# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007221
**Filing Date:** 2026-5
**Character Count:** 431485
**Document Hash:** e5e5866ca07e5e1cafd8b6d289f438c4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007221.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007221

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043392

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

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

## Series and Classes Contracts Data

### PIMCO Inflation Response Multi-Asset Fund (Series ID: S000033597)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000103229 | Class A       | PZRMX           |
| C000103232 | Institutional | PIRMX           |
| C000103233 | I-2           | PPRMX           |
| C000237486 | I-3           | PFRMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Inflation Response Multi-Asset Fund

- **b. EDGAR series identifier (if any):** S000033597

- **c. LEI of Series:** THF8EKD5U3IIE5DF6F03

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4759219392.38

**Total Liabilities:** $2508635436.64

**Net Assets:** $2250583955.74

**Amount of Assets Invested in Other Investment Companies:** $705181480.17

**Cash Not Reported:** $12513277.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 56397.841400 | **1-Year:** 65039.304900 | **5-Year:** 342931.384900 | **10-Year:** 130743.813000 | **30-Year:** -104454.251300

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

- **3-Month:** 1829.700300 | **1-Year:** 1095.044500 | **5-Year:** 13442.389000 | **10-Year:** 1907.661200 | **30-Year:** 91.700600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000103229 | 2.10%                | 3.36%                | -1.99%               |
| Class ID C000103233 | 2.05%                | 3.39%                | -1.84%               |
| Class ID C000237486 | 2.06%                | 3.50%                | -1.95%               |
| Class ID C000103232 | 2.16%                | 3.38%                | -1.84%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1774843.28              | $50085358.17                               |
| Month 2  | $1100811.95              | $68794644.69                               |
| Month 3  | $188128420.20            | $-285870868.80                             |

**Designated Index Information**

- **Index Name:** 45% Bloomberg US TIPS, 10%Dow Jones US Select REIT, 20%Bloomberg Commodity Total Return, 15%JPM ELMI+, 10%Bloomberg Commodity Gold Total Return Index

- **Index Identifier:** INFNRSPN

### Schedule of Portfolio Investments

| Name                                                                    | Title                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                     | SOLD TRY BOUGHT USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2506.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/30 0.125                                 | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27283929 | PA      | $25979577.36   | 1.15%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                          | EPR PROPERTIES REIT USD.01                                  | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |       6214 | NS      | $310451.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-24547.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  SEP26 XNYM 20260820                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         93 | NC      | $1463180.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                          | FREMONT HOME LOAN TRUST FHLT 2006 C 2A3                     | CUSIP: 35729TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2157006 | PA      | $851219.37     | 0.04%             | 2036-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SEK BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $10341.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                              | SABRA HEALTH CARE REIT INC REIT USD.01                      | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      19707 | NS      | $378965.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL INC                                                   | VERIS RESIDENTIAL INC REIT USD.01                           | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |        254 | NS      | $4792.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   50000000 | PA      | $50000000.00   | 2.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $537.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $135.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-50238.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LIVE CATTLE FUTR  AUG26 XCME 20260831                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         15 | NC      | $38513.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CZK SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $5821.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $1473.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST                                                       | RLJ LODGING TRUST REIT                                      | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12097 | NS      | $89759.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT HUF SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $12233.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/28 0.75                                  | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38815876 | PA      | $38713179.30   | 1.72%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.682 10/15/23-30Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $237135.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVST LN TR 2005-8                                     | STRUCTURED ASSET INVESTMENT LO SAIL 2005 8 M1               | CUSIP: 86358EXQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     859523 | PA      | $849829.08     | 0.04%             | 2035-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $15964.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER FUTURE     SEP26 XCEC 20260928                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-32181.37     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-27747.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-8                                                  | LEHMAN XS TRUST LXS 2006 8 3A4                              | CUSIP: 52522HAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     366041 | PA      | $357185.57     | 0.02%             | 2036-06-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| CSG SYSTEMS INTL INC                                                    | CSG SYSTEMS INTL INC COMMON STOCK USD.01                    | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       3100 | NS      | $247814.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-46762.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 1.28 05/19/20-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1037521.20   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/43 0.625                                 | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9873350 | PA      | $7281892.81    | 0.32%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $26768.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 2YR NOTE (CBT) JUN26 XCBT 20260630                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -1554 | NC      | $1365523.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $17312.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP GB NI 3.466 09/15/24-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-214835.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.80100 03/31/26-9Y* LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $138718.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TRNTS-2021-17A                                                          | TRINITAS CLO LTD TRNTS 2021 17A AR 144A                     | CUSIP: 89642JAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1802195.62    | 0.08%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY TRUST INCORPORATED                                    | HEALTHCARE REALTY TRUST INC REIT USD.01                     | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |      28920 | NS      | $491350.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  JUN26 IFEU 20260430                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -22 | NC      | $-85158.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-85869.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED REC 2006-HE1                                   | SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C            | CUSIP: 81376YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1845840 | PA      | $593798.88     | 0.03%             | 2036-07-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2182.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER FUTURE     MAY26 XCEC 20260527                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -41 | NC      | $921383.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | MLPIREIL TRS EQUITY FEDL01+65 BOA                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $175862.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-533658.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A4           | CUSIP: 02150EAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     128968 | PA      | $60986.38      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PHP SOLD USD 20260417                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $-61281.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A3          | CUSIP: 02146VAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      56956 | PA      | $41156.10      | 0.00%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-85562.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLIX LTD 2021-49A                                  | MADISON PARK FUNDING LTD MDPK 2021 49A AR 144A              | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1100000 | PA      | $1100477.62    | 0.05%             | 2034-10-19      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260417                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $183.30        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2007-3                                  | RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1              | CUSIP: 75971FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4962316 | PA      | $1954576.48    | 0.09%             | 2037-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-2812.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $80206.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                    | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581            | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19100000 | PA      | $19652571.60   | 0.87%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                    | JYSKE REALKREDIT A/S COVERED 10/53 2                        | CUSIP: ACI22BY64<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |     786872 | PA      | $100889.38     | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 05/26 0.00000                                 | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     263000 | PA      | $261538.75     | 0.01%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-3                                           | COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2                      | CUSIP: 12669GTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     121220 | PA      | $117250.06     | 0.01%             | 2035-04-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 10/26 0.125                                 | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55579071 | PA      | $56060248.47   | 2.49%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-353458.94    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | UK NATURAL GAS FUTMAY26 IFEU 20260429                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          6 | NC      | $-633.54       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT RON SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |          1 | NC      | $-20173.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  SEP26 XCBT 20260914                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        179 | NC      | $392587.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/29 0.25                                  | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17785475 | PA      | $17302955.14   | 0.77%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP                                                    | SL GREEN REALTY CORP REIT USD.01                            | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       3953 | NS      | $146023.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/54 2.125                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18650016 | PA      | $16461688.21   | 0.73%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2006-KS9                                     | RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4            | CUSIP: 75406YAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2770432 | PA      | $2404020.07    | 0.11%             | 2036-11-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 07/26 0.00000                                 | CUSIP: 912797UQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     385000 | PA      | $380732.44     | 0.02%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SOFR/2.28500 11/15/23-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $5015631.69    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $10304.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                                                       | SITE CENTERS CORP REIT USD.1                                | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |        156 | NS      | $842.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SILVER OPTION     DEC26C 100 EXP 11/24/2026                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -24 | NC      | $-969600.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET MTGE INVEST 2006-AR5                                   | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1            | CUSIP: 86360JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     169063 | PA      | $119556.59     | 0.01%             | 2036-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-6324.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2006-2                                    | BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2             | CUSIP: 07388DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71323 | PA      | $61558.24      | 0.00%             | 2036-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2007-3                                           | SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1                      | CUSIP: 81744MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360320 | PA      | $310362.76     | 0.01%             | 2036-07-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $68053.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COFFEE 'C' FUTURE SEP26 IFUS 20260918                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         59 | NC      | $-21246.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-4590.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                             | LETRA TESOURO NACIONAL BILLS 10/26 0.00000                  | CUSIP: ACI2Q7PM2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  138700000 | PA      | $25085359.09   | 1.11%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $88557.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-73694.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $10842.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR SEP26 XLME 20260914                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        123 | NC      | $861621.03     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $196.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $28838.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $2337.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  JUL26 IFEU 20260529                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         13 | NC      | $119551.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $4501.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5              | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.22          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H22                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H22 F               | CUSIP: 38384LA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7748057 | PA      | $7812612.37    | 0.35%             | 2075-10-20      | Floating      | 4.45%                 | 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        |   17674692 | PA      | $12708405.87   | 0.56%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/33 1.125                                 | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41705614 | PA      | $40182310.19   | 1.79%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $40028.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIFIRST CORPORATION                                                    | UNIFIRST CORP/MA COMMON STOCK USD.1                         | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |        700 | NS      | $176113.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $732.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN MEAL FUTR MAY26 XCBT 20260514                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         50 | NC      | $88088.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                          | FREMONT HOME LOAN TRUST FHLT 2006 C 2A2                     | CUSIP: 35729TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3924449 | PA      | $1549091.72    | 0.07%             | 2036-10-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT COP SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $3036.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 1.636 06/15/25-2Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $845025.29     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAB MTGE BACKED PASS-THRU CERTS 2006-1                                 | CSAB MORTGAGE BACKED TRUST CSAB 2006 1 A6A                  | CUSIP: 22943HAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     310698 | PA      | $75797.48      | 0.00%             | 2036-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                    | JYSKE REALKREDIT A/S COVERED 10/47 2.5                      | CUSIP: ACI09QH00<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |        608 | PA      | $87.11         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WELL FARGO REPO                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   21100000 | PA      | $21100000.00   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| GETTY REALTY CORP                                                       | GETTY REALTY CORP REIT USD.01                               | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |        161 | NS      | $5119.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.32500 07/06/26-4Y* LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2785174.41    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                    | NORDEA KREDIT REALKREDIT COVERED 10/47 2.5                  | CUSIP: ACI0CR3W9<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |        323 | PA      | $46.37         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-7                                                  | LEHMAN XS TRUST LXS 2006 7 1A1A                             | CUSIP: 52522EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     506602 | PA      | $451219.20     | 0.02%             | 2036-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $328706.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SEK BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $15651.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $12638.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                    | JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5                 | CUSIP: BH3VW6II4<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |   74832897 | PA      | $9209543.87    | 0.41%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-14639.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      AUG31 IFED 20310729                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $609.01        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SUGAR  11 (WORLD) OCT26 IFUS 20260930                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         41 | NC      | $-5028.87      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $12587.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.69 06/01/21-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $62632.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-22361.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-293824.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $4070.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD 100 OZ FUTR  JUN26 XCEC 20260626                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        465 | NC      | $-4432612.48   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | MLPIREIS TRS EQUITY FEDL01+50 BOA                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $48180.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.71500 03/31/26-9Y* LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $36854.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.08316 06/30/26-27Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $6296.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.165 04/16/19-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-998144.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                               | FANNIE MAE FNR 2025 18 FA                                   | CUSIP: 3136BU7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1478827 | PA      | $1487803.54    | 0.07%             | 2053-11-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $2063828.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                                 | COPT DEFENSE PROPERTIES REIT USD.01                         | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       9118 | NS      | $279010.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE HOSPITALITY REIT INC                                              | APPLE HOSPITALITY REIT INC REIT                             | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      17881 | NS      | $205810.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-148.98       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME LEAD FUTURE   JUL26 XLME 20260713                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         22 | NC      | $-10224.83     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5                             | TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A                | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     866310 | PA      | $868545.59     | 0.04%             | 2039-02-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTI 2006-19                                  | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3              | CUSIP: 12667CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     627366 | PA      | $624287.09     | 0.03%             | 2037-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | VARS GOLDLNPM 0.04950625 11/15/27 CBK                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-578781.97    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260917                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-19172.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVIDUS CLO II DAC 2A                                                  | PROVIDUS CLO PRVD 2A ARR 144A                               | CUSIP: ACI2RB411<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1734158.67    | 0.08%             | 2038-10-15      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-13792.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  MAY26 XCBT 20260514                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        247 | NC      | $910344.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/30 0.125                                 | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25280600 | PA      | $24203803.43   | 1.08%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-183990.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260507                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $6765.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR JUL26 XLME 20260713                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -126 | NC      | $-1145163.14   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/31 0.125                                 | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3048292 | PA      | $2866814.89    | 0.13%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER OPTION     DEC26C 120 EXP 11/24/2026                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -20 | NC      | $-561900.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $3.49          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-9345.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $65884.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-121435.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.08244 06/30/26-27Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $35586.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | DWRTFT TRS EQUITY SOFR+55 CBK                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-408322.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-7053.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SGD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-10425.02     | -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        |    3850000 | PA      | $3853910.87    | 0.17%             | 2034-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                              | JAPAN (30 YEAR ISSUE) BONDS 12/55 3.4                       | CUSIP: ACI37YF43<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3800000000 | PA      | $22878296.21   | 1.02%             | 2055-12-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COUR US TRS EQUITY SOFR+20 CBK                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $10013.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-3778.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $57099.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES INC (AKA: GAYLORD ENTERTAINMENT CO)        | RYMAN HOSPITALITY PROPERTIES REIT USD.01                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |       5038 | NS      | $464856.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260410                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $26439.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARK HOTELS & RESORTS INC                                               | PARK HOTELS + RESORTS INC REIT USD.01                       | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      15641 | NS      | $164699.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO EMERGING MARKETS CURRENC PIMCO EM MRK CUR + S/T INS   | CUSIP: 72201F409<br>LEI: Y52315K7L96R2YWLTM72 | Long             | EC               | RF                | US        |   17704701 | NS      | $133670490.41  | 5.94%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR JPY MUTK/0.50000 12/15/21-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $1323728.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.7 04/15/23-30Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $434835.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS INC                                                            | PROLOGIS INC REIT USD.01                                    | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |      75952 | NS      | $10039335.36   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | IRS EUR 3.05000 01/13/26-30Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $254995.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-3A                                                        | VOYA CLO LTD VOYA 2017 3A A1RR 144A                         | CUSIP: 92915QBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6300000 | PA      | $6304643.67    | 0.28%             | 2034-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-WMC1                                      | HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A3            | CUSIP: 40430MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4646933 | PA      | $1982891.83    | 0.09%             | 2036-07-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $10950.65      | 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      | $-28760.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $307.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOUGLAS EMMETT INC                                                      | DOUGLAS EMMETT INC REIT USD.01                              | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        489 | NS      | $4606.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                               | HOST HOTELS + RESORTS INC REIT USD.01                       | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |      59373 | NS      | $1137586.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-658834.55    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.55 04/15/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $6375.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SOFR/2.30000 11/15/23-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1331426.62   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 2                | CUSIP: ACI1Z8QS8<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.26          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-365690.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $21750.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                                 | BRANDYWINE REALTY TRUST REIT USD.01                         | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |        487 | NS      | $1319.77       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2                                 | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4            | CUSIP: 83611MML9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112144 | PA      | $110362.48     | 0.00%             | 2036-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-258.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2004-NCM2                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 NCM2 1CB1          | CUSIP: 17307GGX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     579922 | PA      | $574276.44     | 0.03%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                               | BRIGHTHOUSE FINANCIAL INC COMMON STOCK USD.01               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       2700 | NS      | $161676.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-19166.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO I LTD 2018-3A                                           | 522 FUNDING CLO LTD MORGN 2018 3A AR 144A                   | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       5790 | PA      | $5796.08       | 0.00%             | 2031-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $3979.12       | 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      | $-83273.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 35 EURO CLO 2014 BV 14-35A                                       | DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A            | CUSIP: ACI2878B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     327009 | PA      | $378363.21     | 0.02%             | 2033-01-17      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA4700 FN 08/52 FIXED 4                           | CUSIP: 31418EGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     835645 | PA      | $789422.48     | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1946.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                   | AMERICAN HOMES 4 RENT  A REIT USD.01                        | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |      21204 | NS      | $592015.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | REVERSE REPO JPM CHASE                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -9696000 | PA      | $-9719291.95   | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD DKK BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $634473.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $869.34        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXXII LTD                                                  | SYMPHONY CLO LTD SYMP 2022 32A AR 144A                      | CUSIP: 87168NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    1500000 | PA      | $1500128.22    | 0.07%             | 2035-10-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME LEAD FUTURE   MAY26 XLME 20260518                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         11 | NC      | $-20601.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $8911.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-91137.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SUGAR  11 (WORLD) MAY26 IFUS 20260430                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         20 | NC      | $29625.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $50842.00      | 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        |    3400000 | PA      | $3401115.23    | 0.15%             | 2034-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 3.13 05/15/22-5Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $130591.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $28072.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-597.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-15345.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                              | MARRIOTT INTERNATIONAL  CL A COMMON STOCK USD.01            | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        523 | NS      | $171057.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRYSAIL CLO 2022-1A LTD                                                 | TRYSAIL CLO LTD TRYSL 2022 1A A 144A                        | CUSIP: 89856JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     600000 | PA      | $600820.68     | 0.03%             | 2033-10-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260428                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-8015.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2FP               | CUSIP: 61750SAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1379077 | PA      | $601592.87     | 0.03%             | 2036-10-25      | Floating      | 3.86%                 | 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        |      27772 | NS      | $1309727.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.64000 03/31/26-9Y* LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $35338.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTGROUP PROPERTIES INC                                                | EASTGROUP PROPERTIES INC REIT                               | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |       4737 | NS      | $876771.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $48267.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-17537.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260403                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4663.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTG SEC 2005-3                                          | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1             | CUSIP: 05949A6C9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      24522 | PA      | $22275.03      | 0.00%             | 2035-06-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-9388.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNY SOLD USD 20260513                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $141270.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1288.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $29777.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-801.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75842 03/31/26-9Y* LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $207023.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NOK SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-28764.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO II LTD 2021-2A                                          | SILVER ROCK CLO LTD SLVRK 2021 2A AR 144A                   | CUSIP: 82812LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1300433.95    | 0.06%             | 2035-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-20328.27     | -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      | $-59661.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN MEAL FUTR DEC26 XCBT 20261214                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -18 | NC      | $4639.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25390500 | PA      | $25844550.19   | 1.15%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-243479.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $71558.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.01035 06/30/26-27Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $36631.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     MAY26 NDEX 20260429                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          1 | NC      | $1687.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVASTAR HOME EQUITY LOAN 2006-5                                        | NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C                   | CUSIP: 66988YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140809 | PA      | $42589.90      | 0.00%             | 2036-11-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| QUBE HOLDINGS LIMITED                                                   | QUBE HOLDINGS LTD COMMON STOCK                              | CUSIP: B1L4BC908<br>LEI: 391200RT2MUFEO3RFW25 | Long             | EC               | CORP              | AU        |      67563 | NS      | $228043.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO JPM CHASE                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3705625 | PA      | $-3718431.02   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| NETSTREIT CORP                                                          | NETSTREIT CORP REIT USD.01                                  | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |        288 | NS      | $5423.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARINGS EURO CLO 2020-1 DAC  20-1A                                      | BARINGS EURO CLO BABSE 2020 1A ARR 144A                     | CUSIP: ACI316LH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3900000 | PA      | $4505214.85    | 0.20%             | 2038-10-21      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-150.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.59 12/15/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $210675.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUT+5.89/0.3800 06/18/18-10Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $2130.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SUGAR  11 (WORLD) JUL26 IFUS 20260630                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         79 | NC      | $85158.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COM FWD SMZ6 310.35 11/20/26 BPS                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $28862.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA REALTY TRUST                                                     | ACADIA REALTY TRUST REIT USD.001                            | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      10637 | NS      | $203379.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-31758.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $6653.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | JPN 10Y BOND(OSE) JUN26 XOSE 20260615                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |        -74 | NC      | $485767.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DRYDEN LEVERAGED LOAN CDO 2019-69A                                      | DRYDEN LEVERAGED LOAN CDO DRYD 2019 69A AR 144A             | CUSIP: ACI2Q4GN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    6800000 | PA      | $7853941.68    | 0.35%             | 2034-10-18      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECUR TRUST 2005-A15                                  | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2            | CUSIP: 45660L4H9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     171692 | PA      | $61143.76      | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | DWRTFT TRS EQUITY SOFR+49 CBK                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-1431702.23   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIEDAD TITULIZADORA SA                              | CREDICORP CAPITAL SOCIED LOCAL GOVT G 144A 03/45 9.7        | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    2300000 | PA      | $703238.60     | 0.03%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ST PAUL'S CLO X DAC 10A                                                 | ST PAULS CLO SPAUL 10A AR 144A                              | CUSIP: ACI1WJ0Z9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     748731 | PA      | $864529.40     | 0.04%             | 2035-04-22      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| MASTR ALT LN TR 2006-2                                                  | MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1               | CUSIP: 5764342H6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     410572 | PA      | $33165.77      | 0.00%             | 2036-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260401                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $34513.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $3759.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-9084.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL FS3519 FN 11/52 FIXED VAR                         | CUSIP: 3140XJ4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     970297 | PA      | $939697.76     | 0.04%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE SEP26 XLME 20260914                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         69 | NC      | $-163693.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-129963.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $33979.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMH PROPERTIES INC                                                      | UMH PROPERTIES INC REIT USD.1                               | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |        241 | NS      | $3477.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COTTON NO.2 FUTR  DEC26 IFUS 20261208                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         10 | NC      | $8013.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC26 XNYM 20261120                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        297 | NC      | $-432587.56    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT SGD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-258339.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE4                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3                 | CUSIP: 61748BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1048036 | PA      | $516844.64     | 0.02%             | 2036-06-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/29 2.125                                 | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27547204 | PA      | $28289006.68   | 1.26%             | 2029-04-15      | Fixed         | 2.12%                 | 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        |    6220667 | PA      | $3312567.97    | 0.15%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT HUF SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $8088.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260423                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-5469.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COPPER FUTURE     MAY26 XCEC 20260527                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         23 | NC      | $-204897.01    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT P 1.8 07/20/16-10Y MYC                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-365686.33    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AMBAC ASSURANCE CORPORATION                                             | AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1            | CUSIP: 023138AA8<br>LEI: 549300RYYRVPPB8NC636 | Long             | DBT              | CORP              | US        |      27914 | PA      | $36986.12      | 0.00%             | 2099-12-31      | Fixed         | 5.10%                 | 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        |      10377 | NS      | $118920.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.68 04/15/23-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $466015.89     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317U84SA4 PIMCO SWAPTION 2.44 CALL EUR 2027012              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -6200000 | NC      | $-19208.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-7398.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2005-A5                                     | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3              | CUSIP: 45660LJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309884 | PA      | $177880.42     | 0.01%             | 2035-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3                       | SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3             | CUSIP: 81377EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9645068 | PA      | $3157819.28    | 0.14%             | 2036-10-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER OPTION     MAY26P 80 EXP 04/27/2026                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -4 | NC      | $-166440.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | US ULTRA BOND CBT JUN26 XCBT 20260618                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        676 | NC      | $-2664765.81   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ECX EMISSION      DEC26 NDEX 20261214                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |         24 | NC      | $-73107.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ITALY GOVT                                                              | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1     | CUSIP: ACI2NDKJ4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    1241664 | PA      | $1443602.10    | 0.06%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | DWRTFT TRS EQUITY SOFR+54 MYI                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-1656580.95   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-34402.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP PIMCODB CIB                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $522428.51     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.10 SP MYI                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $17816.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-39845.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $45829.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-301235.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COPPER FUTURE     SEP26 XCEC 20260928                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-16123.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3      | SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1             | CUSIP: 84751XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7854270 | PA      | $3834805.05    | 0.17%             | 2037-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| INDEPENDENCE REALTY TRUST INC                                           | INDEPENDENCE REALTY TRUST IN REIT USD.01                    | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |       9450 | NS      | $140710.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260506                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1616.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR-2006-8AR                                  | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 6A1             | CUSIP: 61749LAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13392 | PA      | $13216.28      | 0.00%             | 2036-06-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2006-5                                   | BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 CB17             | CUSIP: 05950BAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     204543 | PA      | $179173.11     | 0.01%             | 2046-06-25      | Fixed         | 6.00%                 | 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        |    1400000 | PA      | $1401709.08    | 0.06%             | 2034-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                                                | ESSEX PROPERTY TRUST INC REIT USD.0001                      | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |       3983 | NS      | $963886.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $40668.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-2238.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26000000 | PA      | $26877801.34   | 1.19%             | 2056-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-48488.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CHF SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $17546.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 0.19700 11/08/22-30Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $4376607.28    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-312430.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5505                                                 | FREDDIE MAC FHR 5505 AF                                     | CUSIP: 3137HJ6H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1862697 | PA      | $1841339.96    | 0.08%             | 2050-03-15      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CENTERSPACE                                                             | CENTERSPACE REIT                                            | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       1350 | NS      | $77557.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2018-1A DAC                                   | ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A            | CUSIP: ACI2ZP3T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2700000 | PA      | $3119125.97    | 0.14%             | 2036-08-29      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT NOK SOLD USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $481.63        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD 2018-64A                                                 | DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A               | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     122997 | PA      | $123118.65     | 0.01%             | 2031-04-18      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COFFEE 'C' FUTURE MAY26 IFUS 20260518                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         14 | NC      | $47768.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $56192.07      | 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        |   54510397 | PA      | $51448536.01   | 2.29%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-167439.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD IDR BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $231.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-NC1                                      | MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1              | CUSIP: 57643LNG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1048362 | PA      | $1055974.14    | 0.05%             | 2036-01-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SEK BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $6455.04       | 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      | $-8445.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                            | DIVERSIFIED HEALTHCARE TRUST REIT USD.01                    | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      49119 | NS      | $326150.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.049 08/15/24-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $271343.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO 2022-1A                                             | CAPITAL FOUR US CLO C4US 2022 1A AR 144A                    | CUSIP: 14016CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1200000 | PA      | $1203915.60    | 0.05%             | 2037-01-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                               | FANNIE MAE FNR 2025 16 FA                                   | CUSIP: 3136BU5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1626766 | PA      | $1639502.63    | 0.07%             | 2055-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $29163.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  DEC26 IFEU 20261030                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        307 | NC      | $1990115.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-134.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CANYON CLO 2020-1 LTD                                                   | CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A               | CUSIP: 13876LAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001045.68    | 0.04%             | 2034-07-15      | Floating      | 4.75%                 | 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        |   14604120 | PA      | $10349481.27   | 0.46%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $29883.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 10YR NOTE (CBT)JUN26 XCBT 20260618                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -306 | NC      | $438967.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-69843.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY LIFESTYLE PROPERTIES INC                                         | EQUITY LIFESTYLE PROPERTIES REIT USD.01                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |      14435 | NS      | $901032.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD 2021-6A                                     | BAIN CAPITAL CREDIT CLO  LIMIT BCC 2021 6A A1R 144A         | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1801089.79    | 0.08%             | 2034-10-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | COTTON NO.2 FUTR  JUL26 IFUS 20260709                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         22 | NC      | $42109.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                          | FREMONT HOME LOAN TRUST FHLT 2006 C 1A1                     | CUSIP: 35729TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     146228 | PA      | $135741.43     | 0.01%             | 2036-10-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.763 09/15/23-30Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $923225.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-48683.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE GOVT                                                             | FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1                  | CUSIP: ACI1VB392<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   13917348 | PA      | $15602974.34   | 0.69%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                              | BRIXMOR PROPERTY GROUP INC REIT USD.01                      | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |      20693 | NS      | $595958.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-14954.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/32 0.125                                 | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   31441760 | PA      | $28945831.03   | 1.29%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| WARNER BROS DISCOVERY INC                                               | WARNER BROS DISCOVERY INC COMMON STOCK                      | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      21000 | NS      | $576660.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SILVER FUTURE     DEC26 XCEC 20261229                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         30 | NC      | $-3153481.72   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $115.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/35 2.125                                 | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68425200 | PA      | $69602840.12   | 3.09%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-77674.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UDR INC                                                                 | UDR INC REIT USD.01                                         | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |      19456 | NS      | $657223.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO COMMODITY STRATEGY ACTIV PIMCO COMMODITY ACTIVE STRAT | CUSIP: 72201R593<br>LEI: 549300FW8J0DNOBABK03 | Long             | EC               | RF                | US        |    2977136 | NS      | $96072178.72   | 4.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      MAR31 IFED 20310226                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $1554.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-27637.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.7675 05/13/21-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1121743.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                           | WELLTOWER INC REIT USD1.0                                   | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |      59527 | NS      | $11769083.17   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | EURO-BOBL FUTURE  JUN26 XEUR 20260608                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -656 | NC      | $1168300.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $120249.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.0520* 03/16/26-30Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $48271.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                 | GSG BIDCO LTD SR SECURED 144A 06/31 4.7                     | CUSIP: ACI38RGT1<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |    2300000 | PA      | $2637201.15    | 0.12%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | EURO-OAT FUTURE   JUN26 XEUR 20260608                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |      -1181 | NC      | $5142010.47    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.99798 06/30/26-27Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $18501.28      | 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      | $47534.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/44 1.375                                 | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25842993 | PA      | $21374696.52   | 0.95%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 7 DAC 7A                                              | TORO EUROPEAN CLO TCLO 7A ARE 144A                          | CUSIP: ACI227LV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    4364805 | PA      | $5038975.41    | 0.22%             | 2034-02-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN FUTURE    MAY26 XCBT 20260514                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         60 | NC      | $50635.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT A/S COVERED REGS 10/47 2.5              | CUSIP: ACI09WV27<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       1863 | PA      | $267.12        | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CZK SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $-12241.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                             | UNITED MEXICAN STATES SR UNSECURED 07/32 5.85               | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     900000 | PA      | $904365.00     | 0.04%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $4187.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TERRENO REALTY CORPORATION                                              | TERRENO REALTY CORP REIT USD.01                             | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8389 | NS      | $515252.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOYBEAN OIL FUTR  DEC26 XCBT 20261214                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         46 | NC      | $170944.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTS 2005-13                                  | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4              | CUSIP: 126670GR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22924 | PA      | $21541.73      | 0.00%             | 2036-04-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $266.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $39560.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-32356.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | EURO STOXX 50     JUN26 XEUR 20260619                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DE        |        400 | NC      | $-413385.21    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/32 3.375                                 | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      54966 | PA      | $60669.38      | 0.00%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CBRE GROUP INC                                                          | CBRE GROUP INC   A COMMON STOCK USD.01                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       1277 | NS      | $172982.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/33 1.375                                 | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43153643 | PA      | $42199252.28   | 1.88%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| TIKEHAU CLO V BV 5A                                                     | TIKEHAU TIKEH 5A AR 144A                                    | CUSIP: ACI2YQ816<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     600000 | PA      | $693312.34     | 0.03%             | 2038-10-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.50000 06/20/24-30Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $2201787.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNY BOUGHT USD 20260513                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-617.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $90.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 3.0 05/15/22-5Y LCH                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $400986.35     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.75000 09/16/26-10Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-7270007.95   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.08500 02/13/24-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1413.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG              | CUSIP: 38380LJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     786096 | PA      | $792285.62     | 0.04%             | 2068-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                                                    | VORNADO REALTY TRUST REIT USD.04                            | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8072 | NS      | $209791.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $7599.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC IMSC MTGE LN TRUST 2007-HOA1                                    | INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11           | CUSIP: 45670LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     286783 | PA      | $193553.11     | 0.01%             | 2047-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-AMC2                                    | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A           | CUSIP: 17311XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195083 | PA      | $145595.21     | 0.01%             | 2037-01-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $83699.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $11237.72      | 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      | $-268403.54    | -0.01%            |  |  |  | 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        |    1300000 | PA      | $1301371.31    | 0.06%             | 2034-07-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $23842.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CZK SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $4136.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL MA8345 G2 10/52 FIXED 3.5                      | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21375878 | PA      | $19774959.67   | 0.88%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JAN31 IFED 20301227                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $9354.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260506                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $794.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/42 0.75                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24409680 | PA      | $18826009.88   | 0.84%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                                              | XENIA HOTELS + RESORTS INC REIT USD.01                      | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |       7612 | NS      | $112885.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2977.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELME COMMUNITIES                                                        | ELME COMMUNITIES REIT USD.01                                | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |       6929 | NS      | $13927.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $132200.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  SEP26 IFEU 20260731                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        102 | NC      | $2138439.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $33862.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $6905.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $12949.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $5041.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COFFEE 'C' FUTURE JUL26 IFUS 20260721                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         55 | NC      | $66198.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | EURO-BTP FUTURE   JUN26 XEUR 20260608                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       1371 | NC      | $-4982392.86   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1817.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE SEP26 XLME 20260914                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -11 | NC      | $15556.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-WL3                                    | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4           | CUSIP: 542514SW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     957262 | PA      | $877689.45     | 0.04%             | 2036-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| URBAN EDGE PROPERTIES                                                   | URBAN EDGE PROPERTIES REIT USD.01                           | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        277 | NS      | $5534.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $43.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $451.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                            | NORFOLK SOUTHERN CORP COMMON STOCK USD1.0                   | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |       1700 | NS      | $487900.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | US LONG BOND(CBT) JUN26 XCBT 20260618                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -802 | NC      | $2745969.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON & COMPANY INC                                           | PHILLIPS EDISON + COMPANY IN REIT USD.01                    | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |       7865 | NS      | $294308.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 1.38 03/15/21-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-2335961.53   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $8900.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY RESIDENTIAL                                                      | EQUITY RESIDENTIAL REIT USD.01                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |      26552 | NS      | $1570550.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 10/28 2.375                                 | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35038410 | PA      | $36284890.92   | 1.61%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $52992.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $28160.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.3525 05/09/18-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-211788.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260423                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-936.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260406                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $71491.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1                 | CUSIP: 61750SAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     694846 | PA      | $628700.66     | 0.03%             | 2036-10-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT HKD SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $-1327.24      | -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        |      22010 | NS      | $402122.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-11151.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR SEP26 XLME 20260914                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -22 | NC      | $19173.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2231083.82    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $24542.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260417                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-3554.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317U7XUA8 PIMCO FPPSWAPTION 2.35 PUT EUR                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -33700000 | NC      | $-498618.71    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-45567.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL REALTY TRUST INC                                       | FIRST INDUSTRIAL REALTY TR REIT USD.01                      | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13472 | NS      | $779355.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-88947.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $29041.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC                                         | FOUR CORNERS PROPERTY TRUST REIT USD.0001                   | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |        315 | NS      | $7449.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CLP SOLD USD 20260916                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CL        |          1 | NC      | $-221454.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP GB NI 3.365 09/15/25-2Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $566747.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO DEUTSCHE REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -14265750 | PA      | $-14276179.85  | -0.63%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.10 SP UAG                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $6965.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR JPY MUTK/0.55000 09/14/23-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $865936.91     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5511                                                 | FREDDIE MAC FHR 5511 FG                                     | CUSIP: 3137HKKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1241419 | PA      | $1250372.53    | 0.06%             | 2055-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-146820.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      APR31 IFED 20310327                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-1970.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | REVERSE REPO JPM CHASE                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -30386000 | PA      | $-30443985.05  | -1.35%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.01000 03/31/26-28Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $986514.94     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-3225.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SOFR/2.23650 11/21/23-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3935854.69    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMRUSH HOLDINGS INC                                                    | SEMRUSH HOLDINGS INC A COMMON STOCK USD.00001               | CUSIP: 81686C104<br>LEI: 254900WQEX0OLGK16D27 | Long             | EC               | CORP              | US        |       7200 | NS      | $85968.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT SGD SOLD USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $836.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260602                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $573123.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-156073.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $43019.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-347707.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-276791.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-35525.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE BV                                             | PETROBRAS GLOBAL FINANCE COMPANY GUAR 03/44 7.25            | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     424000 | PA      | $430267.18     | 0.02%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO DEUTSCHE REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -9176656 | PA      | $-9203564.24   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-15891.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | FTSE 100 IDX FUT  JUN26 IFLL 20260619                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         48 | NC      | $62058.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-305336.77    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260417                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $36793.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   JUN26 IFEU 20260611                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         49 | NC      | $1995725.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 10/50 1.5                   | CUSIP: BH3VWMII9<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.28          | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-14686.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $8724.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-2473.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  JUL26 XCBT 20260714                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -28 | NC      | $-100976.07    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $6175.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-2286.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC                                            | MEDICAL PROPERTIES TRUST INC REIT USD.001                   | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |      39929 | NS      | $184871.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-226873.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $165.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260414                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-7600.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/26 0.125                                 | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9320804 | PA      | $9455656.35    | 0.42%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $50.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.421 05/15/22-30Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-26780.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE MAY26 XLME 20260518                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        161 | NC      | $191546.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $4207.30       | 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      | $-1087199.19   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $256280.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER FUTURE     JUL26 XCEC 20260729                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         26 | NC      | $-590132.75    | -0.03%            |  |  |  | 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        |   31159715 | PA      | $31481774.96   | 1.40%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                            | NNN REIT INC REIT USD.01                                    | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      15558 | NS      | $653902.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 08/45 4.875                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     795000 | PA      | $792577.73     | 0.04%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  444600000 | PA      | $444600000.01  | 19.75%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.25000 06/18/25-9Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $575193.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/4.07500 03/31/26-28Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $487495.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | EURO-BUXL 30Y BND JUN26 XEUR 20260608                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -457 | NC      | $484982.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A                             | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A          | CUSIP: 64830KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1305317 | PA      | $1272626.81    | 0.06%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT COP SOLD USD 20260818                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $22406.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.59 03/15/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $24752.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400000 | PA      | $413473.38     | 0.02%             | 2056-06-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC                                                    | GLOBAL NET LEASE INC REIT USD.01                            | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      16153 | NS      | $151192.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/50 0.25                                  | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7716195 | PA      | $4373386.01    | 0.19%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-1                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A                | CUSIP: 23245CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     198355 | PA      | $184271.68     | 0.01%             | 2037-07-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | DWRTFT TRS EQUITY SOFR+49 MYI                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-1196688.74   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                                 | FREDDIE MAC FHR 5513 MF                                     | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6354594 | PA      | $6396292.52    | 0.28%             | 2054-11-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| WASHING MUTUAL MTGE P/T 2006-5                                          | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 2CB1            | CUSIP: 93934NAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232306 | PA      | $165652.16     | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-164184.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $69.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-7410.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                 | GSG BIDCO LTD SR SECURED 144A 06/36 5.375                   | CUSIP: ACI38RGS3<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |    2500000 | PA      | $2869773.82    | 0.13%             | 2036-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CHF BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $365259.87     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-7728.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 10/27 1.625                                 | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24701625 | PA      | $25092891.08   | 1.11%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18000000 | PA      | $18314857.08   | 0.81%             | 2056-07-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-10                                          | COUNTRYWIDE HOME LOANS CWHL 2007 10 A5                      | CUSIP: 12545CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     937350 | PA      | $396916.73     | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260430                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-8146.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                 | KITE REALTY GROUP TRUST REIT USD.01                         | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      13629 | NS      | $334591.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $10456.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CORN FUTURE       JUL26 XCBT 20260714                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         77 | NC      | $12523.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CTAS US TRS EQUITY SOFR+10 RBC                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $14608.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SGD SOLD USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-162.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $64701.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ZAR SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-216412.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                                | DIGITAL REALTY TRUST INC REIT USD.01                        | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |      25747 | NS      | $4639866.87    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-443.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-7523.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-3297.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2005-5                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4                | CUSIP: 126673V33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     486828 | PA      | $485888.00     | 0.02%             | 2035-10-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIX LTD                                                   | SYMPHONY CLO LTD SYMP 2021 29A AR 144A                      | CUSIP: 87168GAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $799000.06     | 0.04%             | 2035-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| NEW YORK MORTGAGE TRUST 2006-1                                          | NEW YORK MORTGAGE TRUST NYMT 2006 1 2A3                     | CUSIP: 649603AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31365 | PA      | $25549.98      | 0.00%             | 2036-05-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-55072.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                    | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                  | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     336428 | PA      | $42042.11      | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | US 5YR NOTE (CBT) JUN26 XCBT 20260630                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       2149 | NC      | $-2998518.20   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPIRE STATE REALTY TRUST INC                                           | EMPIRE STATE REALTY TRUST A REIT USD.01                     | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |        414 | NS      | $2152.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUTUAL 2003-AR9                                              | WAMU MORTGAGE PASS THROUGH CER WAMU 2003 AR9 2A             | CUSIP: 92922FBX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1549 | PA      | $1523.80       | 0.00%             | 2033-09-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-9193.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.76836 03/31/26-9Y* LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $222949.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                                         | FEDERAL REALTY INVS TRUST REIT USD.01                       | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |       7165 | NS      | $760994.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT SEK SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $2464.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | DWRTFT TRS EQUITY SOFR+42 CBK                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-582553.19    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO DEUTSCHE REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -20759375 | PA      | $-20793056.74  | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-48958.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY CORPORATION                                               | KILROY REALTY CORP REIT USD.01                              | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |       6001 | NS      | $169288.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | S+P500 EMINI FUT  JUN26 XCME 20260618                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         77 | NC      | $-304195.48    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260521                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-129727.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COPPER FUTURE     JUL26 XCEC 20260729                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         91 | NC      | $-174661.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                   | CAMDEN PROPERTY TRUST REIT USD.01                           | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |       8485 | NS      | $828645.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | US TREASURY N/B 02/56 4.75                                  | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4700000 | PA      | $4584703.13    | 0.20%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-366.23       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 1.954 06/03/19-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-211736.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $198895.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $5675.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260507                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-84475.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-5717.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-172179.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD LTD                                                 | CUSHMAN + WAKEFIELD LTD COMMON STOCK                        | CUSIP: G2717C106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      12584 | NS      | $154279.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-38296.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC                                           | HUDSON PACIFIC PROPERTIES IN REIT USD.01                    | CUSIP: 444097406<br>LEI: 529900EURZA5HRSXQ389 | Long             | EC               | CORP              | US        |        231 | NS      | $1365.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLADSTONE COMMERCIAL CORPORATION                                        | GLADSTONE COMMERCIAL CORP REIT USD.001                      | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |        146 | NS      | $1668.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-6                                        | TOWD POINT MORTGAGE TRUST TPMT 2017 6 A1 144A               | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     580048 | PA      | $573343.03     | 0.03%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $46775.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-6846.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-1854.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MTGE ACQUIS CORP 2006-CH2                                     | JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5           | CUSIP: 46629QAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7978 | PA      | $7975.18       | 0.00%             | 2036-10-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  DEC26 IFEU 20261119                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -27 | NC      | $-115712.06    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                          | PUBLIC STORAGE REIT USD.1                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      12985 | NS      | $3517376.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-16202.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                    | JYSKE REALKREDIT A/S COVERED 10/53 1.5                      | CUSIP: ACI1X8QV3<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.26          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME EQUITY PASS-THRU CERTS 2005-8                                      | HOME EQUITY ASSET TRUST HEAT 2005 8 M2                      | CUSIP: 437084QA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1718636 | PA      | $1698618.11    | 0.08%             | 2036-02-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260602                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $30806.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260430                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-3621.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OCP EURO CLO 2020-4 DAC 20-4A                                           | OCP EURO CLO OCPE 2020 4A ARR 144A                          | CUSIP: ACI2YYN53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1617499.18    | 0.07%             | 2039-10-20      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                        | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 2A1                    | CUSIP: 362341RX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4382 | PA      | $4227.77       | 0.00%             | 2035-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260422                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-3775.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.32500 07/06/26-4Y* CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $192019.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 2.46500 12/08/25-2Y LCH                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $152723.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NET LEASE OFFICE PROPERTIES                                             | NET LEASE OFFICE PROPERTY REIT                              | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         30 | NS      | $345.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAMU MTGE P/T CERT 2007-HY1                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2            | CUSIP: 92925VAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29561 | PA      | $25752.69      | 0.00%             | 2037-02-25      | Floating      | 4.00%                 | 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        |      13327 | NS      | $404607.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-21                                  | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 2A4              | CUSIP: 12667LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     702918 | PA      | $660199.18     | 0.03%             | 2037-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | WTI CRUDE FUTURE  JUN26 XNYM 20260519                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        120 | NC      | $308780.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $45760.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $20706.66      | 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      | $-26583.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.75000 09/02/25-7Y* LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-18436.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                                       | NATIONAL STORAGE AFFILIATES REIT USD.01                     | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |       5819 | NS      | $219609.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $3428.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | COMM SWAP PIMCODB MAC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $377020.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   78900000 | PA      | $78900000.00   | 3.51%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-46506.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30809500 | PA      | $31370084.40   | 1.39%             | 2056-05-13      | Fixed         | 6.00%                 | 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        |     869403 | PA      | $855973.11     | 0.04%             | 2036-12-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-47                                               | FANNIE MAE FNR 2025 47 FJ                                   | CUSIP: 3136BWNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7988192 | PA      | $8069802.76    | 0.36%             | 2055-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO DEUTSCHE REVERSE REPO                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -2606500 | PA      | $-2614415.80   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-26404.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $814.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/55 2.375                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16077828 | PA      | $14959126.94   | 0.66%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                                         | COUSINS PROPERTIES INC REIT USD1.0                          | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      13465 | NS      | $303905.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $6572.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL MA8099 G2 06/52 FIXED 3.5                      | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58552935 | PA      | $54186354.73   | 2.41%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-19242.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260505                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $336585.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                          | OMEGA HEALTHCARE INVESTORS REIT USD.1                       | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      28948 | NS      | $1268501.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26955538 | PA      | $25439505.17   | 1.13%             | 2056-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 10/29 1.625                                 | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   84751100 | PA      | $86118240.33   | 3.83%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H20                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 H20 FA              | CUSIP: 38384LB73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12100935 | PA      | $12214964.35   | 0.54%             | 2075-09-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4           | CUSIP: 02147QAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      70445 | PA      | $38412.63      | 0.00%             | 2036-08-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC                                      | EASTERLY GOVERNMENT PROPERTI REIT USD.01                    | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |       3550 | NS      | $76076.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -85100000 | NC      | $-1064207.39   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $159853.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                              | JAPAN GOVT CPI LINKED BONDS 03/28 0.1                       | CUSIP: ACI12NZL6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2108869380 | PA      | $13334491.18   | 0.59%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1415.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $326.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BRENT CRUDE FUTR  AUG26 IFEU 20260630                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         41 | NC      | $435877.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2006-EMX7                                    | RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4            | CUSIP: 74924TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     402868 | PA      | $361786.67     | 0.02%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4950.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS INC                                            | SUNSTONE HOTEL INVESTORS INC REIT USD.01                    | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      14960 | NS      | $134789.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-538.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | VARS GOLDLNPM 0.04431025 10/18/27 MYC                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-167722.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | DWRTFT TRS EQUITY SOFR+52 CBK                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-647025.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.8 SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $3.19          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                                               | AMERICAN ASSETS TRUST INC REIT USD.01                       | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        142 | NS      | $2614.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE JUL26 XLME 20260713                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        115 | NC      | $662014.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-7525.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT JUN26C 72 EXP 05/14/2026                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -54 | NC      | $-1239300.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8409 FR 03/54 FIXED 6                   | CUSIP: 3132DWKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     377510 | PA      | $385942.37     | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260602                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $19760.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 10/53 1.5                   | CUSIP: ACI1WVDP0<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.29          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -6200000 | NC      | $-83702.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $1366516.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SUN COUNTRY AIRLINES HOLDINGS INC                                       | SUN COUNTRY AIRLINES HOLDING COMMON STOCK USD.01            | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       5900 | NS      | $97468.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR MAY26 XLME 20260518                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -343 | NC      | $-4283922.02   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CORN FUTURE       SEP26 XCBT 20260914                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         10 | NC      | $-812.16       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT NZD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-147818.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51000000 | PA      | $48026072.70   | 2.13%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-25849.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT HKD SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $-777.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $12061.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A | PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A         | CUSIP: ACI2Q3MV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2304469 | PA      | $2666548.08    | 0.12%             | 2034-05-15      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-7393.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1                                | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A       | CUSIP: 83611DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112437 | PA      | $29734.64      | 0.00%             | 2036-11-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260422                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-104069.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART                                                               | CUBESMART REIT USD.01                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      18527 | NS      | $679014.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $631.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-5808.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CZK SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CZ        |          1 | NC      | $-29291.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-6693.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-28327.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SECS-2005-J                                        | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4             | CUSIP: 05949CKT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35098 | PA      | $32299.12      | 0.00%             | 2035-11-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PHP BOUGHT USD 20260417                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $1975.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   SEP26 XLME 20260914                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         18 | NC      | $-50063.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $104876.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENVUE INC                                                              | KENVUE INC COMMON STOCK USD.01                              | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      31600 | NS      | $544784.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/34 1.75                                  | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21688590 | PA      | $21605288.68   | 0.96%             | 2034-01-15      | Fixed         | 1.75%                 | 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        |     900000 | PA      | $900215.31     | 0.04%             | 2035-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $6987.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                             | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                 | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     670000 | NS      | $671976.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE JUN26P 60 EXP 04/27/2026                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         68 | NC      | $6800.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR GBP SONIO/3.50000 03/18/26-2Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-1746369.49   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SGD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-1225.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTAS INC                                                              | VENTAS INC REIT USD.25                                      | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |      43328 | NS      | $3543363.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $274554.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260507                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-211376.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALT LOAN TRUST 2006-OA17                                    | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A         | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106203 | PA      | $95948.71      | 0.00%             | 2046-12-20      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                 | MILLROSE PROPERTIES W/I REIT USD.01                         | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12289 | NS      | $344092.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-12350.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $20856.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.335 02/05/18-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-573327.30    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-369.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AGREE REALTY CORPORATION                                                | AGREE REALTY CORP REIT USD.0001                             | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       8267 | NS      | $623166.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-8044.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 04/47 2.5                   | CUSIP: ACI0B2V53<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |       7620 | PA      | $1093.43       | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN OIL FUTR  MAY26 XCBT 20260514                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         30 | NC      | $45952.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                     | ALEXANDRIA REAL ESTATE EQUIT REIT USD.01                    | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      12616 | NS      | $585634.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES                                                    | SILICON LABORATORIES INC COMMON STOCK USD.0001              | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |       1400 | NS      | $291410.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOYBEAN FUTURE    JUL26 XCBT 20260714                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        236 | NC      | $-70070.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20260406                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $22313.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 3                | CUSIP: ACI24L9V3<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |   27479263 | PA      | $3969047.41    | 0.18%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT COP SOLD USD 20260916                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $64565.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-15327.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | WHEAT FUTURE(CBT) JUL26 XCBT 20260714                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -2 | NC      | $-3109.43      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2005-AR8                                   | STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A            | CUSIP: 86359LRW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176257 | PA      | $151018.38     | 0.01%             | 2036-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-43                                   | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 43 2A1            | CUSIP: 12667G5V1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       6849 | PA      | $5536.12       | 0.00%             | 2035-10-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CORN FUTURE       MAY26 XCBT 20260514                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         20 | NC      | $20267.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL INC                                                     | STAG INDUSTRIAL INC REIT USD.01                             | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      15159 | NS      | $546633.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 10/53 1.5                   | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |   30060620 | PA      | $3704665.02    | 0.16%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-64963.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL OPT IPE JUN26C 79 EXP 04/27/2026                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -68 | NC      | $-1785680.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260421                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-7327.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                    | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                  | CUSIP: ACI1Z8QZ2<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    3500000 | PA      | $361493.07     | 0.02%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN MEAL FUTR JUL26 XCBT 20260714                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        203 | NC      | $-65483.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD COP BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-122738.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-7320.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANCE BANCORP TRUST 2007-OA1                                         | ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1                     | CUSIP: 01852TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     390474 | PA      | $351160.95     | 0.02%             | 2037-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5              | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.15          | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | UNP US TRS EQUITY SOFR+15 RBC                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-1934.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR GBP SONIO/3.50000 03/19/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-979577.26    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                               | FANNIE MAE FNR 2025 12 FG                                   | CUSIP: 3136BVFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1928046 | PA      | $1941658.61    | 0.09%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT HKD SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HK        |          1 | NC      | $-137.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | 317U7XVA7 PIMCO FPPSWAPTION 2.35 CALL EUR                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -33700000 | NC      | $-80759.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      SEP31 IFED 20310827                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $579.01        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $1903.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD COP BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-147772.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFRF USD SOFR/2.34000 11/21/23-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-423134.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2A LTD                                                    | VOYA CLO LTD VOYA 2019 2A AR 144A                           | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     288553 | PA      | $288434.10     | 0.01%             | 2032-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SEK SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-141216.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE GOVT                                                             | FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1                  | CUSIP: ACI25Z7H4<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     119867 | PA      | $114869.01     | 0.01%             | 2038-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-259029.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      OCT31 IFED 20310926                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $1321.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-34376.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-226727.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORPORATION                                                | KIMCO REALTY CORP REIT USD.01                               | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      50357 | NS      | $1131521.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL MB0868 G2 01/56 FIXED 3.5                      | CUSIP: 3618N56E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $6425388.61    | 0.29%             | 2056-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      NOV31 IFED 20311029                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $3249.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260403                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $7.01          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PHP SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PH        |          1 | NC      | $-2130.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $19954.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO BANK OF MONTREAL REVERSE REPO.                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -133177500 | PA      | $-133540112.74 | -5.93%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8454 FR 08/54 FIXED 6                   | CUSIP: 3132DWMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21300 | PA      | $21731.39      | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN OIL FUTR  JUL26 XCBT 20260714                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        120 | NC      | $213816.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                                                      | CARETRUST REIT INC REIT USD.01                              | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      24791 | NS      | $908590.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $10626.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INVESCO CLO 2022-2A LTD                                                 | INVESCO CLO 2022 2, LTD. INVCO 2022 2A A1R 144A             | CUSIP: 46145XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2050000 | PA      | $2050858.81    | 0.09%             | 2035-07-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | EURO-SCHATZ FUT   JUN26 XEUR 20260608                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       1891 | NC      | $-445871.49    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/28 1.25                                  | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35237475 | PA      | $35384779.27   | 1.57%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 0.19500 11/04/22-30Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $2316072.28    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-13659.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO BANK OF AMERICA REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -13843750 | PA      | $-13894491.19  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CHF SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-34017.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260417                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-1432.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $82629.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3                                 | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3            | CUSIP: 17309QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2183049 | PA      | $2162136.75    | 0.10%             | 2036-10-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC                                    | INNOVATIVE INDUSTRIAL PROPER REIT USD.001                   | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       2234 | NS      | $112057.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAPAN GOVT                                                              | JAPAN GOVT CPI LINKED BONDS 03/29 0.1                       | CUSIP: ACI1BXN03<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 7907270000 | PA      | $49674226.96   | 2.21%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 2                | CUSIP: ACI22BXB4<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.18          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LONG GILT FUTURE  JUN26 IFLL 20260626                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        208 | NC      | $-249256.84    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-23159.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-54070.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-198305.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNH BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-1059.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-19                                               | FANNIE MAE FNR 2025 19 FC                                   | CUSIP: 3136BVBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2621244 | PA      | $2643395.18    | 0.12%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.4875 05/15/22-15Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $1251.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | GASOLINE RBOB FUT SEP26 XNYM 20260831                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        153 | NC      | $3779405.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/41 2.125                                 | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4009635 | PA      | $3883633.98    | 0.17%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                         | AES CORP COMMON STOCK USD.01                                | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      33800 | NS      | $476242.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $45356.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260422                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-118862.08    | -0.01%            |  |  |  | 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      | $4286.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CNY BOUGHT USD 20260611                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $184.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260507                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-27893.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER OPTION     DEC26C 65 EXP 11/24/2026                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -49 | NC      | $-4628295.00   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | US 10YR ULTRA FUT JUN26 XCBT 20260618                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        688 | NC      | $-1801426.46   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $718.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2007-6                                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A                | CUSIP: 12669LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53146 | PA      | $49871.58      | 0.00%             | 2037-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                | SERVICE PROPERTIES TRUST REIT USD.01                        | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |      12753 | NS      | $17280.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-933.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUNEDIN PARK CLO DAC 1A                                                 | DUNEDIN PARK CLO DUNEP 1A AR 144A                           | CUSIP: ACI2R6693<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     700000 | PA      | $808684.62     | 0.04%             | 2034-11-20      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.813 05/14/21-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $523324.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/2.86500 02/13/24-30Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $10918539.72   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   SEP26 XLME 20260914                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -10 | NC      | $20793.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | WHEAT FUTURE(CBT) SEP26 XCBT 20260914                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        162 | NC      | $369354.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC                                          | NEXPOINT RESIDENTIAL REIT USD.01                            | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |         65 | NS      | $1625.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | IODEX IO FUT      JUL26 XSIM 20260731                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |        395 | NC      | $4995.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -85100000 | NC      | $-289413.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MYR SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $-2232.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN 2005-FF12                                       | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2             | CUSIP: 32027NXX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1489442 | PA      | $1464014.60    | 0.07%             | 2036-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $6045.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1                | ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A        | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1611413 | PA      | $1614604.14    | 0.07%             | 2037-01-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-9242.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REGENCY CENTERS CORPORATION                                             | REGENCY CENTERS CORP REIT USD.01                            | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      12261 | NS      | $927667.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-99185.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $3422.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                             | GOLD CMX WR FAC 2001 JPM MSC                                | CUSIP: 966QXE900<br>LEI: N/A                  | Long             | COMM             |  | US        |       2665 | NS      | $12350719.85   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-280477.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $895.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.58 03/15/22-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $11967.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $89570.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES INC                                   | MID AMERICA APARTMENT COMM REIT USD.01                      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       9453 | NS      | $1154400.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY MORTGAGE TRUST-2006-12XS                                 | MORGAN STANLEY MORTGAGE LOAN T MSM 2006 12XS A6A            | CUSIP: 61749EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172086 | PA      | $44721.20      | 0.00%             | 2036-10-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-11536.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3                                 | DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A5B            | CUSIP: 25151EAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131712 | PA      | $114771.42     | 0.01%             | 2036-07-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SEK BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $3917.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  285800000 | PA      | $275396711.38  | 12.24%            | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.77720 03/31/26-9Y* LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $210466.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                               | HEALTHPEAK PROPERTIES INC REIT USD1.0                       | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |      56972 | NS      | $936049.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-FA8                                      | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7           | CUSIP: 32052DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48980 | PA      | $16972.82      | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-170588.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH RLTY INCM TR                                           | UNIVERSAL HEALTH RLTY INCOME REIT USD.01                    | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |         38 | NS      | $1537.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-113483.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $104498.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/29 2.5                                   | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6271024 | PA      | $6506955.53    | 0.29%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-7311.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-84773.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.703 05/25/21-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $1050961.67    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-159                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 159 FJ              | CUSIP: 38381U6P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8525184 | PA      | $8567665.59    | 0.38%             | 2055-09-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                             | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                    | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     494790 | PA      | $4818762.21    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   MAY26 XLME 20260518                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        217 | NC      | $267338.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $20348.25      | 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      | $-6056.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $121048.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260602                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $46500.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TANGER INC                                                              | TANGER INC REIT USD.01                                      | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |       9349 | NS      | $317679.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                         | JONES LANG LASALLE INC COMMON STOCK USD.01                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |        606 | NS      | $184417.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-266798.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | IRS EUR 0.19000 11/04/22-30Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $2257314.82    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-99.08        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-241.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-50CB                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 50CB 1A1          | CUSIP: 12668ALH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19489 | PA      | $15765.88      | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR12                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A4           | CUSIP: 92922F3J5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     395906 | PA      | $364919.93     | 0.02%             | 2035-10-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-37908.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SEK BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $3757.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MDPKE 14A                                                               | MADISON PARK EURO FUNDING MDPKE 14A A1R 144A                | CUSIP: ACI2289F9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    5543895 | PA      | $6399699.98    | 0.28%             | 2032-07-15      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LEAN HOGS FUTURE  AUG26 XCME 20260814                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         45 | NC      | $-50521.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 21 LTD                                            | ANCHORAGE CAPITAL CLO LTD ANCHC 2021 21A AR 144A            | CUSIP: 03331KAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $800324.90     | 0.04%             | 2034-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT RON SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |          1 | NC      | $-15562.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-794.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 11 LTD                                                          | KKR FINANCIAL CLO LTD KKR 11 AR 144A                        | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     112881 | PA      | $112993.20     | 0.01%             | 2031-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND XXI DAC 21A                                      | CORDATUS CLO PLC CORDA 21A A1E 144A                         | CUSIP: ACI2RB2T2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2300000 | PA      | $2654825.12    | 0.12%             | 2034-09-22      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-14289.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-983.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APARTMENT INVESTMENT AND MANAGEMENT COMPANY                             | APARTMENT INVT + MGMT CO  A REIT USD.01                     | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |        773 | NS      | $3146.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MF1 2022-FL9 LLC                                                        | MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A          | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1512576 | PA      | $1513065.07    | 0.07%             | 2037-06-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260417                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-17025.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CAD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-169941.84    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20261002                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-12168.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -114306625 | PA      | $-114953028.96 | -5.11%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYA EURO CLO II DAC                                                    | VOYA EURO CLO VOYE 2A AR 144A                               | CUSIP: ACI1YXDJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2800000 | PA      | $3232423.49    | 0.14%             | 2035-07-15      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 6 DAC 6A                                              | TORO EUROPEAN CLO TCLO 6A AR 144A                           | CUSIP: ACI1ZW9V7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2418008 | PA      | $2797238.80    | 0.12%             | 2032-01-12      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-350.95       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC                                                    | INVITATION HOMES INC REIT USD.01                            | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      35780 | NS      | $889133.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2439.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-796.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                              | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0     | CUSIP: BK5MSXII1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    3342141 | PA      | $3825581.80    | 0.17%             | 2030-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-70048.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | CMBX.NA.AAA.9 SP GST                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |          1 | NC      | $5.76          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | NY HARB ULSD FUT  JUN26 XNYM 20260529                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         35 | NC      | $1008873.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $6525.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICG-2021-3A                                                             | ICG US CLO LTD ICG 2021 3A AR 144A                          | CUSIP: 449249AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4705733.44    | 0.21%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                    | NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2          | CUSIP: ACI22CN07<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    2993614 | PA      | $384508.90     | 0.02%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2022-CRE7 ISSUER LTD                                           | LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A        | CUSIP: 53946PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     376127 | PA      | $375552.38     | 0.02%             | 2037-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $13587.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 01/28 0.5                                   | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51946536 | PA      | $51557864.75   | 2.29%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 10/30 1.125                                 | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42628960 | PA      | $42260318.40   | 1.88%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                           | HILTON WORLDWIDE HOLDINGS IN COMMON STOCK USD.01            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        564 | NS      | $171501.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT P 1.805 09/20/16-10Y MYC                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-170633.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5561.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/47 0.875                                 | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21070834 | PA      | $14960977.92   | 0.66%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD 100 OZ FUTR  DEC26 XCEC 20261229                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-115436.36    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-336497.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                                             | SUMMIT HOTEL PROPERTIES INC REIT                            | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |        307 | NS      | $1356.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-80.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                               | AVALONBAY COMMUNITIES INC REIT USD.01                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      10855 | NS      | $1773164.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 10/53 2                     | CUSIP: ACI22BWW9<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |     109844 | PA      | $14284.33      | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $15389.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JUL31 IFED 20310626                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $189.01        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  MAY26 XNYM 20260428                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         95 | NC      | $-182984.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $28884.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TWD BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $552.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SILVER OPTION     DEC26P 65 EXP 11/24/2026                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -49 | NC      | $-1782620.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $23648.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | DWRTFT TRS EQUITY SOFR+69 MYI                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-591988.44    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-4472.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | WHEAT FUTURE(CBT) MAY26 XCBT 20260514                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -126 | NC      | $-468295.55    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | IRS EUR 3.00000 09/16/26-30Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $1624692.33    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260423                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-4423.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-9321.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-512.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES INC                                                     | SUN COMMUNITIES INC REIT USD.01                             | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |       9319 | NS      | $1173821.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE INC                                                 | EXTRA SPACE STORAGE INC REIT USD.01                         | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      17471 | NS      | $2290972.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMARK CREDIT FUNDING III LTD 2025-4A                                   | ROMARK CREDIT FUNDING I, LTD. RCF 2025 4A A 144A            | CUSIP: 77588RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1206470.40    | 0.05%             | 2043-07-29      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-13149.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $224022.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD KRW BOUGHT USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $2077.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $88737.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6                          | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1             | CUSIP: 76114CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11538353 | PA      | $2128598.74    | 0.09%             | 2037-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-18326.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-8879.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $6712.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDB MORTGAGE LOAN TR 2006-1                                    | INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1               | CUSIP: 45661JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     697033 | PA      | $217722.44     | 0.01%             | 2036-07-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5546                                                 | FREDDIE MAC FHR 5546 FJ                                     | CUSIP: 3137HLMF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13182954 | PA      | $13328383.20   | 0.59%             | 2055-06-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-218507.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-R1                                     | RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2              | CUSIP: 76113MAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     878787 | PA      | $233293.30     | 0.01%             | 2046-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                                                | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                      | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       3383 | PA      | $3386.30       | 0.00%             | 2030-10-24      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5565                                                 | FREDDIE MAC FHR 5565 FB                                     | CUSIP: 3137HMGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10731235 | PA      | $10758536.03   | 0.48%             | 2055-08-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                        | PROJECT CASHMERE CLASS A1 144A                              | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   31600000 | PA      | $21802425.86   | 0.97%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-36194.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LOW SU GASOIL G   SEP26 IFEU 20260910                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         72 | NC      | $2057796.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $57423.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                             | LETRA TESOURO NACIONAL BILLS 07/26 0.00000                  | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   85800000 | PA      | $16041403.61   | 0.71%             | 2026-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $22417.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $13418.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.034 09/15/24-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $226694.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE JUL26 XLME 20260713                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -75 | NC      | $213971.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CCA VINTAGE 2026  DEC26 IFED 20261224                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       1834 | NC      | $-5238840.92   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | UK NATURAL GAS FUTJUN26 IFEU 20260528                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         22 | NC      | $-19120.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ARGENT SECURITIES INC 2006-W4                                           | ARGENT SECURITIES INC. ARSI 2006 W4 A2C                     | CUSIP: 040104TG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1382576 | PA      | $326560.51     | 0.01%             | 2036-05-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                                                | HIGHWOODS PROPERTIES INC REIT USD.01                        | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |       5183 | NS      | $110968.03     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/27 0.375                                 | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18054203 | PA      | $18053905.07   | 0.80%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $4634.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT THB SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-8.77         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5                 | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     662385 | PA      | $642792.30     | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | KMB US TRS EQUITY SOFR+15 RBC                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-507.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-3471.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $68379.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INCORPORATED                                 | COMMUNITY HEALTHCARE TRUST I REIT USD.01                    | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |         77 | NS      | $1223.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC                                           | REXFORD INDUSTRIAL REALTY IN REIT USD.01                    | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      18459 | NS      | $604163.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR14                                             | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR14 1A4           | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185591 | PA      | $169011.88     | 0.01%             | 2036-11-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR JUL26 XLME 20260713                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        352 | NC      | $1744202.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/31 0.125                                 | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  130014738 | PA      | $121515695.85  | 5.40%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $577959.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-3427.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TREASURY BILL 06/26 0.00000                                 | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1724000 | PA      | $1708520.64    | 0.08%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LIVE CATTLE FUTR  JUN26 XCME 20260630                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        133 | NC      | $408708.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/40 2.125                                 | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5371600 | PA      | $5262457.53    | 0.23%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $30330.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $139738.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-2034.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2014-4                                                     | VOYA CLO LTD VOYA 2014 4A A1RA 144A                         | CUSIP: 92914RAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      37765 | PA      | $37802.11      | 0.00%             | 2031-07-14      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NATURAL GAS FUTR  SEP26 XNYM 20260827                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         66 | NC      | $-133002.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | 31750SKO2 PIMCO CDSOPT PUT USD 0.85 20260520                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |  -15200000 | NC      | $-12352.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT SGD SOLD USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $2813.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | KC HRW WHEAT FUT  DEC26 XCBT 20261214                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -10 | NC      | $-1564.05      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $5480.42       | 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        |   15321008 | PA      | $15352143.31   | 0.68%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $150161.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 10/53 3                     | CUSIP: ACI24KGY1<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |   37308550 | PA      | $5391769.84    | 0.24%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN MORTGAGE TRUST 2005-3                                            | LEHMAN MORTGAGE TRUST LMT 2005 3 4A1                        | CUSIP: 52520MEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      77338 | PA      | $74203.09      | 0.00%             | 2036-01-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-19716.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-195.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                                  | REALKREDIT DANMARK COVERED REGS 10/53 2                     | CUSIP: ACI1Z07K3<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |     397723 | PA      | $46662.87      | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | 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        |    1195000 | PA      | $1190705.47    | 0.05%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMICUS THERAPEUTICS INC                                                 | AMICUS THERAPEUTICS INC COMMON STOCK USD.01                 | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      17300 | NS      | $250158.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-2929.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.36 05/09/18-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-316497.27    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      FEB31 IFED 20310129                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $6316.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR ASSET BACKED SEC TR 2006-HE2                                      | MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4              | CUSIP: 57644UAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     194534 | PA      | $64435.15      | 0.00%             | 2036-06-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                             | EQUINIX INC REIT USD.001                                    | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |       7680 | NS      | $7528243.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                    | LXP INDUSTRIAL TRUST REIT USD.0001                          | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |       4760 | NS      | $220197.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   75000000 | PA      | $75000000.00   | 3.33%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LIVE CATTLE FUTR  OCT26 XCME 20261030                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         60 | NC      | $168314.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      DEC31 IFED 20311125                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $7434.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CHF SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-23320.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $25590.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | DWRTFT TRS EQUITY SOFR+43 JPM                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-118237.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      MAY31 IFED 20310428                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-2135.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $9508.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $41762.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $68233.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-21.89        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JBG SMITH PROPERTIES                                                    | JBG SMITH PROPERTIES REIT USD.01                            | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        175 | NS      | $2556.75       | 0.00%             |  |  |  | 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        |    1000000 | PA      | $300520.13     | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB                                  | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A13          | CUSIP: 02150EAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110546 | PA      | $52275.09      | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   JUL26 XLME 20260713                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -86 | NC      | $14104.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD SEK BOUGHT USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-2471.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | HENRY HB LD1      JUN31 IFED 20310528                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-995.99       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-8F                                         | GSR MORTGAGE LOAN TRUST GSR 2005 8F 3A1                     | CUSIP: 362341VX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     308276 | PA      | $94156.04      | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BXP INC                                                                 | BXP INC REIT USD.01                                         | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |       9065 | NS      | $470473.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-46564.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $16298.12      | 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      | $-92992.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260417                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-4929.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                 | GSG BIDCO LTD SR SECURED 144A 06/51 6.375                   | CUSIP: ACI38RD49<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |    3400000 | PA      | $3902990.65    | 0.17%             | 2051-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT RON SOLD USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |          1 | NC      | $-1601.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                            | WP CAREY INC REIT USD.001                                   | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      19597 | NS      | $1331812.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REALTY INCOME CORPORATION                                               | REALTY INCOME CORP REIT USD1.0                              | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |      72448 | NS      | $4432368.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | COTTON NO.2 FUTR  MAY26 IFUS 20260506                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          6 | NC      | $15198.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JYSKE REALKREDIT A/S                                                    | JYSKE REALKREDIT A/S COVERED 10/53 1.5                      | CUSIP: ACI1W77N5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |   26406233 | PA      | $3165995.10    | 0.14%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SOUNDS POINT CLO IV-R LTD 2013-3RA                                      | SOUND POINT CLO LTD SNDPT 2013 3RA A 144A                   | CUSIP: 83609YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     390812 | PA      | $391200.87     | 0.02%             | 2031-04-18      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | TTF NAT GAS F     JUN26 NDEX 20260528                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          9 | NC      | $5219.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260409                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $24631.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/46 1                                     | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15866447 | PA      | $11780954.48   | 0.52%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07                       | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC              | CUSIP: 38383KVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     527505 | PA      | $528184.60     | 0.02%             | 2074-02-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $168990.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO X DAC 10A                                            | HAYFIN EMERALD CLO HAYEM 10A ARR 144A                       | CUSIP: ACI2ZWCP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1900000 | PA      | $2194849.80    | 0.10%             | 2039-10-18      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                                    | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5                  | CUSIP: ACI1WZT66<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    1727384 | PA      | $208626.22     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   JUL26 XLME 20260713                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        160 | NC      | $348416.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-41186.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-4                                           | COUNTRYWIDE HOME LOANS CWHL 2007 4 1A1                      | CUSIP: 12544RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     322412 | PA      | $125354.36     | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                     | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33144462 | PA      | $31253162.77   | 1.39%             | 2056-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MXN SOLD USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-153855.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $5268.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260406                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $54447.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN EURO CLO 20-74A                                                  | DRYDEN LEVERAGED LOAN CDO DRYD 2020 74A AR 144A             | CUSIP: ACI2Z96Y3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1500000 | PA      | $1732782.22    | 0.08%             | 2039-10-18      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME ZINC FUTURE   MAY26 XLME 20260518                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -199 | NC      | $-409556.86    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35          | CUSIP: 02148FBX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     448566 | PA      | $377924.57     | 0.02%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                                 | FREDDIE MAC FHR 5508 DF                                     | CUSIP: 3137HJG84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     966160 | PA      | $974802.19     | 0.04%             | 2055-02-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/56 2.375                                 | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2609022 | PA      | $2425699.59    | 0.11%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $40127.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | REVERSE REPO JPM CHASE                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -159099000 | PA      | $-159565513.62 | -7.09%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                 | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5              | CUSIP: ACI1X30Y6<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |     895941 | PA      | $92671.92      | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $14975.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                                | NATL HEALTH INVESTORS INC REIT USD.01                       | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       3836 | NS      | $310178.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | GASOLINE RBOB FUT JUN26 XNYM 20260529                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         47 | NC      | $1612737.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260416                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-2237.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $19509.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | NY HARB ULSD FUT  AUG26 XNYM 20260731                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -41 | NC      | $-815176.78    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                 | PEBBLEBROOK HOTEL TRUST REIT USD.01                         | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |       9139 | NS      | $115425.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.36895 07/06/26-4Y* LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $56018.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 04/27 0.125                                 | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11978928 | PA      | $11912204.65   | 0.53%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260409                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4948.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-44513.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT ILS SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-3705.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-120431.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | AUST 10Y BOND FUT JUN26 XSFE 20260615                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        741 | NC      | $-332362.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED GOLD CORPORATION                                                 | ALLIED GOLD CORP COMMON STOCK                               | CUSIP: 01921D964<br>LEI: 894500S5G4JFSRGK8L37 | Long             | EC               | CORP              | CA        |       5349 | NS      | $165803.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/34 1.875                                 | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56381792 | PA      | $56680397.86   | 2.52%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2006-FR3                                       | SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3             | CUSIP: 813765AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     661712 | PA      | $355121.78     | 0.02%             | 2036-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                    | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                   | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34400000 | PA      | $33167976.04   | 1.47%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MTGE SEC 2005-G                                         | BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A1             | CUSIP: 05949CED4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      31615 | PA      | $30650.53      | 0.00%             | 2035-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $753372.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                    | FNMA POOL MA4733 FN 09/52 FIXED 4.5                         | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     838342 | PA      | $813112.91     | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | 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        |   21721445 | PA      | $21567631.50   | 0.96%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR USD SOFR/3.70000 03/31/26-9Y* LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $24446.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT RON SOLD USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | RO        |          1 | NC      | $-23418.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT HUF SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | HU        |          1 | NC      | $21465.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260507                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-103892.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MACERICH CO/THE                                                         | MACERICH CO/THE REIT USD.01                                 | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      25284 | NS      | $477867.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT REALTY TRUST INC                                               | PIEDMONT REALTY TRUST INC REIT USD.01                       | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        327 | NS      | $2148.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT GBP SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-22466.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-20076.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                                         | DIAMONDROCK HOSPITALITY CO REIT USD.01                      | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      16243 | NS      | $152196.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5                 | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23446323 | PA      | $23584581.86   | 1.05%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                    | GNMA II POOL MB0993 G2 03/56 FIXED 3.5                      | CUSIP: 3618N6C70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400000 | PA      | $367165.06     | 0.02%             | 2056-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-104919.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | 3175RWRC3 INF CAP FWD EU JUN35 3 CALL                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |   -1900000 | NC      | $-24913.13     | -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      | $-4543.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-156052.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $25782.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1428.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD PLN BOUGHT USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $37390.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $51.76         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260702                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-10936.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-571655.93    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $769134.78     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD THB BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $11180.93      | 0.00%             |  |  |  | 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        |      93814 | PA      | $106604.75     | 0.00%             | 2039-08-28      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP GB NI 3.5 08/15/24-10Y LCH                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-167783.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 02/45 0.75                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28118382 | PA      | $20223333.34   | 0.90%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SMARTSTOP SELF STORAGE REIT INC                                         | SMARTSTOP SELF STORAGE REIT REIT                            | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |       4503 | NS      | $136350.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-99629.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-482.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE ALT-A SEC INC MTGE LO 2007-AB1                                 | DEUTSCHE ALT A SECURITIES INC DBALT 2007 AB1 A1             | CUSIP: 25151WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     306379 | PA      | $217335.23     | 0.01%             | 2037-04-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LEAN HOGS FUTURE  OCT26 XCME 20261014                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        211 | NC      | $-24747.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | CITIGROUP REVERSE REPO                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -125653770 | PA      | $-125653770.00 | -5.58%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $147.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME NICKEL FUTURE MAY26 XLME 20260518                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -151 | NC      | $-616165.25    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260507                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $8085.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKEY GOVT                                                             | TURKIYE CENTR BANK BILL BILLS 04/26 0.00000                 | CUSIP: ACI38VBK6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   57000000 | PA      | $1273122.51    | 0.06%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC RESIDENTIAL ASSET BACKED 2007-A                                 | INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A              | CUSIP: 43710BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     239823 | PA      | $189794.66     | 0.01%             | 2037-04-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-3128.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260422                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-136788.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $5381.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD ZAR BOUGHT USD 20260420                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-4678.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-NC5                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2B                | CUSIP: 61749BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      15810 | PA      | $8252.83       | 0.00%             | 2036-10-25      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | NY HARB ULSD FUT  SEP26 XNYM 20260831                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        106 | NC      | $4113535.07    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT EUR SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-6446.63      | -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        | -142176950 | PA      | $-142564066.25 | -6.33%            |  |  |  | No            |                  2 | On Loan: No      |
| CURBLINE PROPERTIES CORP                                                | CURBLINE PROPERTIES CORP REIT                               | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |        298 | NS      | $7685.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD TRY BOUGHT USD 20260429                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2392.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                                                     | UNITED KINGDOM GILT BONDS REGS 10/31 4                      | CUSIP: BPSNBFII0<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   64100000 | PA      | $82742930.32   | 3.68%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | CRUDE OIL FUT OPT JUN26P 56 EXP 05/14/2026                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         54 | NC      | $17280.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT CNH SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $937.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT PLN SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-7066.94      | -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      | $-908.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD NZD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $969932.70     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD GBP BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $29240.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-9190.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD MXN BOUGHT USD 20260617                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $3714.62       | 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        |      26933 | NS      | $5023812.49    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $127849.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $1210.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT IDR SOLD USD 20260413                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-12203.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVIDUS CLO IV DAC 4A                                                  | PROVIDUS CLO PRVD 4A AR 144A                                | CUSIP: ACI2PLG34<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3157841 | PA      | $3645949.45    | 0.16%             | 2034-04-20      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD CAD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $530722.97     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | ALGT US TRS EQUITY SOFR-10 FAR                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $19677.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-280316.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-27548.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | EURO-BUND FUTURE  JUN26 XEUR 20260608                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       1582 | NC      | $-2858642.73   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD EUR BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $27217.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A12                                    | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A1             | CUSIP: 76113XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     167589 | PA      | $57263.64      | 0.00%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT AUD SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-37972.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2006-HE8                                   | MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D                | CUSIP: 61750SAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700608 | PA      | $742156.22     | 0.03%             | 2036-10-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | REPO BANK AMERICA REPO                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |     100000 | PA      | $100000.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD INR BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $128946.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UDEMY INC                                                               | UDEMY INC COMMON STOCK USD.00001                            | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      20500 | NS      | $94710.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT TWD SOLD USD 20260427                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-5657.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.573 08/26/21-7Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $103259.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANC OF AMERICA ALT LOAN TRUST 2005-11                                  | BANC OF AMERICA ALTERNATIVE LO BOAA 2005 11 4A1             | CUSIP: 05948KV97<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275533 | PA      | $234296.41     | 0.01%             | 2035-12-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-4889006.22   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                             | UNITED MEXICAN STATES SR UNSECURED 01/38 6.625              | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     900000 | PA      | $919350.00     | 0.04%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | GOLD 100 OZ FUTR  AUG26 XCEC 20260827                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-30082.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | IODEX IO FUT      MAY26 XSIM 20260529                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |         98 | NC      | $17705.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-19770.16     | -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        |        167 | NS      | $3954.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD ILS BOUGHT USD 20260610                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $13448.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHIRON REAL ESTATE INC                                                  | CHIRON REAL ESTATE INC REIT                                 | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |       1030 | NS      | $34072.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB                                 | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A5           | CUSIP: 12668BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     132551 | PA      | $69950.16      | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $213007.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD JPY BOUGHT USD 20260507                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-71116.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT BRL SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $31974.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCAP LLC TRUST 2011-RR5                                                 | BCAP LLC TRUST BCAP 2011 RR5 10A6 144A                      | CUSIP: 05533YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     171764 | PA      | $156879.73     | 0.01%             | 2036-04-26      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD BRL BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-30656.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME PRI ALUM FUTR MAY26 XLME 20260518                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        399 | NC      | $4378264.14    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | BOUGHT KRW SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $4471.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.736 10/15/23-30Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $443759.45     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                      | TSY INFL IX N/B 07/35 1.875                                 | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100269180 | PA      | $99810211.87   | 4.43%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT MYR SOLD USD 20260415                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MY        |          1 | NC      | $-294978.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT JPY SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $84971.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                   | FED HM LN PC POOL RJ2702 FR 08/54 FIXED 6                   | CUSIP: 3142GTAC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68793071 | PA      | $70167782.10   | 3.12%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2007-1                                           | COUNTRYWIDE HOME LOANS CWHL 2007 1 A1                       | CUSIP: 170255AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     459530 | PA      | $188209.11     | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT TRY SOLD USD 20260403                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $3181.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LN TR 2007-5AX                                  | MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A3             | CUSIP: 61751GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     142215 | PA      | $26914.06      | 0.00%             | 2037-02-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2006-AR3                                   | STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1           | CUSIP: 86360KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     223129 | PA      | $187304.19     | 0.01%             | 2036-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOYBEAN FUTURE    NOV26 XCBT 20261113                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        316 | NC      | $412816.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD SGD BOUGHT USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-2771.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP EM NI 2.965 05/15/22-5Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $478124.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO VI LTD 2017-6A                                             | TRINITAS CLO LTD TRNTS 2017 6A AR4 144A                     | CUSIP: 89640YBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1700000 | PA      | $1701300.69    | 0.08%             | 2034-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                     | LME LEAD FUTURE   MAY26 XLME 20260518                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         -5 | NC      | $1723.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                     | SOLD NOK BOUGHT USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-915.75       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260424                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $44012.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | INF SWAP US IT 2.364 05/10/18-10Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-643583.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT INR SOLD USD 20260407                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-244673.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | BOUGHT CHF SOLD USD 20260402                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-46222.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                     | SOLD AUD BOUGHT USD 20260504                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-3709.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer