# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007212
**Filing Date:** 2026-5
**Character Count:** 392751
**Document Hash:** 1f8c93dd76231a9dd9ef370e34dd91a9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007212.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007212

**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:** 261043378

**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 All Asset: Multi-Real Fund (Series ID: S000069546)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000221899 | PIMCO All Asset: Multi-Real Fund |  |

## 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:** (866) 746-2606

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

- **a. Name of Series:** PIMCO All Asset: Multi-Real Fund

- **b. EDGAR series identifier (if any):** S000069546

- **c. LEI of Series:** 549300DK9U45IA3M6928

**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:** $5017029449.63

**Total Liabilities:** $2805937413.12

**Net Assets:** $2211092036.51

**Amount of Assets Invested in Other Investment Companies:** $389300410.39

**Cash Not Reported:** $11866192.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 51138.497600 | **1-Year:** 51513.271500 | **5-Year:** 186939.053000 | **10-Year:** 64439.276800 | **30-Year:** -74075.939500

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

- **3-Month:** 3145.393200 | **1-Year:** 2957.877500 | **5-Year:** 12969.673200 | **10-Year:** 2078.217700 | **30-Year:** 0.455400

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221899 | 3.77%                | 7.59%                | -2.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1456061.81             | $51206083.50                               |
| Month 2  | $2334019.34              | $90085515.06                               |
| Month 3  | $69619622.85             | $-172473048.71                             |

**Designated Index Information**

- **Index Name:** 33.33% Dow Jones US Select REIT Total Return, 33.33% Alerian Midstream Energy Total Return, 33.3% Credit Suisse Commodity Benchmark Total Return Index

- **Index Identifier:** AMNAX, CSIXTR, DWRTFT

### Schedule of Portfolio Investments

| Name                                                               | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RYMAN HOSPITALITY PROPERTIES INC (AKA: GAYLORD ENTERTAINMENT CO)   | RYMAN HOSPITALITY PROPERTIES REIT USD.01                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      31663 | NS      | $2921545.01    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | US ULTRA BOND CBT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        127 | NC      | $-511748.74    | -0.02%            |  |  |  | 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        |      44329 | NS      | $4708183.09    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 04/47 2.5               | CUSIP: ACI0B2V53<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |       1498 | PA      | $214.95        | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | 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      | $427985.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-6.30         | -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      | $-4138.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GETTY REALTY CORP                                                  | GETTY REALTY CORP REIT USD.01                           | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |       4598 | NS      | $146216.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-10                                | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 10 2A1A       | CUSIP: 41161PTN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20980 | PA      | $13259.24      | 0.00%             | 2035-11-19      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-238935.41    | -0.01%            |  |  |  | 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        |      67664 | NS      | $1007516.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $5451.40       | 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      | $26710.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                       | NNN REIT INC REIT USD.01                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      97803 | NS      | $4110660.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OZLME IV DAC A4                                                    | OZLME OZLME 4A AR 144A                                  | CUSIP: ACI2W69B9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    4800000 | PA      | $5546734.54    | 0.25%             | 2038-04-27      | Floating      | 3.24%                 | 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        |   -7500000 | NC      | $-101253.35    | -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      | $15840.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 3.435 08/01/25-1Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-32015.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3381                                                   | FREDDIE MAC FHR 3381 FA                                 | CUSIP: 31397KWR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30623 | PA      | $30606.58      | 0.00%             | 2037-10-15      | Floating      | 4.41%                 | 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      | $-14712.81     | -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      | $-98072.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                   | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A      | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2153830 | PA      | $2155288.27    | 0.10%             | 2036-10-16      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 278                                             | FREDDIEMAC STRIP FHS 278 F1                             | CUSIP: 3132HTBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        838 | PA      | $827.56        | 0.00%             | 2042-09-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2006-EC2                | BEAR STEARNS ASSET BACKED SECU BSABS 2006 EC2 M3        | CUSIP: 07387UDT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     471210 | PA      | $468077.73     | 0.02%             | 2036-02-25      | Floating      | 4.45%                 | 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        |   44000000 | PA      | $45482072.24   | 2.06%             | 2056-06-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   75000000 | PA      | $75000000.00   | 3.39%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDA MORTGAGE LOAN TR 2005-AR1                             | INDYMAC INDA MORTGAGE LOAN TRU INDA 2005 AR1 3A1        | CUSIP: 45660LZM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12353 | PA      | $9370.35       | 0.00%             | 2035-11-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-42451.16     | -0.00%            |  |  |  | No            |                  2 | 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        |       5495 | PA      | $3885.59       | 0.00%             | 2036-05-25      | Floating      | 4.21%                 | 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      | $-1165.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-1282.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2006-12                                | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2006 12 1A1A       | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     739854 | PA      | $622625.32     | 0.03%             | 2036-12-19      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-A5                                | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9          | CUSIP: 59020UYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7184 | PA      | $7029.92       | 0.00%             | 2035-06-25      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/4.01528 06/30/26-27Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $14171.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET BACKED CERTS 2006-21                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 1A           | CUSIP: 12667LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     183257 | PA      | $178498.05     | 0.01%             | 2035-05-25      | Floating      | 4.07%                 | 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        |   67736392 | PA      | $67256737.38   | 3.04%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $317.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURBLINE PROPERTIES CORP                                           | CURBLINE PROPERTIES CORP REIT                           | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |       8491 | NS      | $218982.89     | 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      | $63375.47      | 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        |       4062 | NS      | $74781.42      | 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      | $48.54         | 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      | $-39962.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS INC                                          | HOST HOTELS + RESORTS INC REIT USD.01                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     365526 | NS      | $7003478.16    | 0.32%             |  |  |  | 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        |   60009608 | PA      | $58381548.54   | 2.64%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| EUROSAIL PLC 2007-3A                                               | EUROSAIL PLC ESAIL 2007 3A A3C 144A                     | CUSIP: 29880YAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |       7223 | PA      | $9560.99       | 0.00%             | 2045-06-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG SR UNSECURED REGS 11/29 VAR                | CUSIP: ACI21PCV3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     100000 | PA      | $122518.11     | 0.01%             | 2029-11-15      | Floating      | 2.12%                 | 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        |    6020820 | PA      | $5597768.29    | 0.25%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/28 1.25                              | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70691796 | PA      | $70987311.04   | 3.21%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                            | COPT DEFENSE PROPERTIES REIT USD.01                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      57306 | NS      | $1753563.60    | 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      | $30610.95      | 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      | $1563.81       | 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      | $-26617.39     | -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      | $-95.17        | -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      | $-350.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SL GREEN REALTY CORP                                               | SL GREEN REALTY CORP REIT USD.01                        | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      26301 | NS      | $971558.94     | 0.04%             |  |  |  | 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      | $7929.12       | 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      | $-38.96        | -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      | $-15093.02     | -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      | $-44948.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2016-3A                   | CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 3A ARRR 144A   | CUSIP: 14311UBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5700000 | PA      | $5703686.82    | 0.26%             | 2034-07-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD COP BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $-90785.23     | -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        |     102075 | NS      | $956442.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                               | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: ACI1WZT66<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    1902119 | PA      | $229730.03     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | 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        |     400000 | PA      | $401940.00     | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | 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        |     241085 | PA      | $238775.10     | 0.01%             | 2036-10-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $1843.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                            | PEBBLEBROOK HOTEL TRUST REIT USD.01                     | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      57484 | NS      | $726022.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL QF6557 FR 01/53 FIXED 4               | CUSIP: 3133BUJA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     351131 | PA      | $332560.78     | 0.02%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-3042.30      | -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      | $-97427.20     | -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      | $-75433.31     | -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      | $20551.26      | 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        |         40 | NC      | $217631.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A                    | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A   | CUSIP: ACI1YDTG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     378278 | PA      | $437669.31     | 0.02%             | 2031-01-15      | Floating      | 2.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2934.38      | -0.00%            |  |  |  | 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        |   14509141 | PA      | $13681216.04   | 0.62%             | 2056-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-6083.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 1A1082 FH 07/36 FLOATING VAR          | CUSIP: 3128NFFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3670 | PA      | $3742.09       | 0.00%             | 2036-07-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $8563.98       | 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      | $108334.62     | 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      | $-1217.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-269.34       | -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      | $14751.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/34 1.75                              | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75857166 | PA      | $75565814.56   | 3.42%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORP 2007-C                                | BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 4A3          | CUSIP: 059522BE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18581 | PA      | $16484.50      | 0.00%             | 2036-05-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $130.11        | 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      | $-163600.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-2                              | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 2 1A1         | CUSIP: 68401TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     135285 | PA      | $90477.91      | 0.00%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-23612.72     | -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      | $-2281.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                   | NELNET STUDENT LOAN TRUST NSLT 2026 A A1A 144A          | CUSIP: 64032UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5370766 | PA      | $5305686.51    | 0.24%             | 2061-02-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                         | JAPAN GOVT CPI LINKED BONDS 03/34 0.005                 | CUSIP: ACI2P6LT4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  358101600 | PA      | $2174039.20    | 0.10%             | 2034-03-10      | Fixed         | 0.01%                 | 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        |        362 | PA      | $348.79        | 0.00%             | 2035-09-25      | Floating      | 4.86%                 | 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        |     130349 | PA      | $74823.31      | 0.00%             | 2035-05-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAP CERT 2007-4R                            | CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A      | CUSIP: 12639QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1663 | PA      | $1504.81       | 0.00%             | 2036-10-26      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-9821.29      | -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      | $-3679.88      | -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      | $-63061.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                            | FREDDIE MAC FHR 5517 FE                                 | CUSIP: 3137HKGJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1863092 | PA      | $1885120.77    | 0.09%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| AGREE REALTY CORPORATION                                           | AGREE REALTY CORP REIT USD.0001                         | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      52967 | NS      | $3992652.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT NZD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-73566.05     | -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      | $7304.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $4754.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $397262.24     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BANK OF AMERICA REVERSE REPO               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -3965000 | PA      | $-3967458.30   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| PIEDMONT REALTY TRUST INC                                          | PIEDMONT REALTY TRUST INC REIT USD.01                   | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10372 | NS      | $68144.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-5871.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-47252.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL AS4380 FN 02/45 FIXED 3.5                     | CUSIP: 3138WD2N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3398 | PA      | $3192.95       | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $1280.81       | 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      | $-25740.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT A/S COVERED REGS 10/52 1.5          | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.19          | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-1841.89      | -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      | $-9593.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT SEK SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-63713.15     | -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      | $5373.68       | 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      | $-6093.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/27 2.375                             | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25318605 | PA      | $25764698.57   | 1.17%             | 2027-01-15      | Fixed         | 2.38%                 | 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        |   14238556 | PA      | $14774246.93   | 0.67%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797TE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5700000 | PA      | $5651785.52    | 0.26%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $5281.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VORNADO REALTY TRUST                                               | VORNADO REALTY TRUST REIT USD.04                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      54950 | NS      | $1428150.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $11331.77      | 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      | $73.58         | 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      | $13220.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | UK NATURAL GAS FUTMAY26 IFEU 20260429                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |          8 | NC      | $1877.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/51 0.125                             | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16126268 | PA      | $8587400.10    | 0.39%             | 2051-02-15      | 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      | $19699.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/36 1.875                             | CUSIP: 91282CPU9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28924854 | PA      | $28585786.74   | 1.29%             | 2036-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/29 3.875                             | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     923847 | PA      | $996924.19     | 0.05%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NET LEASE OFFICE PROPERTIES                                        | NET LEASE OFFICE PROPERTY REIT                          | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        956 | NS      | $11013.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 847614 FH 10/36 FLOATING VAR          | CUSIP: 3128JRN77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1378 | PA      | $1411.37       | 0.00%             | 2036-10-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260430                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-3099.05      | -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      | $-514.79       | -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        |       8559 | PA      | $7386.98       | 0.00%             | 2036-07-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | COMM SWAP BCOMF1NTC BPS                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-87858.63     | -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      | $2934.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   33500000 | PA      | $33500000.00   | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-26711.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                                    | COUSINS PROPERTIES INC REIT USD1.0                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      84649 | NS      | $1910527.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-11576.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-20                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 20 FE           | CUSIP: 38381RCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     296790 | PA      | $291774.69     | 0.01%             | 2049-02-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-2236.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1987.77       | 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      | $1686.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TRUST INC 2005-11                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 11 A3          | CUSIP: 17307GW95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1817 | PA      | $1816.56       | 0.00%             | 2035-11-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BLACKROCK EUROPEAN CLO VII DAC 7A                                  | BLACKROCK EUROPEAN CLO DAC BECLO 7A AR 144A             | CUSIP: ACI1W2WD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     269361 | PA      | $311728.59     | 0.01%             | 2031-10-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2144.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $35542.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | US LONG BOND(CBT) JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        232 | NC      | $-933757.55    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                       | WP CAREY INC REIT USD.001                               | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     121563 | NS      | $8261421.48    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40 LTD 2019-1A                         | OCTAGON INVESTMENT PARTNERS 40 OCT40 2019 1A A1RR 144A  | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1500000 | PA      | $1500485.21    | 0.07%             | 2035-01-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-14341.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-73.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WMALT MTGE PASS-THRU CERT 2005-7                                   | WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB         | CUSIP: 93934FBT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       8392 | PA      | $7228.09       | 0.00%             | 2035-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IODEX IO FUT      MAY26 XSIM 20260529                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |        216 | NC      | $76317.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.56436 06/30/26-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $31085.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5             | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29798002 | PA      | $29973715.48   | 1.36%             | 2054-08-01      | Fixed         | 5.50%                 | 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        |    2955760 | PA      | $2977077.29    | 0.13%             | 2055-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY INC                                      | REXFORD INDUSTRIAL REALTY IN REIT USD.01                | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     116026 | NS      | $3797530.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: ACI1WVDP0<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.21          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TRY SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1837.66       | 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        |         25 | NC      | $330156.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR11                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR11 A         | CUSIP: 92922FYA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1424 | PA      | $1337.69       | 0.00%             | 2034-10-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $18557.05      | 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        |      52741 | NS      | $3239352.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | EURO-OAT FUTURE   JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -557 | NC      | $2423942.69    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | WHEAT FUTURE(CBT) MAY26 XCBT 20260514                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -450 | NC      | $-1675061.49   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $53705.49      | 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      | $-7161.85      | -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      | $-1745.36      | -0.00%            |  |  |  | No            |                  2 | 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      | $87578.35      | 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      | $-674.24       | -0.00%            |  |  |  | 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        |      75976 | NS      | $870684.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260430                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4887.29      | -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      | $398.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LOAN TR INC 2007-WFH2                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M3        | CUSIP: 17312BAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4100000 | PA      | $4011567.10    | 0.18%             | 2037-03-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260403                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-3990.94      | -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      | $40713.53      | 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      | $4884.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2006-AR1                                   | GSR MORTGAGE LOAN TRUST GSR 2006 AR1 2A1                | CUSIP: 3623414A4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5023 | PA      | $4768.96       | 0.00%             | 2036-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-4481.25      | -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      | $-97263.51     | -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        |   72554196 | PA      | $69085626.57   | 3.12%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| LONG BEACH MORTGAGE LOAN TR 2006-7                                 | LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 7 2A2         | CUSIP: 54251TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67103 | PA      | $26490.78      | 0.00%             | 2036-08-25      | Floating      | 4.03%                 | 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        |   17974102 | PA      | $18143475.16   | 0.82%             | 2075-09-20      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1527.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTGE SEC 2005-AA2                                | FIRST HORIZON ALTERNATIVE MORT FHAMS 2005 AA2 2A1       | CUSIP: 32051GHL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10332 | PA      | $10254.47      | 0.00%             | 2035-04-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-17625.05     | -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      | $-29627.39     | -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      | $11125.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| URBAN EDGE PROPERTIES                                              | URBAN EDGE PROPERTIES REIT USD.01                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      10140 | NS      | $202597.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MASSACHUSETTS EDUC FINANCING AUTH 2008-1                           | MASSACHUSETTS EDUCATIONAL FINA MEFA 2008 1 A1           | CUSIP: 57563NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15971 | PA      | $15970.56      | 0.00%             | 2038-04-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | S+P500 EMINI FUT  JUN26 XCME 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         76 | NC      | $-300244.89    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | AMZX TRS EQUITY SOFR+42 JPM                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $569054.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2006-AM2                       | MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A3          | CUSIP: 57645FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172788 | PA      | $162715.08     | 0.01%             | 2036-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $18834.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2007-1                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 1 2A1A        | CUSIP: 41164MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      53473 | PA      | $50070.51      | 0.00%             | 2037-03-19      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY CORPORATION                                          | KILROY REALTY CORP REIT USD.01                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      39956 | NS      | $1127158.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.359 08/15/22-8Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $146637.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL BM2007 FN 09/48 FIXED VAR                     | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3412 | PA      | $3269.40       | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | ECX EMISSION      DEC26 NDEX 20261214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |         56 | NC      | $-167080.46    | -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      | $3640.67       | 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      | $5065.21       | 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      | $-2782.22      | -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      | $-71790.65     | -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      | $1192.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                 | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     176000 | PA      | $195463.92     | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTI 2006-19                             | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3          | CUSIP: 12667CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      67014 | PA      | $66685.21      | 0.00%             | 2037-03-25      | Floating      | 4.29%                 | 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      | $202888.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                          | AVALONBAY COMMUNITIES INC REIT USD.01                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      68607 | NS      | $11206953.45   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260423                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-2161.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-E                                     | FREMONT HOME LOAN TRUST FHLT 2006 E 1A1                 | CUSIP: 35729NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164993 | PA      | $85171.50      | 0.00%             | 2037-01-25      | Floating      | 4.07%                 | 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      | $461612.99     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                       | DIVERSIFIED HEALTHCARE TRUST REIT USD.01                | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     282168 | NS      | $1873595.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20K                           | SMALL BUSINESS ADMINISTRATION SBAP 2008 20K 1           | CUSIP: 83162CSD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1235 | PA      | $1257.07       | 0.00%             | 2028-11-01      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                          | REALTY INCOME CORP REIT USD1.0                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     457780 | NS      | $28006980.40   | 1.27%             |  |  |  | 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        |    9538398 | PA      | $4657071.15    | 0.21%             | 2037-09-25      | Floating      | 4.11%                 | 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        |    1100000 | PA      | $336331.50     | 0.02%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-1852.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLADSTONE COMMERCIAL CORPORATION                                   | GLADSTONE COMMERCIAL CORP REIT USD.001                  | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |       4196 | NS      | $47960.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $11792.04      | 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      | $3959.30       | 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      | $440680.46     | 0.02%             |  |  |  | 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        |   75071388 | PA      | $77092941.87   | 3.49%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | COMM SWAP TBL/BCOMF1NTC GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-397577.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-20637.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-5632.68      | -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      | $-44012.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR3                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR3 A1         | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1900 | PA      | $1820.46       | 0.00%             | 2034-06-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                                  | NATIONAL STORAGE AFFILIATES REIT USD.01                 | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |      36617 | NS      | $1381925.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1753.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT SEK SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $1501.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $74731.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                            | FREDDIE MAC FHR 5500 GF                                 | CUSIP: 3137HJB30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     778869 | PA      | $784331.68     | 0.04%             | 2054-10-25      | Floating      | 4.61%                 | 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        |   59393685 | PA      | $60334462.56   | 2.73%             | 2027-10-15      | Fixed         | 1.62%                 | 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        |        -47 | NC      | $-4439385.00   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260423                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-2675.10      | -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        |    -501250 | PA      | $-502247.35    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XLVI LTD 2020-46A                             | MADISON PARK FUNDING LTD MDPK 2020 46A ARR 144A         | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1200000 | PA      | $1199219.18    | 0.05%             | 2034-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 07/34 1.875                             | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  106234075 | PA      | $106796705.53  | 4.83%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $20754.81      | 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        |     154992 | NS      | $2929348.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCE HOME EQUITY LN TR 2003-1                               | RENAISSANCE HOME EQUITY LOAN T RAMC 2003 1 A            | CUSIP: 759950AQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1139476 | PA      | $1032474.04    | 0.05%             | 2033-06-25      | Floating      | 4.65%                 | 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      | $-7827023.36   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES 2006-KS7                              | RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M1         | CUSIP: 75406XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     727876 | PA      | $724692.61     | 0.03%             | 2036-09-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL QE6052 FR 07/52 FIXED 4.5             | CUSIP: 3133BFWM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150151 | PA      | $145554.94     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $5929.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC SUBORDINATED REGS 03/40 6             | CUSIP: 959UCZII7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     274000 | PA      | $347710.70     | 0.02%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $33366.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $6250.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED 10/53 1.5                  | CUSIP: ACI1W77N5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |    2304137 | PA      | $276256.21     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | 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        |       3072 | NS      | $934133.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260414                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4560.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A                             | BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A             | CUSIP: ACI2ZP3K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1617401.60    | 0.07%             | 2038-01-22      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| EQUITY RESIDENTIAL                                                 | EQUITY RESIDENTIAL REIT USD.01                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     167985 | NS      | $9936312.75    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $835.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2006-S3                             | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 S3 A4         | CUSIP: 46628VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      71652 | PA      | $70758.56      | 0.00%             | 2036-08-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260410                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $12815.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL STREET MASTER TRUST 2024-1                                 | CAPITAL STREET MASTER TRUST CAPST 2024 1 A 144A         | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1000810.60    | 0.05%             | 2028-10-16      | Floating      | 5.02%                 | 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      | $-5580839.81   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $20893.57      | 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        |       -119 | NC      | $208106.73     | 0.01%             |  |  |  | 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        |      47820 | NS      | $709170.60     | 0.03%             |  |  |  | No            |                  1 | 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        |    4600000 | PA      | $5313846.88    | 0.24%             | 2039-10-18      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL SD2064 FR 08/52 FIXED 4.5             | CUSIP: 3132DPJH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129905 | PA      | $125996.03     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | 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        |  137438180 | PA      | $136249658.60  | 6.16%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-9395.84      | -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      | $-94380.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/41 2.125                             | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12308094 | PA      | $11921317.95   | 0.54%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/50 0.25                              | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23907555 | PA      | $13550327.13   | 0.61%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $499.67        | 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      | $6858.42       | 0.00%             |  |  |  | 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        |   18987909 | PA      | $19082527.92   | 0.86%             | 2055-09-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL BU8845 FN 05/52 FIXED 3.5                     | CUSIP: 3140MAZK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     304032 | PA      | $279256.47     | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL AL5548 FN 05/38 FLOATING VAR                  | CUSIP: 3138ENEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133570 | PA      | $138894.91     | 0.01%             | 2038-05-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-640.16       | -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      | $-83123.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | UK NATURAL GAS FUTJUN26 IFEU 20260528                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         36 | NC      | $35927.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2005-5                                    | BEAR STEARNS ALT A TRUST BALTA 2005 5 25A1              | CUSIP: 07386HUM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46198 | PA      | $27863.50      | 0.00%             | 2035-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-7566.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-WMC1                                              | GSAMP TRUST GSAMP 2005 WMC1 M1                          | CUSIP: 362341PU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3491 | PA      | $3471.28       | 0.00%             | 2035-09-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | FTSE 100 IDX FUT  JUN26 IFLL 20260619                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         47 | NC      | $60762.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAXON ASSET SECURITIES TRUST 2007-3                                | SAXON ASSET SECURITIES TRUST SAST 2007 3 1A             | CUSIP: 80557BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36954 | PA      | $36004.53      | 0.00%             | 2037-09-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2026-A                                   | NELNET STUDENT LOAN TRUST NSLT 2026 A A1B 144A          | CUSIP: 64032UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2109944 | PA      | $2121105.06    | 0.10%             | 2061-02-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| VENTAS INC                                                         | VENTAS INC REIT USD.25                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     268078 | NS      | $21923418.84   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $46410.30      | 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      | $-7998.07      | -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      | $-396510.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $163643.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST                                                  | RLJ LODGING TRUST REIT                                  | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      75985 | NS      | $563808.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MTGE LN TR INC 2007-AMC4                                 | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1        | CUSIP: 17313BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2246328.24    | 0.10%             | 2037-05-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $44369.60      | 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      | $14407.06      | 0.00%             |  |  |  | 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        |      11071 | PA      | $1284.96       | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $15569.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL MA8149 G2 07/52 FIXED 3.5                  | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2725469 | PA      | $2521794.79    | 0.11%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2007-BC2 | SPECIALTY UNDERWRITING + RESID SURF 2007 BC2 A2B        | CUSIP: 84752EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2484235 | PA      | $1842267.04    | 0.08%             | 2037-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $91984.38      | 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      | $-41774.59     | -0.00%            |  |  |  | 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      | $615680.41     | 0.03%             |  |  |  | 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        |      86113 | NS      | $2614390.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4           | ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A    | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1403809 | PA      | $1407212.93    | 0.06%             | 2036-11-15      | Floating      | 5.14%                 | 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      | $230122.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-75                                                 | FANNIE MAE FNR 2007 75 VF                               | CUSIP: 31396W3K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28974 | PA      | $28853.04      | 0.00%             | 2037-08-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-457.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-NC5                              | MORGAN STANLEY CAPITAL INC MSAC 2004 NC5 M1             | CUSIP: 61746RFV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1151840 | PA      | $1125279.47    | 0.05%             | 2034-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $23287.35      | 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      | $-50.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                      | WELLTOWER INC REIT USD1.0                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     371312 | NS      | $73412095.52   | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMC CLO 24 LTD                                                    | AMERICAN MONEY MANAGEMENT CORP AMMC 2021 24A AR 144A    | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3000983.58    | 0.14%             | 2035-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-21888.06     | -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        |   31156431 | PA      | $23133881.20   | 1.05%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2019-4 LTD                                 | BAIN CAPITAL CREDIT CLO  LIMIT BCC 2019 4A A1RR 144A    | CUSIP: 05684AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    6700000 | PA      | $6701637.55    | 0.30%             | 2035-04-23      | Floating      | 4.66%                 | 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        |     132378 | NS      | $2418546.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-16933.16     | -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      | $-36777.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREYWOLF CLO IV LTD                                                | GREYWOLF CLO LTD GWOLF 2019 1A A1R2 144A                | CUSIP: 39809TAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1950000 | PA      | $1952501.60    | 0.09%             | 2034-04-17      | Floating      | 4.91%                 | 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      | $343054.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVS 2005-NC1                               | MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 NC1 M1         | CUSIP: 59020URP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1223460 | PA      | $1202638.05    | 0.05%             | 2035-10-25      | Floating      | 4.51%                 | 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        |         66 | NC      | $6600.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE ALT-A SECURITIES INC 2007-OA2                             | DEUTSCHE ALT A SECURITIES INC DBALT 2007 OA2 A1         | CUSIP: 25150UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106772 | PA      | $98467.40      | 0.00%             | 2047-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-188713.92    | -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        |        368 | NC      | $-164283.05    | -0.01%            |  |  |  | No            |                  1 | 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        |        -66 | NC      | $-1733160.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $303362.97     | 0.01%             |  |  |  | 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        |    1755735 | PA      | $205991.67     | 0.01%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                         | JAPAN GOVT CPI LINKED BONDS 03/28 0.1                   | CUSIP: ACI12NZL6<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1522731089 | PA      | $9628308.17    | 0.44%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-616.53       | -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      | $-48362.50     | -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      | $-93729.36     | -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      | $-3613.85      | -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        |   30000000 | PA      | $670064.47     | 0.03%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 1A1        | CUSIP: 161630AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2247 | PA      | $2266.45       | 0.00%             | 2037-02-25      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-10094.03     | -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      | $-121631.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $15802.47      | 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      | $79662.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | TORONTO DOMINION BANK REPO DUMMY ASSET                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |   90000000 | PA      | $64697002.37   | 2.93%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-1291.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR8                              | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR8 A1         | CUSIP: 86359LGE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2183 | PA      | $2108.80       | 0.00%             | 2035-05-19      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2006-ABC1                    | COUNTRYWIDE ASSET BACKED CERTI CWL 2006 ABC1 A3         | CUSIP: 23242NAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     633641 | PA      | $537578.21     | 0.02%             | 2036-05-25      | Floating      | 4.27%                 | 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        |       2188 | NS      | $34767.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                        | EQUINIX INC REIT USD.001                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      48237 | NS      | $47283836.88   | 2.14%             |  |  |  | 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      | $1374004.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR14                            | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A      | CUSIP: 45660LRU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     303686 | PA      | $219401.79     | 0.01%             | 2035-07-25      | Floating      | 4.35%                 | 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      | $-3446.74      | -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      | $-176922.75    | -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      | $37304.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNC MORTGAGE LOAN TRUST 2006-2                                     | BNC MORTGAGE LOAN TRUST BNCMT 2006 2 A4                 | CUSIP: 055683AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     242885 | PA      | $238146.35     | 0.01%             | 2036-11-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $9017.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SILVER FUTURE     MAY26 XCEC 20260527                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -35 | NC      | $1362546.52    | 0.06%             |  |  |  | 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        |   29140650 | PA      | $25721387.83   | 1.16%             | 2054-02-15      | Fixed         | 2.12%                 | 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        |    7798820 | PA      | $7849995.37    | 0.36%             | 2054-11-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $28187.68      | 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      | $-84325.06     | -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      | $33152.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1                             | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1       | CUSIP: 23246KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     647291 | PA      | $205378.35     | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-3318.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERDELITE STATIC CLO LTD 2024-1                                    | VERDELITE STATIC CLO LTD BVSTAT 2024 1A A 144A          | CUSIP: 92338VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1262677 | PA      | $1263976.74    | 0.06%             | 2032-07-20      | Floating      | 4.80%                 | No            |                  2 | 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        |      40118 | PA      | $37698.05      | 0.00%             | 2036-04-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $4460.81       | 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      | $35231.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-19281.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1065.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETSTREIT CORP                                                     | NETSTREIT CORP REIT USD.01                              | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |       7409 | NS      | $139511.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2005-8                       | COUNTRYWIDE ASSET BACKED CERTI CWL 2005 8 M6            | CUSIP: 1266735Z1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     257671 | PA      | $254610.17     | 0.01%             | 2035-12-25      | Floating      | 4.83%                 | 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        |   -7500000 | NC      | $-23236.06     | -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      | $2338.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 7 LTD                                              | CROWN POINT CLO 7, LTD CRNPT 2018 7A AR 144A            | CUSIP: 22846MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      48870 | PA      | $48870.05      | 0.00%             | 2031-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $236.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2006-2                                 | MLCC MORTGAGE INVESTORS INC MLCC 2006 2 4A              | CUSIP: 590219AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         21 | PA      | $20.97         | 0.00%             | 2036-05-25      | Floating      | 5.88%                 | 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        |     181784 | NS      | $3088510.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EUROSAIL PLC 2007-3X                                               | EUROSAIL PLC ESAIL 2007 3X A3A REGS                     | CUSIP: ACI01JMT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |      21231 | PA      | $28102.21      | 0.00%             | 2045-06-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-501055.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $89492.86      | 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      | $-42052.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL SD8403 FR 02/54 FIXED 6.5             | CUSIP: 3132DWKQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132029 | PA      | $136588.83     | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | 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      | $0.14          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                     | OMEGA HEALTHCARE INVESTORS REIT USD.1                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     177888 | NS      | $7795052.16    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2004-HYB2                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A        | CUSIP: 17307GEC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3892 | PA      | $3644.82       | 0.00%             | 2034-03-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-225035.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL SD8058 FR 04/50 FIXED 4               | CUSIP: 3132DV5T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58223 | PA      | $55467.64      | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $14637.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2004-4                                     | FREMONT HOME LOAN TRUST FHLT 2004 4 M2                  | CUSIP: 35729PGU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1701293 | PA      | $1445836.41    | 0.07%             | 2035-03-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR CLO IV DAC 4A                                         | CAPITAL FOUR CLO CFOUR 4A ARR 144A                      | CUSIP: ACI38L038<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     800000 | PA      | $921877.19     | 0.04%             | 2038-04-15      | Floating      | 3.19%                 | 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        |   10000000 | PA      | $10337615.90   | 0.47%             | 2056-05-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/30 1.625                             | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87042876 | PA      | $87942532.02   | 3.98%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CENTERSPACE                                                        | CENTERSPACE REIT                                        | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       8483 | NS      | $487348.35     | 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      | $27356.53      | 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      | $-21170.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACORE ISSUER, LLC 26-FL1                                           | ACORE ISSUER, LLC ACORE 2026 FL1 A 144A                 | CUSIP: 00485EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10800000 | PA      | $10793380.68   | 0.49%             | 2043-08-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | JPN 10Y BOND(OSE) JUN26 XOSE 20260615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |        -56 | NC      | $416591.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-3231.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS INC                                                       | PROLOGIS INC REIT USD.01                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     476903 | NS      | $63037038.54   | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL INC                                                | STAG INDUSTRIAL INC REIT USD.01                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      95298 | NS      | $3436445.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HSI ASSET SEC CORP TRUST 2006-OPT3                                 | HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A4       | CUSIP: 40430HFM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14592 | PA      | $14506.43      | 0.00%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| JBG SMITH PROPERTIES                                               | JBG SMITH PROPERTIES REIT USD.01                        | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       5001 | NS      | $73064.61      | 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      | $-6769.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $45228.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     195000 | PA      | $194705.79     | 0.01%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED 10/47 2.5                  | CUSIP: ACI09QH00<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |        381 | PA      | $54.57         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL MA5295 FN 03/54 FIXED 6                       | CUSIP: 31418E3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13792257 | PA      | $14066916.10   | 0.64%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN XXVII-R EURO CLO BV 2017-27A                                | DRYDEN LEVERAGED LOAN CDO DRYD 2017 27A AR 144A         | CUSIP: ACI1W43B2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     532971 | PA      | $616800.50     | 0.03%             | 2033-04-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $158.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG SR UNSECURED REGS 06/27 VAR                | CUSIP: BJ5FX5II4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     100000 | PA      | $115216.94     | 0.01%             | 2027-06-24      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-26005.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+49 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-9620512.58   | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-2298.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/33 1.125                             | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90289379 | PA      | $86991545.89   | 3.93%             | 2033-01-15      | Fixed         | 1.12%                 | 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        |       6861 | PA      | $5549.88       | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERT 2006-20F                            | SMALL BUSINESS ADMINISTRATION SBAP 2006 20F 1           | CUSIP: 83162CQH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        255 | PA      | $254.98        | 0.00%             | 2026-06-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A1                                | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9          | CUSIP: 761136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      49923 | PA      | $14479.52      | 0.00%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-8301.16      | -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        |    1588633 | PA      | $1602057.68    | 0.07%             | 2055-03-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $3.08          | 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      | $-1700.32      | -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      | $-8090.67      | -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      | $-451.32       | -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        |     725809 | PA      | $285884.47     | 0.01%             | 2037-09-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS EUR 3.00000 09/16/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $1526172.67    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $1594094.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADA GOVT                                                        | CANADIAN GOVERNMENT RRB BONDS 12/26 4.25                | CUSIP: 135087VS0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1251228 | PA      | $928798.25     | 0.04%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-117.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-5143.07      | -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        |   45101385 | PA      | $45193040.49   | 2.04%             | 2027-01-15      | Fixed         | 0.38%                 | 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      | $218360.23     | 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      | $23713.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR13                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR13 A2A       | CUSIP: 92922FB72<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10322 | PA      | $10161.06      | 0.00%             | 2034-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CIBC                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -191334075 | PA      | $-191755966.64 | -8.67%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-36297.11     | -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        |       6917 | NS      | $99812.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/43 0.625                             | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27775515 | PA      | $20485278.98   | 0.93%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2005-HE2                                       | ACE SECURITIES CORP. ACE 2005 HE2 M6                    | CUSIP: 004421MH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1842112.40    | 0.08%             | 2035-04-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $21424.86      | 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      | $3654.83       | 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      | $529269.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                | ALEXANDRIA REAL ESTATE EQUIT REIT USD.01                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      79314 | NS      | $3681755.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD DKK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $162141.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20G                           | SMALL BUSINESS ADMINISTRATION SBAP 2008 20G 1           | CUSIP: 83162CRX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        427 | PA      | $433.13        | 0.00%             | 2028-07-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| EASTGROUP PROPERTIES INC                                           | EASTGROUP PROPERTIES INC REIT                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      29379 | NS      | $5437759.11    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | WTI CRUDE FUTURE  DEC26 XNYM 20261120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         44 | NC      | $710488.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/28 1.75                              | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18584854 | PA      | $18856450.75   | 0.85%             | 2028-01-15      | Fixed         | 1.75%                 | 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      | $-142193.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $10601.47      | 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        |      24115 | NS      | $1949938.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/55 2.375                             | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30403585 | PA      | $28288092.61   | 1.28%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SEK BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-1506.18      | -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      | $17372.54      | 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        |      91927 | NS      | $5738083.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FA          | CUSIP: 38383KCV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17650663 | PA      | $17894953.26   | 0.81%             | 2073-07-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $1811.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVI LTD 2021-16A                                     | JAMESTOWN CLO LTD JTWN 2021 16A AR 144A                 | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4503824.51    | 0.20%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED 10/53 2                    | CUSIP: ACI22BY64<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |    3934362 | PA      | $504446.90     | 0.02%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $5669.69       | 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      | $-1244.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARGENT SECURITIES INC 2005-W1                                      | ARGENT SECURITIES INC. ARSI 2005 W1 A1                  | CUSIP: 040104MX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      55874 | PA      | $51717.19      | 0.00%             | 2035-05-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $16324.79      | 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        |    1181546 | PA      | $1062587.03    | 0.05%             | 2037-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.006 11/30/20-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1333304.77   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $1829.90       | 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      | $425.50        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BRENT CRUDE FUTR  JUN26 IFEU 20260430                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -40 | NC      | $-680471.28    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4386.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RENAISSANCE HOME EQUITY LOAN TR 2006-4                             | RENAISSANCE HOME EQUITY LOAN T RAMC 2006 4 AF3          | CUSIP: 75970HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7261715 | PA      | $2144881.11    | 0.10%             | 2037-01-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BRENT CRUDE FUTR  AUG26 IFEU 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         99 | NC      | $1052752.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-22548.43     | -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      | $-898.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-3810.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR2                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR2 2A1B       | CUSIP: 92922FD39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12910 | PA      | $12990.91      | 0.00%             | 2045-01-25      | Floating      | 4.53%                 | 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        |    1200000 | PA      | $1377491.44    | 0.06%             | 2036-06-15      | Fixed         | 5.38%                 | 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        |         52 | NC      | $16640.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROJECT CASHMERE                                                   | PROJECT CASHMERE CLASS A1 144A                          | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   26400000 | PA      | $18214684.90   | 0.82%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                | REVERSE REPO BANK OF AMERICA REVERSE REPO               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -517500 | PA      | $-517554.19    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NOK SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $9842.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BUXL 30Y BND JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -5 | NC      | $7576.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEHMAN ABS MANUFACTURED HOUSING 2001-B                             | LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2          | CUSIP: 52519SAM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     751464 | PA      | $718484.10     | 0.03%             | 2040-04-15      | Variable      | 7.17%                 | 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        |      11581 | PA      | $11592.14      | 0.00%             | 2031-10-20      | Floating      | 4.97%                 | 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        |       4995 | NS      | $29520.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR7                                   | GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1                | CUSIP: 362341WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3323 | PA      | $3235.67       | 0.00%             | 2035-11-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $114.97        | 0.00%             |  |  |  | No            |                  2 | 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        |     614496 | PA      | $242498.54     | 0.01%             | 2036-10-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2000-TBC2                             | MELLON RESIDENTIAL FUNDING COR MRFC 2000 TBC2 A1        | CUSIP: 585525ED6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        164 | PA      | $161.53        | 0.00%             | 2030-06-15      | Floating      | 4.27%                 | 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      | $-2581.00      | -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        |       2846 | NS      | $930841.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LCM 39A LTD                                                        | LCM LTD PARTNERSHIP LCM 39A A1R2 144A                   | CUSIP: 50204NBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    3000000 | PA      | $3000450.84    | 0.14%             | 2034-10-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A    | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     303906 | PA      | $294853.73     | 0.01%             | 2059-07-25      | Fixed         | 2.75%                 | 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        |   88761283 | PA      | $83775542.21   | 3.79%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4235.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HENLEY CLO VI DAC 6A                                               | HENLEY FUNDING LTD. HNLY 6A A 144A                      | CUSIP: ACI2PTDS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1900000 | PA      | $2193367.86    | 0.10%             | 2034-06-10      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| SMARTSTOP SELF STORAGE REIT INC                                    | SMARTSTOP SELF STORAGE REIT REIT                        | CUSIP: 83192D402<br>LEI: 549300EC266625K12S42 | Long             | EC               | CORP              | US        |      28323 | NS      | $857620.44     | 0.04%             |  |  |  | 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        | 3255536020 | PA      | $20451588.87   | 0.92%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-1978.37      | -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      | $-22648.13     | -0.00%            |  |  |  | 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        |   56174136 | PA      | $56660465.27   | 2.56%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                                           | HIGHWOODS PROPERTIES INC REIT USD.01                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      35762 | NS      | $765664.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | REVERSE REPO ROYAL BANK OF CAN                          | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -190265365 | PA      | $-191341315.65 | -8.65%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $690.43        | 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      | $-70492.96     | -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      | $35579.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31000000 | PA      | $29192318.70   | 1.32%             | 2056-06-11      | 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      | $17745.31      | 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        |   51700000 | PA      | $49818089.50   | 2.25%             | 2056-06-11      | Fixed         | 4.50%                 | 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        |     812261 | PA      | $253714.69     | 0.01%             | 2036-07-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MTG LOAN ASSET 2005-FFH3                            | FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FFH3 M3         | CUSIP: 32027NVE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      29363 | PA      | $29445.93      | 0.00%             | 2035-09-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-3396.21      | -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      | $3157.40       | 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      | $-1599.64      | -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      | $2430.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $3530.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO 2018-2 DAC 18-2A                                 | BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A              | CUSIP: ACI1WTQT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     130726 | PA      | $151250.02     | 0.01%             | 2032-01-20      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO WELLS FARGO 00/00 VAR                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -294592000 | PA      | $-295422749.45 | -13.36%           |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SEC CORP 2006-GEL4                                | STRUCTURED ASSET SECURITIES CO SASC 2006 GEL4 M1 144A   | CUSIP: 86361NAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110896 | PA      | $111003.83     | 0.01%             | 2036-10-25      | Floating      | 4.36%                 | 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        |   42000000 | PA      | $42734666.52   | 1.93%             | 2056-07-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACADIA REALTY TRUST                                                | ACADIA REALTY TRUST REIT USD.001                        | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      66871 | NS      | $1278573.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $14123.08      | 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        |          7 | NC      | $22855.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                         | VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.355         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      46000 | PA      | $40167.90      | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | 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      | $1976.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-112261.27    | -0.01%            |  |  |  | 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        |       4777 | NS      | $113119.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20260423                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-438.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-9292.38      | -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        |     325386 | PA      | $319830.88     | 0.01%             | 2036-11-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT COP SOLD USD 20260916                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $33688.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE HOSPITALITY REIT INC                                         | APPLE HOSPITALITY REIT INC REIT                         | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     112255 | NS      | $1292055.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $47638.33      | 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      | $139918.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SEC ASSET BACKED REC LLC 2005-OP2                                  | SECURITIZED ASSET BACKED RECEI SABR 2005 OP2 M2         | CUSIP: 81375WGV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     943079 | PA      | $923076.29     | 0.04%             | 2035-10-25      | Floating      | 4.47%                 | 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        |        -52 | NC      | $-1193400.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-3635.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELME COMMUNITIES                                                   | ELME COMMUNITIES REIT USD.01                            | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      43576 | NS      | $87587.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260428                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4808.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.049 08/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $47521.75      | 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      | $-44839.90     | -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      | $-8339.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5538                                            | FREDDIE MAC FHR 5538 AF                                 | CUSIP: 3137HKXR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1429275 | PA      | $1439645.16    | 0.07%             | 2055-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-FA8                                 | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7       | CUSIP: 32052DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57551 | PA      | $19943.06      | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BUND FUTURE  JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        439 | NC      | $-289477.31    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-2796.58      | -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      | $-45258.15     | -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        |    1100000 | PA      | $113612.11     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC                                    | FOUR CORNERS PROPERTY TRUST REIT USD.0001               | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |       9046 | NS      | $213937.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $44368.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.682 10/15/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $169382.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DRYDEN 52 EURO CLO 2017 17-52A                                     | DRYDEN EURO CLO DRYD 2017 52A AR 144A                   | CUSIP: ACI1YL2T4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     736866 | PA      | $852601.97     | 0.04%             | 2034-05-15      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| VERIS RESIDENTIAL INC                                              | VERIS RESIDENTIAL INC REIT USD.01                       | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |       6899 | NS      | $130184.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SILVER OPTION     DEC26P 65 EXP 11/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -47 | NC      | $-1709860.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $129293.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-3                              | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 3 2A3         | CUSIP: 68402BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2547115 | PA      | $1263760.38    | 0.06%             | 2037-04-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $47581.58      | 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      | $94797.71      | 0.00%             |  |  |  | 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        |  100066616 | PA      | $99608575.07   | 4.50%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3096                                                   | FREDDIE MAC FHR 3096 FX                                 | CUSIP: 31396GWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67793 | PA      | $67505.35      | 0.00%             | 2032-05-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20260416                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-3474.24      | -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        |    1100000 | PA      | $1261270.12    | 0.06%             | 2031-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   59600000 | PA      | $60665807.73   | 2.74%             | 2056-06-11      | Fixed         | 6.00%                 | 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        |   42084170 | PA      | $34807746.88   | 1.57%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TRY SOLD USD 20260401                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $15030.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL FOUR CLO X DAC 10A                                         | CAPITAL FOUR CLO CFOUR 10A A 144A                       | CUSIP: ACI2ZN408<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    2000000 | PA      | $2307679.01    | 0.10%             | 2038-10-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 803338 FN 09/44 FLOATING VAR                  | CUSIP: 31405YPX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        493 | PA      | $498.94        | 0.00%             | 2044-09-01      | Floating      | 5.06%                 | 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        |   38738141 | PA      | $38635649.56   | 1.75%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORPORATION                                           | KIMCO REALTY CORP REIT USD.01                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     320642 | NS      | $7204825.74    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $37011.33      | 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      | $-26524.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-535.66       | -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        |        450 | NC      | $1964460.10    | 0.09%             |  |  |  | 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      | $977112.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $7569.47       | 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        |      82275 | NS      | $4759608.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-61608.77     | -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        |        -18 | NC      | $48524.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $1311.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TANGER INC                                                         | TANGER INC REIT USD.01                                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      58804 | NS      | $1998159.92    | 0.09%             |  |  |  | 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      | $9339.06       | 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      | $16594.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.50000 06/20/24-30Y CME                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $3417357.85    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/52 0.125                             | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21145506 | PA      | $10990743.20   | 0.50%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | LONG GILT FUTURE  JUN26 IFLL 20260626                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        205 | NC      | $-245362.83    | -0.01%            |  |  |  | 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      | $58411.03      | 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      | $-843401.68    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-5254.29      | -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      | $127378.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-390167.11    | -0.02%            |  |  |  | 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      | $1162.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+60 MYI                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-3732990.03   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $529.91        | 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      | $116170.76     | 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      | $29739.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC                                     | NEXPOINT RESIDENTIAL REIT USD.01                        | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       1861 | NS      | $46525.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1246.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED 10/43 0.5                  | CUSIP: ACI1TRDT5<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |      62695 | PA      | $7923.25       | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $828.72        | 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      | $10068.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2006-6                                      | COUNTRYWIDE HOME LOANS CWHL 2006 6 A4                   | CUSIP: 126694K64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38291 | PA      | $18169.78      | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                        | LETRA TESOURO NACIONAL BILLS 07/26 0.00000              | CUSIP: ACI2CRX85<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  119400000 | PA      | $22323351.88   | 1.01%             | 2026-07-01      | None          | 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      | $-70900.31     | -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      | $-34191.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                              | CAMDEN PROPERTY TRUST REIT USD.01                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      53332 | NS      | $5208403.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $163172.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3397                                                   | FREDDIE MAC FHR 3397 FC                                 | CUSIP: 31397PLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15793 | PA      | $15773.83      | 0.00%             | 2037-12-15      | Floating      | 4.39%                 | 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        |     101544 | NS      | $950451.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $63429.28      | 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      | $-113408.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BOBL FUTURE  JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         98 | NC      | $-206266.19    | -0.01%            |  |  |  | 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      | $-784.18       | -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        |  192500000 | PA      | $34815656.99   | 1.57%             | 2026-10-01      | None          | 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        |       1965 | NC      | $-2422558.22   | -0.11%            |  |  |  | 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      | $-108629.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INV 2007-HE2                                | MERRILL LYNCH MORTGAGE INVESTO MLMI 2007 HE2 A2B        | CUSIP: 59024LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1255261 | PA      | $348082.16     | 0.02%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $16216.11      | 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      | $-38247.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $969.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+69 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-407227.71    | -0.02%            |  |  |  | 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        |        -19 | NC      | $-533805.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-4621.44      | -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        |   44819049 | PA      | $44483706.96   | 2.01%             | 2028-01-15      | Fixed         | 0.50%                 | 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      | $313241.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TRY SOLD USD 20260414                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $2064.61       | 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        |   95630400 | PA      | $97276258.47   | 4.40%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $7914.25       | 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      | $12786.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4236.83      | -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      | $4148.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-R2                                     | COUNTRYWIDE HOME LOANS CWHL 2005 R2 1AF1 144A           | CUSIP: 12669GN64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2250 | PA      | $2194.13       | 0.00%             | 2035-06-25      | Floating      | 4.13%                 | 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        |         82 | PA      | $11.79         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | 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      | $344.82        | 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      | $77523.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION ONE MORTGAGE LOAN TRUST 2007-1                              | OPTION ONE MORTGAGE LOAN TRUST OOMLT 2007 1 1A1         | CUSIP: 68400DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175586 | PA      | $114856.44     | 0.01%             | 2037-01-25      | Floating      | 4.07%                 | 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        | 1850000000 | PA      | $11138117.89   | 0.50%             | 2055-12-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | NATURAL GAS FUTR  MAY26 XNYM 20260428                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         88 | NC      | $-166899.99    | -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      | $2235.75       | 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      | $2042.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20260504                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $175512.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $9534.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORP 2007-A1                                | CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 3A1        | CUSIP: 161630AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5759 | PA      | $5735.23       | 0.00%             | 2037-02-25      | Floating      | 5.54%                 | 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        |     514500 | PA      | $518550.94     | 0.02%             | 2068-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-167569.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-2                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A        | CUSIP: 41161PLR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34754 | PA      | $33843.28      | 0.00%             | 2035-05-19      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-118866.84    | -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      | $-109760.40    | -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      | $-52672.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.80100 03/31/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $67499.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINITAS CLO 2022 XXA LTD                                          | TRINITAS CLO LTD TRNTS 2022 20A A1R 144A                | CUSIP: 89640EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    3100000 | PA      | $3100612.62    | 0.14%             | 2035-07-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| EURO-GALAXY III CLO BV 13-3A                                       | EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A             | CUSIP: ACI1W6FF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     256674 | PA      | $297044.43     | 0.01%             | 2034-04-24      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST 2005-AR6                                   | GSR MORTGAGE LOAN TRUST GSR 2005 AR6 1A1                | CUSIP: 362341RT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         31 | PA      | $31.14         | 0.00%             | 2035-09-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  194400000 | PA      | $194400000.01  | 8.79%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-128303.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGAGE TRUST 2021-FL2                          | STARWOOD COMMERCIAL MORTGAGE T STWD 2021 FL2 A 144A     | CUSIP: 78486BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     704934 | PA      | $705178.70     | 0.03%             | 2038-04-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERT 2007-20E                            | SMALL BUSINESS ADMINISTRATION SBAP 2007 20E 1           | CUSIP: 83162CRA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        919 | PA      | $918.69        | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | 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        |  112392560 | PA      | $103470545.24  | 4.68%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | US 5YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -2385 | NC      | $3609875.45    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | AMZX TRS EQUITY SOFR+35 JPM                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $191290.40     | 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      | $15025.05      | 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      | $405.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP GB NI 3.365 09/15/25-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $281364.05     | 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      | $749.46        | 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      | $0.29          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | 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        |     168937 | NS      | $31511818.61   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/47 0.875                             | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32072395 | PA      | $22772445.04   | 1.03%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | 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      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-4148.66      | -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      | $-11344.06     | -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        |      93991 | NS      | $846858.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC                                          | PARK HOTELS + RESORTS INC REIT USD.01                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      98250 | NS      | $1034572.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $156.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS13                               | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A5       | CUSIP: 75115DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12580 | PA      | $10087.60      | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | 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      | $3739.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.42145 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $24332.88      | 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      | $2065.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 317U80NA7 PIMCO FPPSWAPTION 2.5 CALL EUR                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -42700000 | NC      | $-145216.64    | -0.01%            |  |  |  | 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        |     163175 | NS      | $7695333.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $17939.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-SCHATZ FUT   JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       1029 | NC      | $-449515.32    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-7                               | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5           | CUSIP: 126673EG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2919871 | PA      | $2668295.43    | 0.12%             | 2034-11-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 06/26 0.00000                             | CUSIP: 912797UC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2981000 | PA      | $2954234.34    | 0.13%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $1962.30       | 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      | $5618.88       | 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      | $6.28          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 04/26 0.00000                             | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      71000 | PA      | $70806.94      | 0.00%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+65 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-9274388.70   | -0.42%            |  |  |  | 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        |      51511 | NS      | $1927541.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2006-A10                               | RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5         | CUSIP: 76113LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     867748 | PA      | $245968.81     | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $65040.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TR 2007-1                            | THORNBURG MORTGAGE SECURITIES TMST 2007 1 A2B           | CUSIP: 88522EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140061 | PA      | $99498.39      | 0.00%             | 2037-03-25      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                                                 | CARETRUST REIT INC REIT USD.01                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     150077 | NS      | $5500322.05    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT CHF SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-11088.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BXP INC                                                            | BXP INC REIT USD.01                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      59121 | NS      | $3068379.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL MA8266 G2 09/52 FIXED 3.5                  | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     399163 | PA      | $368528.91     | 0.02%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-97138.91     | -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      | $725638.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $1020.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.55 04/15/22-30Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $10625.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL RJ0052 FR 10/53 FIXED 6.5             | CUSIP: 3142GQBW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     157636 | PA      | $163330.91     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $3590.94       | 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        |     137988 | NS      | $3852624.96    | 0.17%             |  |  |  | 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        |    1100000 | PA      | $1101504.58    | 0.05%             | 2033-10-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC                                 | EASTERLY GOVERNMENT PROPERTI REIT USD.01                | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      22314 | NS      | $478189.02     | 0.02%             |  |  |  | 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        |   22090859 | PA      | $20848425.35   | 0.94%             | 2056-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $893.49        | 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      | $-43141.98     | -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      | $3045.72       | 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      | $-57444.03     | -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      | $421641.64     | 0.02%             |  |  |  | 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        |     906435 | PA      | $113273.59     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN ALTERNATIVE LN TRUST 2007-A2                             | J.P. MORGAN ALTERNATIVE LOAN T JPALT 2007 A2 12A1       | CUSIP: 466278AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800597 | PA      | $290491.17     | 0.01%             | 2037-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-98                                                 | FANNIE MAE FNR 2006 98 FA                               | CUSIP: 31396K5N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        899 | PA      | $893.00        | 0.00%             | 2036-10-25      | Floating      | 4.21%                 | 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        |      13644 | NS      | $55531.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $49774.13      | 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        |   35363812 | PA      | $27274403.82   | 1.23%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | 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        |    2800000 | PA      | $2801137.16    | 0.13%             | 2034-10-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-5291.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TRY SOLD USD 20260421                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1044.15       | 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      | $742.66        | 0.00%             |  |  |  | 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        |    1597638 | PA      | $1613960.55    | 0.07%             | 2055-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $2266.67       | 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      | $-63471.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 07/31 0.125                             | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76819721 | PA      | $71798028.04   | 3.25%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                            | BRANDYWINE REALTY TRUST REIT USD.01                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      14213 | NS      | $38517.23      | 0.00%             |  |  |  | No            |                  1 | 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      | $-2947557.44   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-22                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 22 IO           | CUSIP: 38378BDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69963 | PA      | $0.45          | 0.00%             | 2053-10-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2006-FM3                                               | GSAMP TRUST GSAMP 2006 FM3 A2C                          | CUSIP: 36245TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78128 | PA      | $36109.14      | 0.00%             | 2036-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $7718.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2008-20B                           | SMALL BUSINESS ADMINISTRATION SBAP 2008 20B 1           | CUSIP: 83162CRP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        598 | PA      | $601.40        | 0.00%             | 2028-02-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $45620.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1       | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      20205 | PA      | $18817.81      | 0.00%             | 2036-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 10/28 2.375                             | CUSIP: 91282CJH5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75704201 | PA      | $78397355.24   | 3.55%             | 2028-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NOMURA                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -14788561 | PA      | $-14851889.15  | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CITIGROUP REVERSE REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -889346081 | PA      | $-889346081.25 | -40.22%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1014.74      | -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        |       4491 | NS      | $24251.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSFB MORTGAGE SECURITIES CORP 2005-9                               | CREDIT SUISSE FIRST BOSTON MOR CSFB 2005 9 5A1          | CUSIP: 2254585Y0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35568 | PA      | $14560.88      | 0.00%             | 2035-10-25      | Floating      | 4.49%                 | 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        |   29936987 | PA      | $21525206.17   | 0.97%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOVT                                                         | BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1 | CUSIP: ACI2NDKJ4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     931248 | PA      | $1082701.58    | 0.05%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SEK BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $5039.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                    | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      21000 | PA      | $20295.05      | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | 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        |    2475660 | PA      | $2833764.29    | 0.13%             | 2030-05-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC CORP 2006-EMX7                               | RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4        | CUSIP: 74924TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     249778 | PA      | $224307.73     | 0.01%             | 2036-08-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT AUD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-20873.78     | -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      | $-1393658.02   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-142712.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/2.86500 02/13/24-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $7486385.78    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CHIRON REAL ESTATE INC                                             | CHIRON REAL ESTATE INC REIT                             | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |       6472 | NS      | $214093.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE GROUP INC                                                     | CBRE GROUP INC   A COMMON STOCK USD.01                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       6936 | NS      | $939550.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARBOUR CLO DAC 11A                                                 | ARBOUR CLO ARBR 11A AR                                  | CUSIP: ACI2P5HV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3500000 | PA      | $4047959.29    | 0.18%             | 2038-05-15      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT COP SOLD USD 20260818                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |          1 | NC      | $7462.82       | 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      | $51417.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                         | VERIZON COMMUNICATIONS SR UNSECURED 07/37 5.401         | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     282000 | PA      | $281106.49     | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $507.49        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TRY SOLD USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $1317.76       | 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        |        -99 | NC      | $-1968516.93   | -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      | $-329.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MTGE LOAN TRUST 2006-AR15                             | INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR15 A2        | CUSIP: 456610AB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66822 | PA      | $65823.11      | 0.00%             | 2036-07-25      | Floating      | 4.21%                 | 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        |     119573 | PA      | $116680.62     | 0.01%             | 2036-06-25      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT A/S COVERED REGS 10/47 2.5          | CUSIP: ACI09WV27<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |        367 | PA      | $52.61         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOAN MORTGAGE PASS THROUGH TRUST 2004-J9          | COUNTRYWIDE HOME LOANS CWHL 2004 J9 2A5                 | CUSIP: 12669GFK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13124 | PA      | $13290.75      | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $21758.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWNIT MORTGAGE LN ASSET-BCK CERT 2006-6                            | OWNIT MORTGAGE LOAN ASSET BACK OWNIT 2006 6 A1          | CUSIP: 69121TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3701252 | PA      | $3313929.12    | 0.15%             | 2037-09-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $492578.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DOUGLAS EMMETT INC                                                 | DOUGLAS EMMETT INC REIT USD.01                          | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      14128 | NS      | $133085.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCE GOVT                                                        | FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1              | CUSIP: ACI1VB392<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    5371608 | PA      | $6022200.62    | 0.27%             | 2031-07-25      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20260406                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $11551.97      | 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      | $636.90        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/45 0.75                              | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41155588 | PA      | $29599967.27   | 1.34%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-17629.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260417                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $91.64         | 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      | $-1378.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                         | JAPAN GOVT CPI LINKED BONDS 03/35 0.005                 | CUSIP: ACI2XCPX9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1349686800 | PA      | $8125930.11    | 0.37%             | 2035-03-10      | Fixed         | 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      | $-44939.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL MA4733 FN 09/52 FIXED 4.5                     | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     530669 | PA      | $514699.08     | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $457.98        | 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        |      78107 | NS      | $5909575.62    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SMALL BUSINESS ADMIN PART CERTS 2007-20K                           | SMALL BUSINESS ADMINISTRATION SBAP 2007 20K 1           | CUSIP: 83162CRK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        568 | PA      | $570.45        | 0.00%             | 2027-11-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 21A1       | CUSIP: 07384M4H2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3380 | PA      | $3264.50       | 0.00%             | 2035-01-25      | Floating      | 5.38%                 | 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        |     300000 | PA      | $275373.80     | 0.01%             | 2056-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-15923.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SILVER FUTURE     DEC26 XCEC 20261229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         29 | NC      | $-3333328.67   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| SUN COMMUNITIES INC                                                | SUN COMMUNITIES INC REIT USD.01                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      58582 | NS      | $7378988.72    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-8806.15      | -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      | $-95862.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.645 09/10/21-7Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $240358.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-8675.85      | -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      | $-9322.86      | -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      | $-374.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2018-42                                          | FANNIE MAE FNR 2018 42 FD                               | CUSIP: 3136B2AH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2621234 | PA      | $2573476.28    | 0.12%             | 2048-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                    | JONES LANG LASALLE INC COMMON STOCK USD.01              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       3290 | NS      | $1001212.80    | 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        |   12000000 | PA      | $11014951.91   | 0.50%             | 2056-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2006-AR8                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR8 3A1        | CUSIP: 93362FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        717 | PA      | $655.12        | 0.00%             | 2036-08-25      | Floating      | 4.27%                 | 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        |      11857 | NS      | $61656.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-6457.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2224.20       | 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      | $10428.21      | 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      | $-250.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD DKK BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $46783.44      | 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        |      14562 | PA      | $13664.81      | 0.00%             | 2037-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-9410.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG SR UNSECURED REGS 04/32 VAR                | CUSIP: ACI24F5W8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     100000 | PA      | $111215.79     | 0.01%             | 2032-04-02      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20260420                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $814.63        | 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        |   31100000 | PA      | $40145165.88   | 1.82%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | WELL FARGO REPO                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   18000000 | PA      | $18000000.00   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IODEX IO FUT      JUL26 XSIM 20260731                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |        874 | NC      | $20098.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE MORGAGE FINANCE CORP 2005-A1                                 | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1        | CUSIP: 16162WPB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        102 | PA      | $97.75         | 0.00%             | 2035-12-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $17743.14      | 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      | $-38464.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/32 3.375                             | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     133750 | PA      | $147628.83     | 0.01%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $55863.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSAMP TRUST 2005-HE2                                               | GSAMP TRUST GSAMP 2005 HE2 M2                           | CUSIP: 36242DA60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86410 | PA      | $83880.65      | 0.00%             | 2035-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL 2005-AR1                                         | WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR1 A2A3       | CUSIP: 939336X81<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      14403 | PA      | $14082.41      | 0.00%             | 2045-01-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL BN5342 FN 03/49 FIXED 4                       | CUSIP: 3140JM5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9960 | PA      | $9540.43       | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-HYB7                                   | COUNTRYWIDE HOME LOANS CWHL 2004 HYB7 1A2               | CUSIP: 12669GBZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7700 | PA      | $7442.18       | 0.00%             | 2034-11-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-133424.61    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC HOME EQUITY LOAN ABS TR 2004-B                             | INDYMAC HOME EQUITY LOAN ASSET INHEL 2004 B M1          | CUSIP: 456606FA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      12982 | PA      | $13023.59      | 0.00%             | 2034-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260917                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-13448.28     | -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      | $-38044.49     | -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      | $-1141.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $25565.96      | 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      | $11208.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.813 05/14/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $313994.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST 2005-2                               | WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9           | CUSIP: 94981PAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      51512 | PA      | $51589.53      | 0.00%             | 2034-12-25      | Floating      | 6.19%                 | 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        |     223000 | NS      | $223657.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR          | CUSIP: 3128NHPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1251 | PA      | $1281.08       | 0.00%             | 2036-09-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260602                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1943.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 07/33 1.375                             | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   79561183 | PA      | $77801599.13   | 3.52%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | US TREASURY N/B 08/45 4.875                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     288000 | PA      | $287122.50     | 0.01%             | 2045-08-15      | Fixed         | 4.88%                 | 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        |      54349 | PA      | $50490.44      | 0.00%             | 2037-07-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20260422                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-53941.25     | -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      | $-839.48       | -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        |  -22700000 | NC      | $-54398.83     | -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      | $1552.59       | 0.00%             |  |  |  | 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        |      66797 | NS      | $1870316.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-57660.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H11                  | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H11 FC          | CUSIP: 38382Y5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     376392 | PA      | $385282.07     | 0.02%             | 2073-05-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-527321.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 806506 FN 10/44 FLOATING VAR                  | CUSIP: 31406DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        563 | PA      | $570.18        | 0.00%             | 2044-10-01      | Floating      | 5.06%                 | 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      |
| LXP INDUSTRIAL TRUST                                               | LXP INDUSTRIAL TRUST REIT USD.0001                      | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      29918 | NS      | $1384006.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                           | DIGITAL REALTY TRUST INC REIT USD.01                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     161870 | NS      | $29170592.70   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ACE SECURITIES CORP 2004-HE4                                       | ACE SECURITIES CORP. ACE 2004 HE4 M1                    | CUSIP: 004421JH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      34302 | PA      | $31650.68      | 0.00%             | 2034-12-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $295676.49     | 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        |       8887 | NS      | $39280.54      | 0.00%             |  |  |  | No            |                  1 | 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        |    1671290 | PA      | $1578845.71    | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-22                         | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 22 2A16       | CUSIP: 02151BBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164002 | PA      | $60341.42      | 0.00%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUND CORP 2002-TBC1                             | MELLON RESIDENTIAL FUNDING COR MRFC 2002 TBC1 A         | CUSIP: 585525FN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1013 | PA      | $631.21        | 0.00%             | 2030-09-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260610                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-896.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/40 2.125                             | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7454036 | PA      | $7302581.12    | 0.33%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TR 2005-9                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 9 2A1A        | CUSIP: 41161PSK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27303 | PA      | $25837.95      | 0.00%             | 2035-06-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-27956.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ADJ RATE MTGE LOAN 2006-2                               | STRUCTURED ADJUSTABLE RATE MOR SARM 2006 2 5A1          | CUSIP: 863579V47<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13262 | PA      | $10624.11      | 0.00%             | 2036-03-25      | Floating      | 4.75%                 | 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        |   78446445 | PA      | $79711883.43   | 3.61%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260702                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $112066.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO MORGAN STANLEY                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -12148125 | PA      | $-12158356.42  | -0.55%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                     | PUBLIC STORAGE REIT USD.1                               | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      81641 | NS      | $22114914.08   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260424                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $46015.76      | 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      | $-5449.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC                               | INNOVATIVE INDUSTRIAL PROPER REIT USD.001               | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      14037 | NS      | $704095.92     | 0.03%             |  |  |  | No            |                  1 | 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        |    8800000 | PA      | $9054587.96    | 0.41%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | 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      | $124378.24     | 0.01%             |  |  |  | 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                                                                | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $2601.88       | 0.00%             |  |  |  | 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        |     400000 | PA      | $408600.00     | 0.02%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260505                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $9489.55       | 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      | $-14026.83     | -0.00%            |  |  |  | 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        |   43000000 | PA      | $41459970.05   | 1.88%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM CLO 2022-2A LTD                                         | GUGGENHEIM 1888 FUND LTD GUGG 2022 2A A1R 144A          | CUSIP: 40172PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3400000 | PA      | $3401163.99    | 0.15%             | 2035-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.0 02/15/25-2Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $135348.66     | 0.01%             |  |  |  | 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        |      25988 | NS      | $6289096.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+52 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-6912266.39   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3179                                                   | FREDDIE MAC FHR 3179 FP                                 | CUSIP: 31396UF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10536 | PA      | $10454.48      | 0.00%             | 2036-07-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260429                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-2047.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TORO EUROPEAN CLO 2 DAC 2A                                         | TORO EUROPEAN CLO TCLO 2A ARRE 144A                     | CUSIP: ACI37WPZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3600000 | PA      | $4160251.05    | 0.19%             | 2034-07-25      | Floating      | 3.02%                 | No            |                  2 | 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      | $16476.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/31 0.125                             | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39640289 | PA      | $37280342.85   | 1.69%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260506                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-970.05       | -0.00%            |  |  |  | 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        |     777291 | PA      | $417149.72     | 0.02%             | 2036-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-92502.01     | -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      | $7181.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN LOAN FUNDING 2025-1 DAC 25-1A               | PALMER SQUARE EUROPEAN LOAN FU PSTET 2025 1A A 144A     | CUSIP: ACI2TS750<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1084835 | PA      | $1252952.12    | 0.06%             | 2034-10-15      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-1934.34      | -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      | $173366.95     | 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        |      68542 | NS      | $840324.92     | 0.04%             |  |  |  | No            |                  1 | 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      | $101104.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                          | HEALTHPEAK PROPERTIES INC REIT USD1.0                   | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     358429 | NS      | $5888988.47    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $39179.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 31750SKO2 PIMCO CDSOPT PUT USD 0.85 20260520            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   -7800000 | NC      | $-6338.83      | -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        |     251167 | NS      | $1162903.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT CHF SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-19959.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JUBILEE CLO 2016-XVII BV 16-17A                                    | JUBILEE CDO BV JUBIL 2016 17A A1RR 144A                 | CUSIP: ACI1W2TB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     335986 | PA      | $388832.19     | 0.02%             | 2031-04-15      | Floating      | 2.67%                 | 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        |       1097 | NS      | $44395.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT A/S COVERED REGS 10/53 1.5          | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.14          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $741833.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR GBP SONIO/3.50000 03/18/26-2Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-855836.72    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.71199 06/30/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $81211.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | WTI CRUDE FUTURE  JUN26 XNYM 20260519                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -26 | NC      | $-962188.90    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-92804.60     | -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      | $2707.32       | 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        |  -22700000 | NC      | $-335864.83    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-65133.39     | -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      | $-5592.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/30 0.125                             | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75525792 | PA      | $72308862.75   | 3.27%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $359.07        | 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        |      59424 | NS      | $7256858.88    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERTIFICATES 2007-8                       | COUNTRYWIDE ASSET BACKED CERTI CWL 2007 8 1A1           | CUSIP: 12669WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1933650 | PA      | $1866064.83    | 0.08%             | 2037-11-25      | Floating      | 3.98%                 | 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        |      88678 | NS      | $2177044.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTR ADJUSTABLE RATE MTGES TRU 2004-13                            | MASTR ADJUSTABLE RATE MORTGAGE MARM 2004 13 3A7         | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5754 | PA      | $5739.21       | 0.00%             | 2034-11-21      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS 2006-QS13                               | RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QS13 1A6       | CUSIP: 75115DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32935 | PA      | $26408.82      | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC                                               | INVITATION HOMES INC REIT USD.01                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     233583 | NS      | $5804537.55    | 0.26%             |  |  |  | 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        |     109871 | NS      | $14407384.23   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON MUTUAL 2004-AR14                                        | WAMU MORTGAGE PASS THROUGH CER WAMU 2004 AR14 A1        | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2281 | PA      | $2232.88       | 0.00%             | 2035-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-38                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 38 WF           | CUSIP: 38380V2S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     176840 | PA      | $171378.67     | 0.01%             | 2043-10-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2026-FL4 ISSUER LLC                        | ACRES PLC ACRES 2026 FL4 A 144A                         | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5400000 | PA      | $5396521.05    | 0.24%             | 2044-08-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-37539.99     | -0.00%            |  |  |  | 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      | $305298.15     | 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      | $-4392.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER EUROPE CLO 2018-1A DAC                              | ROCKFORD TOWER EUROPE CLO RFTE 2018 1A A1RR 144A        | CUSIP: ACI2ZP3T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1100000 | PA      | $1270755.02    | 0.06%             | 2036-08-29      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2004-1                                 | MLCC MORTGAGE INVESTORS INC MLCC 2004 1 2A2             | CUSIP: 59020UNP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       2514 | PA      | $2381.76       | 0.00%             | 2034-12-25      | Floating      | 4.99%                 | 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        |   33100209 | PA      | $30631763.24   | 1.39%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2004-17             | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 17 A2          | CUSIP: 863579DS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      42721 | PA      | $40875.16      | 0.00%             | 2034-11-25      | Floating      | 4.73%                 | 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      | $540606.62     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $14384.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2005-HYB4                                   | COUNTRYWIDE HOME LOANS CWHL 2005 HYB4 2A1               | CUSIP: 12669GM24<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      68850 | PA      | $65459.24      | 0.00%             | 2035-08-20      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN TRUST 2006-C                                     | FREMONT HOME LOAN TRUST FHLT 2006 C 1A1                 | CUSIP: 35729TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      83687 | PA      | $77685.86      | 0.00%             | 2036-10-25      | Floating      | 4.06%                 | 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        |   30983958 | PA      | $30811375.49   | 1.39%             | 2027-04-15      | Fixed         | 0.12%                 | 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        |    9716723 | PA      | $1404244.73    | 0.06%             | 2053-10-01      | Fixed         | 3.00%                 | 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        |    1600000 | PA      | $1836701.48    | 0.08%             | 2051-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OPTEUM MORTGAGE ACCEPTANCE CORP 2005-5                             | OPTEUM MORTGAGE ACCEPTANCE COR OPMAC 2005 5 1A1D        | CUSIP: 68383NCY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     270250 | PA      | $268850.18     | 0.01%             | 2035-12-25      | Floating      | 4.55%                 | 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      | $91504.50      | 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        |      75145 | PA      | $59469.00      | 0.00%             | 2037-04-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $5197.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TRY BOUGHT USD 20260421                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TR        |          1 | NC      | $-4395.81      | -0.00%            |  |  |  | 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      |
| MAN GLG EURO CLO V DAC 5A                                          | MAN GLG EURO CLO GLGE 5A A1R 144A                       | CUSIP: ACI1WBHS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      51582 | PA      | $59694.72      | 0.00%             | 2031-12-15      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $19210.21      | 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      | $22792.75      | 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      | $-2271.61      | -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      | $-2393.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/53 1.5                               | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32384176 | PA      | $24851215.42   | 1.12%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                        | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |    1383507 | PA      | $13473974.72   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1                            | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1       | CUSIP: 83612TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     618829 | PA      | $428855.52     | 0.02%             | 2037-06-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20260507                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-53392.05     | -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      | $-8335.53      | -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      | $-16553.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                           | SERVICE PROPERTIES TRUST REIT USD.01                    | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |      80323 | NS      | $108837.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                                     | EPR PROPERTIES REIT USD.01                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      39050 | NS      | $1950938.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $6204.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO MORGAN STANLEY                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -24619875 | PA      | $-24637587.63  | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| UDR INC                                                            | UDR INC REIT USD.01                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     126198 | NS      | $4262968.44    | 0.19%             |  |  |  | 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        |   44105167 | PA      | $44104440.40   | 1.99%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $2149.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ALTERNATIVE LN TR 2005-J2                              | COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 J2 1A3        | CUSIP: 12667F5Y7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     865285 | PA      | $709839.12     | 0.03%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BTP FUTURE   JUN26 XEUR 20260608                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        669 | NC      | $-2357039.10   | -0.11%            |  |  |  | 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      | $-2639.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYA EURO CLO IV DAC 4A                                            | VOYA EURO CLO VOYE 4A AR 144A                           | CUSIP: ACI21JC13<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   10770000 | PA      | $12425489.58   | 0.56%             | 2034-10-15      | Floating      | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1081.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASSET BACKED SEC HOME EQTY LN 2006-HE6                             | ASSET BACKED SECURITIES CORP H ABSHE 2006 HE6 A5        | CUSIP: 04544NAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     296043 | PA      | $291897.40     | 0.01%             | 2036-11-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR4                                | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4       | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9569 | PA      | $9539.33       | 0.00%             | 2036-04-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO V DAC 5A                                        | HAYFIN EMERALD CLO HAYEM 5A AR 144A                     | CUSIP: ACI2RYDM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1100000 | PA      | $1271967.72    | 0.06%             | 2037-11-17      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | AMNAX TRS EQUITY SOFR+78 JPM                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $3835381.32    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $331.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | US 10YR ULTRA FUT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -348 | NC      | $696664.29     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20261002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-16574.46     | -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      | $-3543.24      | -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        |        394 | NC      | $-407184.37    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                               | NORDEA KREDIT REALKREDIT COVERED 10/43 0.5              | CUSIP: ACI1RSH20<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.26          | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-5464.02      | -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      | $-510551.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NZD SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-6761.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART                                                          | CUBESMART REIT USD.01                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     116470 | NS      | $4268625.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                         | BRIXMOR PROPERTY GROUP INC REIT USD.01                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     133422 | NS      | $3842553.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | US TREASURY N/B 08/35 4.25                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     451000 | PA      | $449379.22     | 0.02%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT A/S COVERED REGS 10/43 0.5          | CUSIP: ACI1RMVS0<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.20          | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20260415                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $2092.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.33675 07/06/26-4Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $14195.85      | 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      | $23039.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CQS US CLO 2021-1 LTD                                              | CQS US CLO LTD CQS 2021 1A AR 144A                      | CUSIP: 12659UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1900000 | PA      | $1900630.97    | 0.09%             | 2035-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317U80OA6 PIMCO FPPSWAPTION 2.5 PUT EUR                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -42700000 | NC      | $-533979.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 05/26 0.00000                             | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       6000 | PA      | $5978.18       | 0.00%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO PARIBAS                                    | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -13609750 | PA      | $-13629703.40  | -0.62%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2005-HE3                              | MORGAN STANLEY CAPITAL INC MSAC 2005 HE3 M5             | CUSIP: 61744CSK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     311280 | PA      | $307247.39     | 0.01%             | 2035-07-25      | Floating      | 4.83%                 | 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        |   26058661 | PA      | $18466954.95   | 0.84%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20260427                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-9458.40      | -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      | $-4964.12      | -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      | $-52497.15     | -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        |   12815766 | PA      | $13001183.39   | 0.59%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 11A1       | CUSIP: 07384M3X8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       5821 | PA      | $5966.12       | 0.00%             | 2035-01-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | CCA VINTAGE 2026  DEC26 IFED 20261224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       2683 | NC      | $-7436922.98   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL QH9251 FR 02/54 FIXED 6               | CUSIP: 3133CNH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63966 | PA      | $65364.99      | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | TTF NAT GAS F     JUN26 NDEX 20260528                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |         25 | NC      | $12619.38      | 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      | $-104328.24    | -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      | $20448.03      | 0.00%             |  |  |  | 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      | $102511.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |   46205377 | PA      | $5694341.76    | 0.26%             | 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      | $-452.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL MB0682 G2 10/55 FIXED 3.5                  | CUSIP: 3618N5XL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12799991 | PA      | $11749273.40   | 0.53%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $33987.78      | 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      | $566346.74     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20260413                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1017.02      | -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      | $-316213.45    | -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      | $-84738.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20260409                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $11938.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN EUR CLO 5A                                            | BLUEMOUNTAIN EUR CLO BLUME 5A A 144A                    | CUSIP: ACI1GHFQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     980289 | PA      | $1134242.98    | 0.05%             | 2033-01-15      | Floating      | 2.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20260407                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-105748.51    | -0.00%            |  |  |  | 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      | $60585.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-6                               | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 6 2A5           | CUSIP: 126673BR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18624 | PA      | $18237.35      | 0.00%             | 2034-11-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $2458.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVIDUS CLO VII DAC 7A                                            | PROVIDUS CLO PRVD 7A ARR 144A                           | CUSIP: ACI38JRZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    3500000 | PA      | $4033324.38    | 0.18%             | 2038-07-15      | Floating      | 3.16%                 | 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        |     459969 | PA      | $416182.13     | 0.02%             | 2036-10-25      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT5                            | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT5 2A2       | CUSIP: 83613FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      78142 | PA      | $61759.73      | 0.00%             | 2037-10-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20260617                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $6730.94       | 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      | $-99113.91     | -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      | $5382.11       | 0.00%             |  |  |  | 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      | $201162.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO LTD 2016-1A                                       | TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A                 | CUSIP: 87229WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1405309 | PA      | $1406777.05    | 0.06%             | 2032-10-13      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CNH SOLD USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $309.82        | 0.00%             |  |  |  | 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      |
| SABRA HEALTH CARE REIT INC                                         | SABRA HEALTH CARE REIT INC REIT USD.01                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     106979 | NS      | $2057206.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-SD2                | BEAR STEARNS ASSET BACKED SECU BSABS 2007 SD2 2A2       | CUSIP: 07386UAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23188 | PA      | $20944.59      | 0.00%             | 2046-09-25      | Floating      | 4.79%                 | 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      | $-7230315.59   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | COMM SWAP PIMCODB CIB                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $7629067.95    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | COMM SWAP PIMCODB MAC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $2670369.85    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | COMM SWAP JMABNIC5 JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $983537.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | COMM SWAP PIMCODB GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $2356269.88    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | MLPIREIS TRS EQUITY FEDL01+50 BOA                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $285938.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | MLPIREIL TRS EQUITY FEDL01+65 BOA                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $1043692.68    | 0.05%             |  |  |  | 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