/23-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-25586.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS NZD 4.75000 06/19/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | NZ        |         1 | NC      | $8401.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-140.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.42000 07/31/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $4023.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDX ITRAXX XOV44 5Y 35-100% SP BOA                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |         1 | NC      | $23568.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.09000 04/30/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5536.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-236.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TARGET CORPORATION                                                      | TARGET CORP COMMON STOCK USD.0833                         | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     10210 | NS      | $998027.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| HYUNDAI MOBIS                                                           | HYUNDAI MOBIS CO LTD COMMON STOCK KRW5000.0               | CUSIP: 644954000<br>LEI: 988400HJA9E0ZVDHRS65 | Long             | EC               | CORP              | KR        |       753 | NS      | $195389.33    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.67000 01/08/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $636.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST                    | AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35          | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5941 | PA      | $5773.40      | 0.00%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/2.90000 04/04/22-6Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-8990.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2006-A1                                     | CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 1A2          | CUSIP: 16163CAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13109 | PA      | $11719.06     | 0.01%             | 2036-09-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                    | EUROSAIL PLC ESAIL 2007 3X A3A REGS                       | CUSIP: ACI01JMT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     56342 | PA      | $75956.74     | 0.03%             | 2045-06-13      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.03000 01/07/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1127.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERTEK GROUP PLC                                                      | INTERTEK GROUP PLC COMMON STOCK GBP.01                    | CUSIP: 316383900<br>LEI: 2138003GAT25WW1RN369 | Long             | EC               | CORP              | GB        |      3488 | NS      | $216313.89    | 0.09%             |  |  |  | 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        |   2060000 | PA      | $2178261.80   | 0.95%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                    | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75         | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |     18468 | PA      | $28689.46     | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ELISA CORPORATION                                                       | ELISA OYJ COMMON STOCK                                    | CUSIP: 570151902<br>LEI: 743700TU2S3DXWGU7H32 | Long             | EC               | CORP              | FI        |      3089 | NS      | $136891.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2006-B                                        | BANC OF AMERICA MORTGAGE SECUR BOAMS 2006 B 4A2           | CUSIP: 05950TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2133 | PA      | $1754.21      | 0.00%             | 2046-11-20      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES10                                          | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES10 A1A 144A      | CUSIP: 74939LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    979127 | PA      | $980837.95    | 0.43%             | 2055-11-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $4048.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 13.3537 05/12/25-01/02/29 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-718.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.38500 10/17/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2635.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                               | COLGATE PALMOLIVE CO COMMON STOCK USD1.0                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      6837 | NS      | $540259.74    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.46300 10/23/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2029.48     | -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      | $-7.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                                   | QUALCOMM INC COMMON STOCK USD.0001                        | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2631 | NS      | $450032.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.95000 04/16/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1656.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.3275 04/05/24-01/04/27 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-11973.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P1                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A3 144A      | CUSIP: 14688NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414509 | PA      | $416532.96    | 0.18%             | 2029-04-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/0.9* 9/08/23-3Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1495.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 12/20/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-19602.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-415.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIPPON YUSEN KABUSHIKI KAISHA                                           | NIPPON YUSEN KK COMMON STOCK                              | CUSIP: 664396009<br>LEI: 353800YPW4XM0ZN5I149 | Long             | EC               | CORP              | JP        |      9200 | NS      | $298002.46    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR PROPERTIES REIT USD.01                                | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      8717 | NS      | $434978.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-6                                       | VERUS SECURITIZATION TRUST VERUS 2024 6 A1 144A           | CUSIP: 92540JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545642 | PA      | $550624.34    | 0.24%             | 2069-07-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                           | BOEING CO SR UNSECURED 02/26 2.196                        | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9981.37      | 0.00%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.86000 02/21/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1818.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                   | GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19343.63     | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2024-2A                                                 | REACH FINANCIAL LLC REACH 2024 2A A 144A                  | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83072 | PA      | $83419.72     | 0.04%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 9.93932 08/07/23-01/02/26 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-4243.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.80000 03/10/23-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $605.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.17 04/01/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-12327.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-7                                     | PAGAYA AI DEBT SELECTION TRUST PAID 2024 7 A 144A         | CUSIP: 69545AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    112033 | PA      | $112804.12    | 0.05%             | 2031-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.56900 08/14/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1250.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH AMERICAN TOBACCO PLC                                            | BRITISH AMERICAN TOBACCO PLC COMMON STOCK                 | CUSIP: 028758902<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     49376 | NS      | $2799158.84   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.86000 11/14/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1036.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERU GOVT                                                               | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95             | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1041000 | PA      | $344334.34    | 0.15%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                               | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4              | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $29689.98     | 0.01%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                        | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3             | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19794.88     | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                  | CS AT1 CLAIMS US22546DAB29 CREDIT SUISSE GROUP AG         | CUSIP: 952NPKII9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    365000 | PA      | $107675.00    | 0.05%             | 2060-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.89000 01/08/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $778.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| POWSECHNY ZAKLAD UBEZPIECZEN SA                                         | POWSZECHNY ZAKLAD UBEZPIECZE COMMON STOCK PLN.1           | CUSIP: B63DG2904<br>LEI: QLPCKOOKVX32FUELX240 | Long             | EC               | CORP              | PL        |     13651 | NS      | $252672.33    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $4452.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $190.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                             | NATIONWIDE BUILDING SOC CCDS COMMON STOCK                 | CUSIP: ACI07BWB4<br>LEI: 549300XFX12G42QIKN82 | Long             | EP               | CORP              | GB        |       380 | NS      | $66844.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.45000 03/07/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1730.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUYGUES                                                                | BOUYGUES SA COMMON STOCK EUR1.0                           | CUSIP: 400212908<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      4303 | NS      | $223692.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-930.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-36T2                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 36T2 1A7        | CUSIP: 02146XAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19835 | PA      | $7918.46      | 0.00%             | 2036-12-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2279.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSPC PHARMACEUTICAL GROUP LIMITED                                       | CSPC PHARMACEUTICAL GROUP LT COMMON STOCK                 | CUSIP: 619199904<br>LEI: 529900M3XQCW234H8O91 | Long             | EC               | CORP              | HK        |    182000 | NS      | $197477.68    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST SERIES 2009                                      | CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353       | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277352 | PA      | $302078.13    | 0.13%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $8.94         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY HOME EQUITY LN 2007-1                                    | MORGAN STANLEY HOME EQUITY LOA MSHEL 2007 1 A2            | CUSIP: 61751QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1214149 | PA      | $583017.60    | 0.25%             | 2036-12-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 6.5 JUMBOS                              | CUSIP: 21H062628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1342503.92   | 0.59%             | 2055-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRIDGESTONE CORPORATION                                                 | BRIDGESTONE CORP COMMON STOCK                             | CUSIP: 613210004<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     25600 | NS      | $575981.28    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260505                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-37.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260218                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $-53.08       | -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      | $-1589.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-6.24        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXXIV LTD                                              | BLUEMOUNTAIN CLO LTD BLUEM 2022 34A AR 144A               | CUSIP: 09631JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400200.00    | 0.17%             | 2035-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                              | JAPAN (30 YEAR ISSUE) BONDS 12/54 2.3                     | CUSIP: ACI2T3R46<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  10800000 | PA      | $55376.20     | 0.02%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| QUANTA COMPUTER INC                                                     | QUANTA COMPUTER INC COMMON STOCK TWD10.0                  | CUSIP: 614101905<br>LEI: 529900DE8BIV3XOXIK04 | Long             | EC               | CORP              | TW        |     44000 | NS      | $380022.90    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| VIBRANT CLO XII LTD 2021-12A                                            | VIBRANT CLO LTD VIBR 2021 12A A1A2 144A                   | CUSIP: 92558WBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500103.14    | 0.22%             | 2034-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                             | AKER BP ASA COMMON STOCK NOK1.0                           | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      6780 | NS      | $172524.89    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS AUD 4.50000 09/20/23-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-6201.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                             | EQUINOR ASA COMMON STOCK NOK2.5                           | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |     17242 | NS      | $406597.49    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-11                                    | PAGAYA AI DEBT SELECTION TRUST PAID 2024 11 A 144A        | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147065 | PA      | $147765.36    | 0.06%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-914.14      | -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        |    913957 | PA      | $880816.13    | 0.38%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $152.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RZD CAPITAL PUBLIC LIMITED COMPANY                                      | RUSSIAN RAIL(RZD CAP) SR UNSECURED REGS 03/31 7.487       | CUSIP: B3SXQ5II3<br>LEI: 635400VKMH1VQDFMW392 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $283069.61    | 0.12%             | 2031-03-25      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                               | REPUBLIC OF PERU SR UNSECURED REGS 08/37 6.9              | CUSIP: P87324BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    105000 | PA      | $32699.61     | 0.01%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-244.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL AX8309 FN 11/29 FIXED 3                         | CUSIP: 3138YAGT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3244 | PA      | $3198.27      | 0.00%             | 2029-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORPORATION                                                    | DISH DBS CORP SR SECURED 144A 12/26 5.25                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $475546.17    | 0.21%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260805                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-1707.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $442.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.00000 09/21/22-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-35316.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | VERIZON COMMUNICATIONS INC SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1964.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/2.00000 12/21/22-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5111.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.15000 04/22/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3235.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUBARU CORP (AKA: FUJI HEAVY INDUSTRIES LTD)                            | SUBARU CORP COMMON STOCK                                  | CUSIP: 635640006<br>LEI: 549300N244BVAEE6HH86 | Long             | EC               | CORP              | JP        |     12700 | NS      | $273446.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | REPUBLIC OF SOUTH AFRICA BONDS 02/35 8.875                | CUSIP: BYY9RYII7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   6100000 | PA      | $384417.87    | 0.17%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                                             | BANK MANDIRI PERSERO TBK PT COMMON STOCK IDR125.0         | CUSIP: 665104907<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |    807900 | NS      | $246355.54    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1869.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMARK CLO IV LTD 2021-4A                                               | ROMARK CLO LTD RMRK 2021 4A A1R 144A                      | CUSIP: 77588LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500216.47    | 0.22%             | 2034-07-10      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-103.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $501.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                            | NIGERIA OMO BILL OMO260629                                | CUSIP: 958ZIBII4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        | 150535000 | PA      | $94448.50     | 0.04%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260313                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $202.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2007-J3               | COUNTRYWIDE HOME LOANS CWHL 2007 J3 A1                    | CUSIP: 17025QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14108 | PA      | $4471.27      | 0.00%             | 2037-07-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.8* 7/18/23-26Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $39663.09     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-NPL10 LLC                                                     | PRET 2025 NPL10 LLC 10/55 5.2498                          | CUSIP: 69392WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    494863 | PA      | $495110.55    | 0.22%             | 2055-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YANGZIJIANG SHIPBUILDING (HOLDINGS) LTD                                 | YANGZIJIANG SHIPBUILDING COMMON STOCK                     | CUSIP: B1VT03904<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |     56100 | NS      | $151553.66    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1773.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-RPL4 TRUST                                                    | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 RPL4 A1 144A     | CUSIP: 740943AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489360 | PA      | $480775.94    | 0.21%             | 2065-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                           | BOEING CO/THE SR UNSECURED 05/29 6.298                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10617.94     | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                           | BOEING CO SR UNSECURED 02/26 2.75                         | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59931.75     | 0.03%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHIONOGI & CO LTD                                                       | SHIONOGI + CO LTD COMMON STOCK                            | CUSIP: 680468006<br>LEI: 35380049VXDTHZI3DY35 | Long             | EC               | CORP              | JP        |      8000 | NS      | $144798.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                | SAUDI ARABIAN OIL CO SR UNSECURED 144A 06/30 4.75         | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $202810.80    | 0.09%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2016-667M                 | COMM MORTGAGE TRUST COMM 2016 667M A 144A                 | CUSIP: 12636GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $382459.96    | 0.17%             | 2036-10-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 06/20/24-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-15822.22    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2006-WF2                                  | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2           | CUSIP: 83612MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606402 | PA      | $596550.47    | 0.26%             | 2036-12-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.00000 06/15/22-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $29420.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                          | REPUBLIC OF ARGENTINA SR UNSECURED 07/35 VAR              | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    167024 | PA      | $124599.90    | 0.05%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $2088.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICAN T BILLS BILLS 04/26 0.00000                 | CUSIP: ACI2WQ115<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    700000 | PA      | $41497.83     | 0.02%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 3 MONTH SOFR FUT  MAR26 XCME 20260616                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -1 | NC      | $3444.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL4                                                          | CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A       | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1178702 | PA      | $1136263.07   | 0.50%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| GRIFONAS FINANCE NO.1 PLC GRIF-1                                        | GRIFONAS FINANCE PLC GRIF 1 A REGS                        | CUSIP: B1DFQWII3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     92117 | PA      | $106397.79    | 0.05%             | 2039-08-28      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A        | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392389 | PA      | $399681.25    | 0.17%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                       | CISCO SYSTEMS INC COMMON STOCK USD.001                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     41089 | NS      | $3165085.67   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.93300 01/06/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1146.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                         | IHEARTMEDIA INC   CLASS B COMMON STOCK                    | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5486 | NS      | $20083.15     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $537.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.5* 8/16/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4524.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260108                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $1575.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                                 | BANK LEUMI LE ISRAEL COMMON STOCK ILS.1                   | CUSIP: 607642907<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     33662 | NS      | $741832.80    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | REPUBLIC OF SOUTH AFRICA BONDS 01/40 9                    | CUSIP: ACI0GYHC9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $12124.40     | 0.01%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $3451.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                                        | ROCHE HOLDING AG BR COMMON STOCK CHF1.0                   | CUSIP: 710891904<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       719 | NS      | $303623.62    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260223                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $4362.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-1A                          | GREENSKY HOME IMPROVEMENT ISSU GSKY 2025 1A A3 144A       | CUSIP: 39571NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $409881.68    | 0.18%             | 2060-03-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-17.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.94000 02/22/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2880.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                              | LCM LTD PARTNERSHIP LCM 31A AR 144A                       | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400647.78    | 0.17%             | 2034-07-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.25622 04/03/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-16674.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.36832 09/03/24-25Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $17729.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.90750 03/04/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-954.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | EURO-BUND FUTURE  MAR26 XEUR 20260306                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -12 | NC      | $24877.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 3 JUMBOS                                | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $179742.19    | 0.08%             | 2055-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGAGE TRUST 2025-FL4 LLC                           | STARWOOD COMMERCIAL MORTGAGE T STWD 2025 FL4 A 144A       | CUSIP: 863922AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $500901.30    | 0.22%             | 2042-11-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $949.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                    | TARGA RESOURCES CORP COMMON STOCK USD.001                 | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |       647 | NS      | $119371.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.61300 08/22/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $901.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2005-7                                      | HOME EQUITY ASSET TRUST HEAT 2005 7 M2                    | CUSIP: 437084PA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86671 | PA      | $83900.26     | 0.04%             | 2036-01-25      | Floating      | 4.55%                 | 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        |      7040 | NS      | $90534.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TOKIO MARINE HOLDINGS INC                                               | TOKIO MARINE HOLDINGS INC COMMON STOCK                    | CUSIP: 651312902<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     26600 | NS      | $983298.24    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BUREAU VERITAS                                                          | BUREAU VERITAS SA COMMON STOCK EUR.12                     | CUSIP: B28DTJ907<br>LEI: 969500TPU5T3HA5D1F11 | Long             | EC               | CORP              | FR        |      7394 | NS      | $235224.03    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                      | FORESEA HLDG S A COMMON STOCK                             | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       220 | NS      | $4963.75      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.54300 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1641.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.30000 03/06/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2808.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                                        | TOTALENERGIES SE COMMON STOCK EUR2.5                      | CUSIP: B15C55900<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      2656 | NS      | $173165.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2024-1A                                          | LENDMARK FUNDING TRUST LFT 2024 1A A 144A                 | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202787.64    | 0.09%             | 2032-06-21      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $2150.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC                                                         | IHEARTMEDIA INC   CLASS A COMMON STOCK                    | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6979 | NS      | $29032.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                        | WESTMORELAND COAL CO PIK TERM LOAN                        | CUSIP: 96106JAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1578 | PA      | $670.74       | 0.00%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $472.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 06/20/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-18146.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS PLC                                                     | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                    | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |     17132 | NS      | $719375.95    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.65000 07/10/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-172.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.08501 08/01/23-01/02/26 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-9077.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                   | MICROSOFT CORP COMMON STOCK USD.00000625                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1473 | NS      | $712372.26    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PERU GOVT                                                               | BONOS DE TESORERIA SR UNSECURED 08/32 6.15                | CUSIP: ACI0WBN59<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    104000 | PA      | $33390.40     | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BBCCRE TRUST 2015-GTP                                                   | BBCCRE TRUST BBCCR 2015 GTP A 144A                        | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $373229.76    | 0.16%             | 2033-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE FUNDING 2024 - GRANITE 6 PLC 24-GR6A                | TOWD POINT MORTGAGE FUNDING TPMF 2024 GR6A A1 144A        | CUSIP: ACI2NQX93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    201637 | PA      | $272052.40    | 0.12%             | 2053-07-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL RB5175 FR 08/42 FIXED 4                 | CUSIP: 3133KYXC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21407 | PA      | $21066.66     | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDICORP LTD                                                           | CREDICORP LTD COMMON STOCK USD5.0                         | CUSIP: G2519Y108<br>LEI: 529900UYAEYQCQ2BKB17 | Long             | EC               | CORP              | BM        |      1517 | NS      | $435379.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-3590.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.20000 05/06/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3635.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM TRUST 2023-R4                                                       | CIM TRUST CIM 2023 R4 A1 144A                             | CUSIP: 12569UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1116556 | PA      | $1116671.39   | 0.49%             | 2062-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.86000 04/24/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $3469.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.77000 04/16/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $3073.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | PEMEX LCDS SP DUB                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $370.92       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                     | SOFTBANK GROUP CORP SNR JP SP GST                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-298.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.00100 01/06/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1104.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-43.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                          | MERCK + CO. INC. COMMON STOCK USD.5                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     24058 | NS      | $2532345.08   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES9                                           | WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES9 A1A 144A       | CUSIP: 74942JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482506 | PA      | $481926.31    | 0.21%             | 2055-09-25      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.81700 04/05/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-46253.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.23200 09/10/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1923.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.00000 06/21/23-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $32938.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK MIZRAHI TEFAHOT LTD                                                | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1               | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      3359 | NS      | $234683.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/0.9* 8/06/23-3Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1541.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $1478.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMSURG LLC                                                              | ENVISION HEALTHCARE CORPORTION 2023 1ST LIEN FIRST OUT TL | CUSIP: 949ABEII2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    126401 | PA      | $126401.42    | 0.06%             | 2026-11-03      | Floating      | 11.86%                | No            |                  3 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 06/20/24-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $171.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $-375.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL X LTD 2021-1A                                       | FORTRESS CREDIT BSL LIMITED FCBSL 2021 1A AR 144A         | CUSIP: 34962HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500559.83    | 0.22%             | 2033-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                        | ALTRIA GROUP INC COMMON STOCK USD.333                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     37851 | NS      | $2182488.66   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $530.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-2A                               | GLS AUTO SELECT RECEIVABLES TR GSAR 2023 2A A2 144A       | CUSIP: 36269EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56631 | PA      | $56893.31     | 0.02%             | 2028-06-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICA TREASURY BILL 7.93  13.05.2026               | CUSIP: ACI2X3D53<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $11812.76     | 0.01%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.75000 06/15/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-33107.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.90000 08/30/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1636.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-3                                | GLS AUTO SELECT RECEIVABLES TR GSAR 2024 3A A2 144A       | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221476 | PA      | $223885.59    | 0.10%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3 2025-NQM3      | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM3 A1 144A     | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430696 | PA      | $434043.63    | 0.19%             | 2070-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUTK/1.25000 06/18/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $8972.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRION SQUARE RESIDENTIAL 2024-1 DAC24-1A                              | MERRION SQUARE RESIDENTIAL MERRI 2024 1A A 144A           | CUSIP: ACI2PXBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    614399 | PA      | $723123.33    | 0.32%             | 2081-03-24      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                       | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 11/26 6        | CUSIP: P7807HAR6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    300000 | PA      | $72000.00     | 0.03%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 6 JUMBOS                                | CUSIP: 21H060614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1223015.63   | 0.53%             | 2055-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-4 TRUST                                 | SOFI CONSUMER LOAN PROGRAM TRU SCLP 2025 4 A 144A         | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309852 | PA      | $310267.48    | 0.14%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                             | ILLINOIS ST ILS 07/35 FIXED 7.35                          | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      3571 | PA      | $3891.09      | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.88000 07/10/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1153.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13410000 | PA      | $13762653.23  | 6.01%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.66500 01/24/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-662.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM 34 LTD                                                              | LCM LTD PARTNERSHIP LCM 34A A1R 144A                      | CUSIP: 50203CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500608.74    | 0.22%             | 2034-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| PETROBRAS (PETROLEO BRASILEIRO SA)                                      | PETROBRAS  PETROLEO BRAS COMMON STOCK                     | CUSIP: 268236908<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |     83500 | NS      | $495730.33    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-A                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1B 144A        | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470867 | PA      | $475945.12    | 0.21%             | 2056-03-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | FORD MOTOR COMPANY SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $12328.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/2.2* 9/12/23-26Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $201925.75    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $383.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.40000 04/09/25-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $-931.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NESTLE SA                                                               | NESTLE SA REG COMMON STOCK CHF.1                          | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      1810 | NS      | $179659.01    | 0.08%             |  |  |  | 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        |     69419 | NS      | $1314795.86   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO GOVT                                                             | MEX BONOS DESARR FIX RT BONDS 03/29 8.5                   | CUSIP: ACI2JBZ32<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2500000 | PA      | $140183.26    | 0.06%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.16500 09/27/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $7038.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260707                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-10.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KONINKLIJKE AHOLD DELHAIZE NV                                           | KONINKLIJKE AHOLD DELHAIZE N COMMON STOCK EUR.01          | CUSIP: BD0Q39902<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     12094 | NS      | $495937.26    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ENT AUTO RECEIVABLES TRUST 2023-1A                                      | ENT AUTO RECEIVABLES TRUST ENT 2023 1A A3 144A            | CUSIP: 293601AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236951 | PA      | $238375.92    | 0.10%             | 2029-01-16      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260410                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $1596.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.50000 09/17/25-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $57684.03     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.67900 08/13/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $395.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH BOW CORPORATION                                                   | SOUTH BOW CORP COMMON STOCK NPV                           | CUSIP: 83671M105<br>LEI: 2549000XS5TAFA3YF943 | Long             | EC               | CORP              | CA        |      1786 | NS      | $49061.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $0.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                                              | JD.COM INC CLASS A COMMON STOCK USD.00002                 | CUSIP: BKPQZT900<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |     52950 | NS      | $761380.29    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $260.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260219                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $69.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $132.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $32.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARAN FUNDING 2025-1 DAC 25-1A                                           | ARAN FUNDING 2025 1 DAC ARANF 2025 1A A 144A              | CUSIP: ACI34GBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    396703 | PA      | $466169.86    | 0.20%             | 2065-12-24      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/31 0.125                               | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2587630 | PA      | $2398336.71   | 1.05%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-545.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/2.2* 9/11/23-26Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $306227.94    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-431.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.80000 08/30/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $932.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13100000 | PA      | $13617633.53  | 5.95%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES7                                           | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES7 A1A 144A       | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585447 | PA      | $587735.21    | 0.26%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR PROPERTIES COMPANY GUAR 04/28 4.95                    | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2016.37      | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2024-A OWNER TRUST                              | NISSAN AUTO RECEIVABLES OWNER NAROT 2024 A A3             | CUSIP: 65479UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    493269 | PA      | $497731.03    | 0.22%             | 2028-12-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.55800 08/21/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1330.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260819                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-953.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.42100 08/04/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1547.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-4                                          | CARMAX AUTO OWNER TRUST CARMX 2023 4 A3                   | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368723 | PA      | $373531.57    | 0.16%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                             | LOCKHEED MARTIN CORP COMMON STOCK USD1.0                  | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |      2034 | NS      | $983784.78    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260513                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-453.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA RESOURCES LAND LIMITED                                            | CHINA RESOURCES LAND LTD COMMON STOCK HKD.1               | CUSIP: 619376908<br>LEI: 5299001HL0TU7X15HK51 | Long             | EC               | CORP              | KY        |     72500 | NS      | $253626.76    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |         1 | NC      | $-21425.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260226                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $4338.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.88000 01/13/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $687.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260108                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $139.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUT+5.89/0.00000 03/15/21-8Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $185598.29    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $1983.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.51000 04/09/25-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $2051.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD BANK GROUP LTD/SOUTH AFRICA BRANCH                             | STANDARD BANK GROUP LTD COMMON STOCK ZAR.1                | CUSIP: B030GJ908<br>LEI: 2549003PEZXUT7MDBU41 | Long             | EC               | CORP              | ZA        |     28178 | NS      | $494255.52    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $2210.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-3                                        | TOWD POINT MORTGAGE TRUST TPMT 2024 3 A1A 144A            | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594318 | PA      | $600521.45    | 0.26%             | 2065-07-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUTK/0.4000 06/15/22-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $43178.27     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DBGS 2021-W52 MORTGAGE TRUST                                            | DBGS MORTGAGE TRUST DBGS 2021 W52 D 144A                  | CUSIP: 23308LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $841185.00    | 0.37%             | 2039-10-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                              | 522 FUNDING CLO LTD MORGN 2020 6A A1R2 144A               | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400366.00    | 0.17%             | 2034-10-23      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                                                      | CARETRUST REIT INC REIT USD.01                            | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      2420 | NS      | $87507.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER INC                                                           | WELLTOWER INC REIT USD1.0                                 | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |       470 | NS      | $87236.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-1186.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS AUD 4.50000 03/20/24-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-3951.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20270610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-17.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-1103.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 12/18/24-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-6022.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |         1 | NC      | $-408.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1027.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE                                                           | ALTICE FRANCE SA SR SECURED 144A 11/29 9.5                | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    354020 | PA      | $365738.10    | 0.16%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $284597.68    | 0.12%             | 2056-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $737.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.68500 01/24/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-503.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                            | ROMANIA SR UNSECURED 144A 09/31 5.125                     | CUSIP: ACI2R9YZ8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $240666.86    | 0.11%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.64500 08/07/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $663.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.25000 03/20/24-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4836.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                 | MAGNA INTERNATIONAL INC COMMON STOCK                      | CUSIP: 559222955<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |      6018 | NS      | $320816.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $2203.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-27.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.70 7/12/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-11344.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260129                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $13779.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.64300 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $663.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AIB GROUP PLC (AKA: ALLIED IRISH BANKS)                                 | AIB GROUP PLC COMMON STOCK EUR.625                        | CUSIP: BF0L35906<br>LEI: 635400AKJBGNS5WNQL34 | Long             | EC               | CORP              | IE        |     48033 | NS      | $513489.42    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 12/17/25-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-10310.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.2* 9/15/23-3Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2459.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HD KOREA SHIPBUILDING & OFFSHORE ENGINEERING CO LTD                     | HD KOREA SHIPBUILDING + OFFS COMMON STOCK KRW5000.0       | CUSIP: 644662900<br>LEI: 988400DPTJ9KH5R6W540 | Long             | EC               | CORP              | KR        |       924 | NS      | $260726.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-10743.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.9* 7/17/23-26Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $39453.70     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                       | SUNCOR ENERGY INC COMMON STOCK                            | CUSIP: 867224958<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |     23196 | NS      | $1029543.78   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-11.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ISRAEL GOVT EM SP JPM                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1519.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1                             | CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL1 A1 144A    | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1361141 | PA      | $1260815.32   | 0.55%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260224                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $819.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | FORD MOTOR CREDIT COMPANY LLC SNR S* ICE                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-2290.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                             | TURKIYE GOVERNMENT BOND BONDS 05/28 VAR                   | CUSIP: ACI2PJ5W7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   6400000 | PA      | $148983.92    | 0.07%             | 2028-05-17      | Floating      | 42.56%                | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.50000 03/18/26-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-447.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | EURO-BOBL FUTURE  MAR26 XEUR 20260306                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -7 | NC      | $7348.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CEZ A S                                                                 | CEZ AS COMMON STOCK CZK100.0                              | CUSIP: 562403907<br>LEI: 529900S5R9YHJHYKKG94 | Long             | EC               | CORP              | CZ        |      2869 | NS      | $180566.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-3.25        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.183133 04/04/24-01/04/27 CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-7283.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES LXII CLO LTD 2021-62A                                              | ARES CLO LTD ARES 2021 62A A1R 144A                       | CUSIP: 00192WAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500008.02    | 0.22%             | 2034-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| NOVARTIS AG                                                             | NOVARTIS AG REG COMMON STOCK CHF.49                       | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |     19629 | NS      | $2704795.39   | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $83.52        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-1942.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.37000 07/12/23-30Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-13707.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $362.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.41000 07/31/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1231.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.45000 11/01/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $5516.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $54.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTINENTAL AG                                                          | CONTINENTAL AG COMMON STOCK                               | CUSIP: 459858908<br>LEI: 529900A7YD9C0LLXM621 | Long             | EC               | CORP              | DE        |      2389 | NS      | $189598.09    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LASALLE STREET LENDING CLO I LTD 2023-1A | NEUBERGER BERMAN LOAN ADVISERS NEUBL 2023 1A A1R 144A     | CUSIP: 640977AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500607.41    | 0.22%             | 2036-10-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| PACCAR INC                                                              | PACCAR INC COMMON STOCK USD1.0                            | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      1491 | NS      | $163279.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BAYER US FINANCE II LLC                                                 | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375     | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500640.14    | 0.22%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL12 LLC                                                     | PRETIUM MORTGAGE CREDIT PARTNE PRET 2025 NPL12 A1 144A    | CUSIP: 69383CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489819 | PA      | $491410.05    | 0.21%             | 2055-11-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-2218.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1435.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVESCO EURO CLO XI DAC 11A                                             | INVESCO EURO CLO XI DAC INVSC 11A A1R 144A                | CUSIP: ACI318SX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $470488.31    | 0.21%             | 2036-10-22      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| TC ENERGY CORPORATION                                                   | TC ENERGY CORP COMMON STOCK                               | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      4323 | NS      | $237808.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $36.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 11.26 03/25/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-1249.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.4* 7/18/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2561.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-1720.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.25000 11/22/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4104.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                             | TURKIYE GOVERNMENT BOND BONDS 09/28 VAR                   | CUSIP: ACI2R3GV0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $6980.76      | 0.00%             | 2028-09-06      | Fixed         | 41.72%                | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDX EM36 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $3351.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 07/12/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $542.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260108                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-26.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN TIRE CORPORATION LIMITED                                       | CANADIAN TIRE CORP CLASS A COMMON STOCK                   | CUSIP: 136681954<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      1131 | NS      | $143328.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260722                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-1090.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260203                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1081.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 TRUST                                                    | PRESTON RIDGE PARTNERS MORTGAG PRPM 2024 NQM2 A1 144A     | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286914 | PA      | $290742.40    | 0.13%             | 2069-06-25      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $88.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                | SNAM SPA COMMON STOCK                                     | CUSIP: 725147904<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     45329 | NS      | $301205.31    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUTK/0.70000 09/18/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $20265.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.08000 04/17/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2682.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 4 JUMBOS                                | CUSIP: 21H040624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $283335.94    | 0.12%             | 2056-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $1282.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1607.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FBR SECURITIZATION TRUST 2005-5                                         | FBR SECURITIZATION TRUST FBRSI 2005 5 M2                  | CUSIP: 30246QCQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471164 | PA      | $468500.77    | 0.20%             | 2035-11-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL QE1435 FR 05/52 FIXED 3                 | CUSIP: 3133BASY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13789 | PA      | $12230.97     | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS (PETROLEO BRASILEIRO SA)                                      | PETROBRAS  PETROLEO BRAS PR PREFERENCE                    | CUSIP: 268453008<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |    103900 | NS      | $583238.01    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                               | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5      | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    500000 | PA      | $509920.00    | 0.22%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7400000 | PA      | $7015451.08   | 3.06%             | 2056-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.46000 08/01/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2835.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 12/17/25-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-8668.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 0.83000 12/09/42-10Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $227659.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $842.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/2.00 7/15/23-27Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $37810.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260224                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $803.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2023-3 DAC 23-3A                    | PALMER SQUARE EUROPEAN LOAN FU PSTET 2023 3A AR 144A      | CUSIP: ACI2S2BG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    159463 | PA      | $187341.96    | 0.08%             | 2033-05-15      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $67.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DENSO CORPORATION                                                       | DENSO CORP COMMON STOCK                                   | CUSIP: 664038007<br>LEI: 549300RYPA10CQM3QK38 | Long             | EC               | CORP              | JP        |     37900 | NS      | $523478.94    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.60000 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $997.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.30000 09/25/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $614.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                     | COMCAST CORP CLASS A COMMON STOCK USD.01                  | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     34462 | NS      | $1030069.18   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGENTINA GOVT                                                          | REPUBLIC OF ARGENTINA SR UNSECURED 01/38 VAR              | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    269175 | PA      | $209687.33    | 0.09%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2006-S2                                        | JP MORGAN MORTGAGE TRUST JPMMT 2006 S2 3A10               | CUSIP: 46628YBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74864 | PA      | $22917.55     | 0.01%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 4.5 JUMBOS                              | CUSIP: 21H042620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1654910.15   | 0.72%             | 2056-02-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SKANSKA AB                                                              | SKANSKA AB B SHS COMMON STOCK                             | CUSIP: 714209905<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |      7357 | NS      | $200465.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.06000 07/02/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2555.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.75000 06/15/22-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $47336.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                     | INTESA SANPAOLO COMMON STOCK                              | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |    281810 | NS      | $1947335.82   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260819                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-5243.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260219                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-252.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260205                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1458.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.25000 03/20/24-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-10160.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.7* 12/16/19-7Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1977.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GAMING AND LEISURE PROPERTIES INC                                       | GAMING AND LEISURE PROPERTIE REIT                         | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     20807 | NS      | $929864.83    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1950.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.2* 9/24/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-18763.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                     | CHENIERE ENERGY INC COMMON STOCK USD.003                  | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |       737 | NS      | $143265.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA4779 FN 10/42 FIXED 4                         | CUSIP: 31418EJZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       935 | PA      | $920.15       | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1972.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.08500 04/22/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2722.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-10                                    | PAGAYA AI DEBT SELECTION TRUST PAID 2024 10 A 144A        | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129740 | PA      | $130405.44    | 0.06%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BRIDGEGATE FUNDING PLC 2023-1A                                          | BRIDGEGATE FUNDING PLC BRGTE 2023 1A B 144A               | CUSIP: ACI2C6Q55<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   1330000 | PA      | $1798540.28   | 0.79%             | 2062-10-16      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| AMBEV SA                                                                | AMBEV SA COMMON STOCK                                     | CUSIP: BG7ZWY901<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    106200 | NS      | $267321.74    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-162.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAISEI CORPORATION                                                      | TAISEI CORP COMMON STOCK                                  | CUSIP: 687010009<br>LEI: 529900TF7XJKIOWMLQ79 | Long             | EC               | CORP              | JP        |      3300 | NS      | $312743.89    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MURATA MANUFACTURING CO LTD                                             | MURATA MANUFACTURING CO LTD COMMON STOCK                  | CUSIP: 661040006<br>LEI: 529900QZG6DL8ZRI7140 | Long             | EC               | CORP              | JP        |     36000 | NS      | $744046.11    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | MEXICO LA SP MYC                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1267.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2476.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 05/07/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-369.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVON FINANCE 4A                                                         | AVON FINANCE AVON 4A A 144A                               | CUSIP: ACI2JTXR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    439092 | PA      | $592673.88    | 0.26%             | 2049-12-28      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 03/18/26-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4885.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.88500 07/12/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1196.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARBOUR CLO VII DAC 7A                                                   | ARBOUR CLO ARBR 7A AR 144A                                | CUSIP: ACI2S2CF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $471090.67    | 0.21%             | 2038-12-15      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                     | COMMONSPIRIT HEALTH SR UNSECURED 09/35 4.975              | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98864.34     | 0.04%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                     | SYNCHRONY FINANCIAL COMMON STOCK USD.001                  | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |      8262 | NS      | $689298.66    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2025-RCF5 LLC                                                      | PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 RCF5 A1 144A     | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    478616 | PA      | $479281.14    | 0.21%             | 2055-10-25      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-HE11                    | BEAR STEARNS ASSET BACKED SECU BSABS 2004 HE11 M3         | CUSIP: 073879PA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    669635 | PA      | $678640.87    | 0.30%             | 2034-12-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.40500 03/01/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2054.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 12/18/24-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-7349.58     | -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        |     74217 | NS      | $1289149.29   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.79500 08/06/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-503.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                       | NATIONAL GRID PLC COMMON STOCK GBP.1243129                | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     20620 | NS      | $316279.43    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $11649.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK RAKYAT INDONESIA PERSERO TBK PT (BRI)                              | BANK RAKYAT INDONESIA PERSER COMMON STOCK IDR50.0         | CUSIP: 670909902<br>LEI: 254900HB6S4B12GBNP64 | Long             | EC               | CORP              | ID        |   1531300 | NS      | $335364.99    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.16509 04/01/24-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-7458.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.5* 7/20/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-57471.11    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $994.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260128                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $865.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIM TRUST 2024-R1                                                       | CIM TRUST CIM 2024 R1 A1 144A                             | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310546 | PA      | $309219.82    | 0.14%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11910000 | PA      | $11866733.11  | 5.18%             | 2056-02-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                                | ENEL SPA COMMON STOCK EUR1.0                              | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     87754 | NS      | $912407.54    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260108                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |         1 | NC      | $-972.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-4A                                          | CHASE AUTO OWNER TRUST CHAOT 2024 4A A2 144A              | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30292 | PA      | $30327.90     | 0.01%             | 2027-09-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARSTONS ISSUER PLC                                                     | MARSTONS ISSUER PLC SECURED REGS 07/35 VAR                | CUSIP: B0GDY1II6<br>LEI: 213800HQB746UJ9UWM15 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $251729.76    | 0.11%             | 2035-07-16      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2025-5                                               | RCO MORTGAGE LLC RCO 2025 5 A1 144A                       | CUSIP: 75523YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488616 | PA      | $484029.51    | 0.21%             | 2030-10-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                    | LXP INDUSTRIAL TRUST REIT USD.0001                        | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     14023 | NS      | $695260.34    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                       | VENTURE GLOBAL CALCASIEU SR SECURED 144A 08/29 3.875      | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215783.98    | 0.09%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2024-F                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 F A1A 144A        | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336253 | PA      | $340745.05    | 0.15%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM CORPORATION                                            | ANTERO MIDSTREAM CORP COMMON STOCK                        | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2412 | NS      | $42909.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GUGGENHEIM CLO 2022-2A LTD                                              | GUGGENHEIM 1888 FUND LTD GUGG 2022 2A A1R 144A            | CUSIP: 40172PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499375.00    | 0.22%             | 2035-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CHINA PACIFIC INSURANCE (GROUP) CO LTD                                  | CHINA PACIFIC INSURANCE GR H COMMON STOCK CNY1.0          | CUSIP: B2Q5H5907<br>LEI: 529900BA5ILEL308WX03 | Long             | EC               | CORP              | CN        |     57200 | NS      | $259401.24    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.40000 08/07/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2756.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                             | CUMMINS INC COMMON STOCK USD2.5                           | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      2596 | NS      | $1325128.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.10457 07/28/23-01/02/26 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-9046.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POWSZECHNA KASA OSZCZEDNOSCI BANK POLSKI SA                             | PKO BANK POLSKI SA COMMON STOCK PLN1.0                    | CUSIP: B03NGS908<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |     18848 | NS      | $444850.25    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                      | BANCO SANTANDER SA 11/28 6.607                            | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $427131.57    | 0.19%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 9.89906 08/03/23-01/02/26 CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-2164.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 10/29 4                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $810578.13    | 0.35%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 04/27 4.5                                 | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1822429.69   | 0.80%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260202                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-14.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1587.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM8                | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM8 A1 144A     | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    484236 | PA      | $484862.62    | 0.21%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.95000 12/19/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1994.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |         1 | NC      | $-12369.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 5.5 JUMBOS                              | CUSIP: 21H052611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $252463.16    | 0.11%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/2.00 9/10/23-6Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6287.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.90500 03/12/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-936.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-425.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                         | MAREX GROUP PLC SR UNSECURED 05/28 5.829                  | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203422.44    | 0.09%             | 2028-05-08      | Fixed         | 5.83%                 | 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        |    105925 | PA      | $105364.83    | 0.05%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $58.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-7006.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                                                | HIGHWOODS PROPERTIES INC REIT USD.01                      | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     23404 | NS      | $604291.28    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL FM3241 FN 03/50 FIXED VAR                       | CUSIP: 3140X6S77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34339 | PA      | $30923.73     | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                            | NNN REIT INC REIT USD.01                                  | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     11018 | NS      | $436643.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                      | CLEAR CHANNEL OUTDOOR HOLDIN COMMON STOCK                 | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |     29821 | NS      | $65904.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO GOVT                                                             | MEX BONOS DESARR FIX RT BONDS 05/33 7.5                   | CUSIP: ACI2BPJ03<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $20672.05     | 0.01%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                               | ONEOK INC COMMON STOCK USD.01                             | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      2882 | NS      | $211827.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMSURG LLC                                                              | ENVISION HEALTHCARE CORPORTION 2023 LAST OUT TERM LOAN    | CUSIP: 949ABFII9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    489056 | PA      | $503727.18    | 0.22%             | 2028-09-15      | Fixed         | 11.86%                | No            |                  3 | On Loan: No      |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG (MUNICHRE)                | MUENCHENER RUECKVER AG REG COMMON STOCK                   | CUSIP: 529412900<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |       245 | NS      | $161231.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $461.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-458.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260303                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-4193.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.37000 03/01/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2305.32     | -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      | $1594.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS LLC                                                  | SYNIVERSE HOLDINGS, LLC 2022 TERM LOAN                    | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |      7819 | PA      | $7572.87      | 0.00%             | 2027-05-13      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NOK SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |         1 | NC      | $534.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTMORELAND MINING HOLDINGS LLC                                        | WESTMORELAND MINING HOLDINGS L COMMON                     | CUSIP: 935ZXN908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $29.32        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| KT&G CORPORATION                                                        | KT+G CORP COMMON STOCK KRW5000.0                          | CUSIP: 617507900<br>LEI: 988400ZJV6ISYBLQX875 | Long             | EC               | CORP              | KR        |      2038 | NS      | $201034.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN 2007-PA4                                   | WELLS FARGO ALTERNATIVE LOAN T WFALT 2007 PA4 2A1         | CUSIP: 94984UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    321306 | PA      | $298929.48    | 0.13%             | 2037-07-25      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                              | ABBVIE INC COMMON STOCK USD.01                            | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      8447 | NS      | $1930055.03   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 3.5 JUMBOS                              | CUSIP: 21H032621<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $91007.75     | 0.04%             | 2056-02-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.2* 09/28/23-5Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-5829.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $158.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                  | VENTURE GLOBAL LNG INC SR SECURED 144A 02/32 9.875        | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155054.61    | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1429.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260113                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |         1 | NC      | $1158.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260602                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-5.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $16.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.42500 03/01/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1911.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.70 8/17/23-4Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-102466.95   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | OIS MXN TIIE1/9.10833 03/19/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $6638.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS INC                                                    | KINETIK HOLDINGS INC COMMON STOCK USD.0001                | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1909 | NS      | $68819.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CMOC GROUP LIMITED                                                      | CMOC GROUP LTD H COMMON STOCK CNY.2                       | CUSIP: B1VRCG906<br>LEI: 2549008KG3638J59U652 | Long             | EC               | CORP              | CN        |     81000 | NS      | $201246.14    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-2                                  | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 2 A2 144A        | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55253 | PA      | $55403.71     | 0.02%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/0.75 06/16/21-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $392555.45    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DAITO TRUST CONSTRUCTION CO LTD                                         | DAITO TRUST CONSTRUCT CO LTD COMMON STOCK                 | CUSIP: 625050000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |      6600 | NS      | $125676.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORPORATION                                              | KIMBERLY CLARK CORP COMMON STOCK USD1.25                  | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      7180 | NS      | $724390.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/30 1.625                               | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    306855 | PA      | $308479.20    | 0.13%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MFA 2024-RPL1 TRUST                                                     | MFRA TRUST MFRA 2024 RPL1 A1 144A                         | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338651 | PA      | $326054.66    | 0.14%             | 2066-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN 2006-9                         | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 9 1A1            | CUSIP: 86361PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1071847 | PA      | $528684.61    | 0.23%             | 2036-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC (AKA:  PRICELINE GROUP INC/THE)                    | BOOKING HOLDINGS INC COMMON STOCK USD.008                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        32 | NS      | $171370.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                      | VENTURE GLOBAL PLAQUE SR SECURED 144A 01/34 6.5           | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235692.51    | 0.10%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                      | DRILLCO HLDG LUX S A COMMON STOCK                         | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      1980 | NS      | $44673.75     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| GEA GROUP AKTIENGESELLSCHAFT                                            | GEA GROUP AG COMMON STOCK                                 | CUSIP: 455710905<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |      3294 | NS      | $222615.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LEALAND FINANCE COMPANY BV                                              | LEALAND FINANCE COMPANY B.V. 2020 MAKE WHOLE TL           | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       915 | PA      | $768.19       | 0.00%             | 2027-06-30      | Floating      | 6.83%                 | No            |                  3 | On Loan: No      |
| CRNCL-2019-11A                                                          | CAIRN CLO BV CRNCL 2019 11A AR 144A                       | CUSIP: ACI34RX33<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    450000 | PA      | $529384.59    | 0.23%             | 2040-01-15      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| ARES XLIV CLO LTD 2017-44A                                              | ARES CLO LTD ARES 2017 44A A1RR 144A                      | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450142.60    | 0.20%             | 2034-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                              | JAPAN (30 YEAR ISSUE) BONDS 09/55 3.2                     | CUSIP: ACI30Y3M3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  58200000 | PA      | $360301.99    | 0.16%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260330                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-134.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $568.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.6* 7/16/23-27Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $43697.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-C                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2023 C A3             | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389238 | PA      | $393234.86    | 0.17%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                         | NEW UNITY COMMON STOCKK                                   | CUSIP: 958WDX907<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |        46 | NS      | $310.01       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                                    | EUROSAIL PLC ESAIL 2007 3X A3C REGS                       | CUSIP: B23DWGII5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |     20480 | PA      | $27613.33     | 0.01%             | 2045-06-13      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.47000 11/01/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1966.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                         | BAE SYSTEMS PLC COMMON STOCK GBP.025                      | CUSIP: 026349902<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      7050 | NS      | $162256.17    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-16CB                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 16CB A2         | CUSIP: 021460AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74334 | PA      | $38407.92     | 0.02%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260617                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-3.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $76.65        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL FM3243 FN 02/50 FIXED VAR                       | CUSIP: 3140X6S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23554 | PA      | $22035.42     | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $949.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDX HY45 5Y ICE                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $396424.47    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2012-11R                    | CREDIT SUISSE MORTGAGE TRUST CSMC 2012 11R 2A2 144A       | CUSIP: 12646QAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97104 | PA      | $48322.90     | 0.02%             | 2037-12-29      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| AG TRUST 2024-NLP                                                       | AG TRUST AG 2024 NLP A 144A                               | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190066 | PA      | $191341.73    | 0.08%             | 2041-08-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ABSA GROUP LTD                                                          | ABSA GROUP LTD COMMON STOCK ZAR2.0                        | CUSIP: BFX05H908<br>LEI: 2138006IPPRD4N6XLT30 | Long             | EC               | CORP              | ZA        |     18385 | NS      | $265715.89    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVIDUS CLO V DAC 5A                                                   | PROVIDUS CLO PRVD 5A AR 144A                              | CUSIP: ACI3128Y1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $470482.29    | 0.21%             | 2039-11-15      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $229.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.47000 02/22/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-475.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.05250 01/07/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1145.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.3* 9/22/23-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $6397.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MS & AD INSURANCE GROUP HOLDINGS INC                                    | MS+AD INSURANCE GROUP HOLDIN COMMON STOCK                 | CUSIP: B2Q4CS905<br>LEI: 529900CXROT5S2HMMP26 | Long             | EC               | CORP              | JP        |     28900 | NS      | $678485.56    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS AUD 2.75000 06/17/16-10Y CME                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-22367.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MICHELIN (COMPAGNIE GENERALE DES ETABLISSEMENTS MICHELIN SCA)           | MICHELIN (CGDE) COMMON STOCK EUR.5                        | CUSIP: BPBPJ0907<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |     15071 | NS      | $499546.09    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $471.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |         1 | NC      | $-7854.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                             | REPUBLIC OF TURKIYE SR UNSECURED 03/30 5.25               | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $199177.00    | 0.09%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260120                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $68.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KWD BOUGHT USD 20300812                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $168.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.7* 7/22/23-27Y* CME                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $208515.66    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-14.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PEN SOLD USD 20260105                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $133.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.43091 09/03/24-7Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $911.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/3.00 9/19/23-3Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $10855.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 09/17/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3099.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                             | STARWOOD PROPERTY TRUST COMPANY GUAR 144A 10/28 5.25      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505528.50    | 0.22%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/2.25 06/20/18-10Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $158957.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CDX EM42 ICE                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $150.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.25000 06/21/23-5Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1454.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MTGE PROD 2005-EFC1                                   | RESIDENTIAL ASSET MORTGAGE PRO RAMP 2005 EFC1 M6          | CUSIP: 76112BRR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926145 | PA      | $911783.45    | 0.40%             | 2035-05-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-269.70      | -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        |      4113 | NS      | $761357.43    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.51400 09/04/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1662.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/2.00000 12/21/22-10Y CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $208999.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP         | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A      | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375710 | PA      | $371341.86    | 0.16%             | 2037-04-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.50000 05/22/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $82568.42     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1087.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II TBA 30 YR 5 JUMBOS                                | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1197444.96   | 0.52%             | 2055-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.00 9/16/23-7Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $15974.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE COMPANY                                                | PROCTER + GAMBLE CO/THE COMMON STOCK                      | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      2481 | NS      | $355552.11    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.93000 03/24/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2307.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.13000 05/03/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3086.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                              | NORTHERN TRUST CORP COMMON STOCK USD1.666666              | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      4219 | NS      | $576273.21    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.01500 12/30/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2187.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                          | REPUBLIC OF ARGENTINA BONDS 07/30 VAR                     | CUSIP: ACI1QL1T4<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     93527 | PA      | $60855.03     | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.51453 09/03/24-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-505.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-410.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.4* 09/07/23-8Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $12101.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM 35 LTD 35A                                                          | LCM LTD PARTNERSHIP LCM 35A A1R 144A                      | CUSIP: 50202QAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499937.10    | 0.22%             | 2034-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT TRUST 2024-1                                  | GREENSKY HOME IMPROVEMENT ISSU GSKY 2024 1 A2 144A        | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22902 | PA      | $23000.77     | 0.01%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-75125.79    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1214.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LOAN TRUST 2008-R3                                | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2008 R3 3A1 144A     | CUSIP: 466308AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30385 | PA      | $23980.13     | 0.01%             | 2037-05-26      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.65000 03/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-746.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1381.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.24800 09/18/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3710.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2031.99      | 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      | $-2051.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPSOL SA                                                               | REPSOL SA COMMON STOCK EUR1.0                             | CUSIP: 566935904<br>LEI: BSYCX13Y0NOTV14V9N85 | Long             | EC               | CORP              | ES        |     25464 | NS      | $475117.74    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES5                                           | WOODWARD CAPITAL MANAGEMENT RCKT 2024 CES5 A1A 144A       | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264919 | PA      | $267715.13    | 0.12%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| ADMIRAL GROUP PLC                                                       | ADMIRAL GROUP PLC COMMON STOCK GBP.001                    | CUSIP: B02J63904<br>LEI: 213800FGVM7Z9EJB2685 | Long             | EC               | CORP              | GB        |      5636 | NS      | $241096.01    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                             | SWEDBANK AB   A SHARES COMMON STOCK                       | CUSIP: 484652904<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      4882 | NS      | $169381.08    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                               | UNITED PARCEL SERVICE CL B COMMON STOCK USD.01            | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      5337 | NS      | $529377.03    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | VERIZON COMMUNICATIONS INC SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $3689.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MICROELECTRONICS CORPORATION                                     | UNITED MICROELECTRONICS CORP COMMON STOCK TWD10.0         | CUSIP: 691662902<br>LEI: 391200YJCAGH9LF96P73 | Long             | EC               | CORP              | TW        |    250000 | NS      | $390396.44    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                        | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75            | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108682.38    | 0.05%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                       | EXPEDIA GROUP INC COMMON STOCK USD.001                    | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2597 | NS      | $735756.07    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.71500 08/07/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $117.88       | 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      | $-20812.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 11.715 03/24/22-01/04/27 CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-912.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                                      | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1A 144A         | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135907 | PA      | $127324.99    | 0.06%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260303                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $104.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.53200 08/20/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1535.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.17000 10/03/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $3554.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINGFISHER PLC                                                          | KINGFISHER PLC COMMON STOCK GBP.157143                    | CUSIP: 331952903<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |     38130 | NS      | $160510.23    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/2.30000 01/17/24-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $20505.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.36000 08/07/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2701.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 7 LTD 2019-7A                                  | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2019 7A A 144A        | CUSIP: 03331FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    322383 | PA      | $322174.98    | 0.14%             | 2037-04-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                        | WILLIAMS COS INC COMMON STOCK USD1.0                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      4043 | NS      | $243024.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $-56.78       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US RENAL CARE INC                                                       | US RENAL CARE INC SR SECURED 144A 06/28 10.625            | CUSIP: 90355YAA5<br>LEI: 54930058SS5MF69JGN89 | Long             | DBT              | CORP              | US        |      2100 | PA      | $1800.75      | 0.00%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT INC                                           | ANNALY CAPITAL MANAGEMENT IN REIT USD.01                  | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |      7656 | NS      | $171188.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLD FIELDS LIMITED                                                     | GOLD FIELDS LTD COMMON STOCK ZAR.5                        | CUSIP: 628021909<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      9491 | NS      | $413830.14    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR GBP SONIO/4.00000 09/17/25-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         1 | NC      | $-2922.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1250.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                                | SOFTBANK VISION FUND II TRANCHE B2 TERM LOAN              | CUSIP: BA000KP70<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     21439 | PA      | $21535.21     | 0.01%             | 2029-04-25      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA4729 FN 09/42 FIXED 4                         | CUSIP: 31418EHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1365 | PA      | $1343.79      | 0.00%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                                | ORLEN SA COMMON STOCK PLN1.25                             | CUSIP: 581006905<br>LEI: 259400VVMM70CQREJT74 | Long             | EC               | CORP              | PL        |     13054 | NS      | $348499.17    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-3975.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITI GROUP INC                                                         | UNITI GROUP INC COMMON STOCK USD.0001                     | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |        16 | NS      | $112.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.95000 09/13/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2006.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUTK/0.5000 03/15/22-20Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $76913.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.10500 04/24/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2882.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.46400 08/02/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2843.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR PROPERTIES COMPANY GUAR 12/26 4.75                    | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2006.26      | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS AUD 4.00000 09/17/25-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         1 | NC      | $-17086.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.85000 08/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-930.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-B                                  | CARMAX SELECT RECEIVABLES TRUS CMXS 2025 B A2             | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500705.80    | 0.22%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-2268.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.61100 08/28/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $911.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.55000 08/03/23-5Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $2963.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSI ASSET LOAN OBLIGATION 2007-1                                        | HSI ASSET LOAN OBLIGATION HALO 2007 1 1A1                 | CUSIP: 40431TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1116 | PA      | $1035.07      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 02/49 3                                   | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1133000 | PA      | $834923.63    | 0.36%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.34000 02/23/23-7Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2184.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIGERIA GOVT                                                            | NIGERIA OMO BILL OMO110626                                | CUSIP: 955PDHII1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |  68800000 | PA      | $43587.98     | 0.02%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2022-B                                 | SMB PRIVATE EDUCATION LOAN TRU SMB 2022 B A1B 144A        | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    435427 | PA      | $439851.25    | 0.19%             | 2055-02-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $610.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVATEK MICROELECTRONICS LTD                                            | NOVATEK MICROELECTRONICS COR COMMON STOCK TWD10.0         | CUSIP: 634633903<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     12000 | NS      | $142674.85    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2023-NQM2 TRUST                                                     | MFRA TRUST MFRA 2023 NQM2 A1 144A                         | CUSIP: 55285WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1123716 | PA      | $1116726.45   | 0.49%             | 2068-03-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                             | MEX BONOS DESARR FIX RT SR UNSECURED 05/29 8.5            | CUSIP: 929FKUII9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1700000 | PA      | $95313.29     | 0.04%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-C                                     | BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 1A3            | CUSIP: 059522AV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3642 | PA      | $3183.18      | 0.00%             | 2036-05-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1956.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20270610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-17.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                     | INTESA SANPAOLO SPA 144A 11/33 7.2                        | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $228519.36    | 0.10%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| LINK REAL ESTATE INVESTMENT TRUST                                       | LINK REIT REIT                                            | CUSIP: B0PB4M906<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               | CORP              | HK        |     55500 | NS      | $247808.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/26 0.125                               | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    993264 | PA      | $984642.35    | 0.43%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.92750 03/25/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-7218.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $1660.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 33 LTD 33A                                                      | KKR FINANCIAL CLO LTD KKR 33A AR 144A                     | CUSIP: 48254QAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500122.08    | 0.22%             | 2034-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.09012 07/31/23-01/04/27 CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-21997.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LONG GILT FUTURE  MAR26 IFLL 20260327                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        38 | NC      | $33002.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-35.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| POST CLO 2021-1 LTD                                                     | POST CLO LTD POST 2021 1A AR 144A                         | CUSIP: 73742FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500043.62    | 0.22%             | 2034-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.08000 01/08/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1556.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $416.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS ACTIVIDADES DE CONSTRUCCION Y SERVICIOS SA                          | ACS ACTIVIDADES CONS Y SERV COMMON STOCK EUR.5            | CUSIP: B01FLQ905<br>LEI: 95980020140005558665 | Long             | EC               | CORP              | ES        |      3875 | NS      | $384653.05    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 25-19A LTD                                     | ANCHORAGE CREDIT FUNDING LTD. ANCHF 2025 19A A 144A       | CUSIP: 03331VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500136.93    | 0.22%             | 2040-10-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P4                                  | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A      | CUSIP: 14687NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221975 | PA      | $224112.71    | 0.10%             | 2028-10-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| SWISS RE AG (AKA: SWISS RE LTD)                                         | SWISS RE AG COMMON STOCK CHF.1                            | CUSIP: ACI00MQT5<br>LEI: 529900PS9YW3YY29F326 | Long             | EC               | CORP              | CH        |      6749 | NS      | $1124313.47   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.36000 10/07/24-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $369.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                        | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25              | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    459000 | PA      | $427827.74    | 0.19%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |         1 | NC      | $-1480.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $1103.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20261118                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-1462.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2005-10                                   | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 10 10A3          | CUSIP: 225470FM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307624 | PA      | $65749.11     | 0.03%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVENUE 2025-4A LTD                                             | ATLANTIC AVENUE LTD MCCP 2025 4A A 144A                   | CUSIP: 04822PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501641.18    | 0.22%             | 2038-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260422                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-1012.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260116                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $762.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260227                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $816.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XP INC                                                                  | XP INC   CLASS A COMMON STOCK                             | CUSIP: G98239109<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |      9107 | NS      | $149081.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.30000 12/02/24-4Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2225.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.52500 09/04/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1576.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                           | ATLAS SENIOR LOAN FUND LTD ATCLO 2019 15A A1R 144A        | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    265599 | PA      | $265798.97    | 0.12%             | 2032-10-23      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-2A                       | NAVIENT STUDENT LOAN TRUST NAVSL 2020 2A A1B 144A         | CUSIP: 63942HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490078 | PA      | $494818.97    | 0.22%             | 2069-08-26      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260217                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-3268.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 2023-1A                                | FIRST INVESTORS AUTO OWNER TRU FIAOT 2023 1A A 144A       | CUSIP: 320986AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75414 | PA      | $75985.70     | 0.03%             | 2028-10-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.43000 02/27/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1885.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENTINA GOVT                                                          | REPUBLIC OF ARGENTINA SR UNSECURED 07/29 1                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     24873 | PA      | $22236.28     | 0.01%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.00000 06/21/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $2156.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/0.50 9/16/23-5Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-119631.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.50000 06/21/23-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1249.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                | STATE STREET CORP COMMON STOCK USD1.0                     | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      6417 | NS      | $827857.17    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL PLC                                                               | SHELL PLC COMMON STOCK EUR.07                             | CUSIP: BP6MXD906<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     13998 | NS      | $515857.88    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 12/18/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-51528.21    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2019 3A                                                    | VOYA CLO LTD VOYA 2019 3A AR 144A                         | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    619827 | PA      | $620311.37    | 0.27%             | 2032-10-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                  | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    476154 | PA      | $4638218.08   | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $2089.09      | 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      | $1007.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $882.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KLEPIERRE                                                               | KLEPIERRE REIT EUR1.4                                     | CUSIP: 758255905<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |      4589 | NS      | $181565.08    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260722                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $-1470.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 3.45000 10/20/23-5Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |         1 | NC      | $3751.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (BNY MELLON)                               | BANK OF NEW YORK MELLON CORP COMMON STOCK USD.01          | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      4129 | NS      | $479335.61    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| METSO OYJ                                                               | METSO CORP COMMON STOCK                                   | CUSIP: B1FN8X901<br>LEI: 549300R0VN9C371W0E07 | Long             | EC               | CORP              | FI        |      9143 | NS      | $159080.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MTGE INVESTORS 2006-A1                                    | MERRILL LYNCH MORTGAGE INVESTO MLMI 2006 A1 2A1           | CUSIP: 59020U5W1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7106 | PA      | $3313.66      | 0.00%             | 2036-03-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| CLP HOLDINGS LIMITED                                                    | CLP HOLDINGS LTD COMMON STOCK                             | CUSIP: 609701909<br>LEI: 25490002BUTSMP94GO68 | Long             | EC               | CORP              | HK        |     35000 | NS      | $313071.40    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/1.87200 04/06/22-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-22436.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/2.00000 12/21/22-7Y CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $71657.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $454.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMAHA MOTOR CO LTD                                                     | YAMAHA MOTOR CO LTD COMMON STOCK                          | CUSIP: 698526001<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |     19100 | NS      | $141651.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-100283.77   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260218                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1887.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260227                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $-475.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOUTH AFRICA EM SP MYC                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $735.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                          | OMEGA HEALTHCARE INVESTORS REIT USD.1                     | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     27955 | NS      | $1239524.70   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOAN, INC. 2007-QS4                                | RESIDENTIAL ACCREDIT LOANS, IN RALI 2007 QS4 1A4          | CUSIP: 74923HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15062 | PA      | $12002.28     | 0.01%             | 2037-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-143.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.01000 01/07/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $1111.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US LONG BOND(CBT) MAR26 XCBT 20260320                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -22 | NC      | $21625.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $1115.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCURY AGGREGATOR LP                                                   | MERCURY AGGREGATOR L P TRANCHE 1 TERM LOAN                | CUSIP: BA000FDV1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     21587 | PA      | $1135.10      | 0.00%             | 2026-04-03      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260610                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-8.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.84200 03/04/25-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1300.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                     | NISSAN MOTOR CO SR UNSECURED 144A 09/30 4.81              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    868000 | PA      | $818871.82    | 0.36%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                         | PHILIP MORRIS INTERNATIONAL COMMON STOCK                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     15935 | NS      | $2555974.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST SERIES 2024-RPL3                      | CHASE MORTGAGE FINANCE CORPORA CHASE 2024 RPL3 A1A 144A   | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    802794 | PA      | $718602.48    | 0.31%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.59400 01/09/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1239.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $2439.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVF II FINCO (CAYMAN) LP                                                | SOFTBANK VISION FUND II TRANCHE B1 TERM LOAN              | CUSIP: BA000KP88<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    167530 | PA      | $168279.82    | 0.07%             | 2029-04-25      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.97000 02/27/24-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1564.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |         1 | NC      | $-25.64       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.90000 04/10/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1259.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | OIS MXN TIIE1/9.13500 01/02/25-5Y* CME                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | MX        |         1 | NC      | $2751.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1197878.90   | 0.52%             | 2056-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1092.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260122                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |         1 | NC      | $-601.62      | -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      | $848.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-1.84        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.3* 01/04/22-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2679.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL MB0149 G2 01/55 FIXED 6.5                    | CUSIP: 3618N5EX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    130644 | PA      | $135265.84    | 0.06%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.20250 01/10/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $5909.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.4* 01/18/22-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2535.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260309                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $524.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HOLCIM AG                                                               | HOLCIM LTD COMMON STOCK CHF2.0                            | CUSIP: 711075903<br>LEI: 529900EHPFPYHV6IQO98 | Long             | EC               | CORP              | CH        |      6009 | NS      | $584977.93    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.29000 03/31/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1770.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |         1 | NC      | $-2114.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 10YR ULTRA FUT MAR26 XCBT 20260320                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -25 | NC      | $12271.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE SA                                                                 | VALE SA COMMON STOCK                                      | CUSIP: 219628005<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |     23500 | NS      | $306841.10    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | REPUBLIC OF SOUTH AFRICA BONDS 01/30 8                    | CUSIP: ACI0725J7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    300000 | PA      | $18527.17     | 0.01%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA (PDVSA)                                       | PETROLEOS DE VENEZUELA S COMPANY GUAR REGS 05/35 9.75     | CUSIP: P7807HAQ8<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     20000 | PA      | $5200.00      | 0.00%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/1.7* 7/15/23-7Y* CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $22135.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.84000 01/08/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $344.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LYONDELLBASELL INDUSTRIES NV                                            | LYONDELLBASELL INDU CL A COMMON STOCK EUR.04              | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      3397 | NS      | $147090.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEKOMUNIKASI TBK PT                                                   | TELKOM INDONESIA PERSERO TBK COMMON STOCK IDR50.0         | CUSIP: BD4T6W908<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |   1112100 | NS      | $232690.62    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                       | EOG RESOURCES INC COMMON STOCK USD.01                     | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     10408 | NS      | $1092944.08   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM LP                                                       | HESS MIDSTREAM LP   CLASS A COMMON STOCK                  | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3308 | NS      | $114126.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260130                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |         1 | NC      | $-1120.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS ZAR 8.06250 01/08/25-6Y CME                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | ZA        |         1 | NC      | $3075.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERBRIDGE CREDIT FUNDING 1 LTD                                       | CENTERBRIDGE CREDIT FUNDING LT CBCF 2021 1A A 144A        | CUSIP: 15186PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $437763.67    | 0.19%             | 2039-07-25      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |         1 | NC      | $-3373.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 10.21 04/03/24-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-2405.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20260114                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |         1 | NC      | $223.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                               | APPLE INC COMMON STOCK USD.00001                          | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      5522 | NS      | $1501210.92   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260227                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |         1 | NC      | $797.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ZCS BRL 11.22 03/25/22-01/04/27 CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | BR        |         1 | NC      | $-1279.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.44600 10/23/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-2160.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                             | NATIONWIDE BLDG SOCIETY 144A 10/27 VAR                    | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203812.27    | 0.09%             | 2027-10-18      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| VENEZUELAN GOVT                                                         | REPUBLIC OF VENEZUELA SR UNSECURED 09/27 9.25             | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     44000 | PA      | $14685.00     | 0.01%             | 2027-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KINBANE 2025-RPL 2 DAC  25-RPL2A                                        | KINBANE DAC KINBN 2025 RPL2A A 144A                       | CUSIP: ACI30K8H9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |    387621 | PA      | $456260.98    | 0.20%             | 2075-08-24      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDING AG                                                        | ROCHE HOLDING AG GENUSSCHEIN COMMON STOCK                 | CUSIP: 711038901<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      3985 | NS      | $1645686.06   | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL QE1302 FR 05/52 FIXED 3                 | CUSIP: 3133BANT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56283 | PA      | $49868.27     | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NGN BOUGHT USD 20261118                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NG        |         1 | NC      | $-2.26        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KWD SOLD USD 20260528                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |         1 | NC      | $-28.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260123                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |         1 | NC      | $358.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARMONY GOLD MINING COMPANY LIMITED                                     | HARMONY GOLD MINING CO LTD COMMON STOCK ZAR.5             | CUSIP: 641056908<br>LEI: 378900986D05F0C29811 | Long             | EC               | CORP              | ZA        |     12207 | NS      | $244898.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.71000 03/05/24-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-270.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260126                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |         1 | NC      | $602.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 03/29 2.375                               | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2698171.87   | 1.18%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SF+26.161/0.500 06/16/21-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $17052.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.37500 03/31/26-4Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1619.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/32 0.625                               | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    672390 | PA      | $631027.84    | 0.28%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                        | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5             | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450617.05    | 0.20%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                       | SOUTH AFRICAN T BILLS SOUTH AFRICAN T BILLS               | CUSIP: ACI355B18<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    800000 | PA      | $45802.90     | 0.02%             | 2026-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUTK/0.17625 04/27/22-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |         1 | NC      | $-2435.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.97500 03/21/25-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-1542.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                           | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271         | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457782.42    | 0.20%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                    | EDISON INTERNATIONAL COMMON STOCK                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |      8646 | NS      | $518932.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-AURA                         | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 AURA A 144A      | CUSIP: 95004VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501452.40    | 0.22%             | 2042-10-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PEN BOUGHT USD 20260318                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |         1 | NC      | $-3865.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CS FIRST BOSTON MTGE SEC CORP 2005-12                                   | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 12 6A1           | CUSIP: 225470RY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28250 | PA      | $16710.10     | 0.01%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260115                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |         1 | NC      | $-705.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260121                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |         1 | NC      | $580.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-6NCX                                                  | EUROSAIL PLC ESAIL 2007 6NCX A3A REGS                     | CUSIP: B29Q4HII9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |    137076 | PA      | $183921.04    | 0.08%             | 2045-09-13      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDEN BAR SECURITISATION SRL 2023-2 23-2                               | GOLDEN BAR SECURITISATION GOLDB 2023 2 A REGS             | CUSIP: ACI2KTMD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |    243789 | PA      | $288307.31    | 0.13%             | 2043-09-22      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Equity Series

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer