# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-25-004449
**Filing Date:** 2025-11
**Character Count:** 354738
**Document Hash:** 14b2f420577fa7ee78640c57e075dabf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-25-004449.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001099263-25-004449

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 251528266

**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:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3641179756.24

**Total Liabilities:** $1875947119.10

**Net Assets:** $1765232637.14

**Amount of Assets Invested in Other Investment Companies:** $259850593.74

**Delayed Delivery Securities:** $32489320.55

**Cash Not Reported:** $2630831.54

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 42867.816700 | **1-Year:** 44813.547900 | **5-Year:** 113697.650700 | **10-Year:** 70764.532900 | **30-Year:** -43696.348200

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

- **3-Month:** 4905.146200 | **1-Year:** 2840.829700 | **5-Year:** 13202.068900 | **10-Year:** 2057.885700 | **30-Year:** 0.482100

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221899 | 0.00%                | 4.93%                | 1.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-7476745.40             | $-10360643.79                              |
| Month 2  | $1552821.88              | $54450817.03                               |
| Month 3  | $-682781.87              | $17723346.23                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-10091.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-5599.58      | -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      | $-115721.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BANK OF AMERICA REVERSE REPO               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -7250875 | PA      | $-7258379.66   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $36385.46      | 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      | $115335.56     | 0.01%             | 2032-04-02      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CHF SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $42897.81      | 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        |      28779 | NS      | $1721271.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-511.57       | -0.00%            |  |  |  | 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        |        531 | PA      | $532.91        | 0.00%             | 2026-06-01      | Fixed         | 5.82%                 | 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        |    3045199 | PA      | $3054914.43    | 0.17%             | 2038-04-18      | Floating      | 5.45%                 | 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      | $71797.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1655.37      | -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        |      67670 | NS      | $3482974.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED 10/53 2                    | CUSIP: ACI22BY64<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |    3939972 | PA      | $521326.51     | 0.03%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $3899.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                        | GOLD CMX WR FAC 6010 DELAWARE MSC                       | CUSIP: 966RBV904<br>LEI: N/A                  | Long             | COMM             |  | US        |         96 | NS      | $367491.21     | 0.02%             |  |  |  | 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        |   28121465 | PA      | $22322607.92   | 1.26%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-680.25       | -0.00%            |  |  |  | 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        |     174534 | PA      | $170135.43     | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-46456.27     | -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        |      63672 | NS      | $1303365.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $23210.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $8705.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | US 10YR NOTE (CBT)DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       1854 | NC      | $218545.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-10311.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $128398.12     | 0.01%             |  |  |  | No            |                  2 | 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        |     887014 | PA      | $263865.61     | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TR 2004-HYB2                               | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 HYB2 2A        | CUSIP: 17307GEC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4060 | PA      | $3785.68       | 0.00%             | 2034-03-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NZD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-148.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/28 1.75                              | CUSIP: 912810PV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18460106 | PA      | $18768752.19   | 1.06%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                          | REALTY INCOME CORP REIT USD1.0                          | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     468151 | NS      | $28458899.29   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-1638.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO STOXX 50     DEC25 XEUR 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | DE        |        323 | NC      | $235872.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-11928.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $6581.81       | 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        |    2850812 | PA      | $2605476.27    | 0.15%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $9375.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST 2006-8                                             | LEHMAN XS TRUST LXS 2006 8 3A4                          | CUSIP: 52522HAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     137855 | PA      | $135620.83     | 0.01%             | 2036-06-25      | Variable      | 6.90%                 | 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        |      63590 | NS      | $572310.00     | 0.03%             |  |  |  | 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        |   21395539 | PA      | $20909830.52   | 1.18%             | 2055-02-15      | Fixed         | 2.38%                 | 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        | 1515502109 | PA      | $10422055.28   | 0.59%             | 2028-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $3776.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/52 1.5           | CUSIP: ACI1NN643<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.21          | 0.00%             | 2052-10-01      | Fixed         | 1.50%                 | 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        |      68259 | PA      | $27258.09      | 0.00%             | 2036-08-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $1254.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $2396.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-14501.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-151263.30    | -0.01%            |  |  |  | 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      | $-160527.56    | -0.01%            |  |  |  | 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        |     383099 | PA      | $389076.34     | 0.02%             | 2073-05-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | US 2YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -316 | NC      | $151800.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $1655.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/26 2                                 | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14395680 | PA      | $14408840.71   | 0.82%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDB MORTGAGE LOAN TR 2006-1                               | INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1           | CUSIP: 45661JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     826640 | PA      | $260583.19     | 0.01%             | 2036-07-25      | Floating      | 4.41%                 | 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        |     266018 | PA      | $266320.86     | 0.02%             | 2031-10-20      | Floating      | 5.63%                 | 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        |       2456 | PA      | $2360.21       | 0.00%             | 2035-05-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $124650.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC                                      | HUDSON PACIFIC PROPERTIES IN REIT USD.01                | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     196250 | NS      | $541650.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-5791.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $5031.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-7448.36      | -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        |     203760 | PA      | $197201.65     | 0.01%             | 2035-05-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES INC                                               | INVITATION HOMES INC REIT USD.01                        | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     286504 | NS      | $8403162.32    | 0.48%             |  |  |  | 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        |      64853 | NS      | $9140381.82    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORPORATION                                          | KILROY REALTY CORP REIT USD.01                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      54901 | NS      | $2319567.25    | 0.13%             |  |  |  | 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        |    9652432 | PA      | $4713372.22    | 0.27%             | 2037-09-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-27699.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/50 1             | CUSIP: BK9CXBII1<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.22          | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | 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        |        195 | PA      | $191.29        | 0.00%             | 2030-06-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-70.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 12/25 0.00000                             | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $992416.81     | 0.06%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $47957.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-14173.29     | -0.00%            |  |  |  | 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        |   60155712 | PA      | $62107677.63   | 3.52%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                  | NEWMARK GROUP INC CLASS A COMMON STOCK USD.01           | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      34308 | NS      | $639844.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $6809.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-28227.70     | -0.00%            |  |  |  | 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        |      57613 | PA      | $54150.37      | 0.00%             | 2037-07-25      | Floating      | 4.41%                 | 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        |    3801351 | PA      | $3412213.10    | 0.19%             | 2037-09-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $2230.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25000000 | PA      | $24239610.25   | 1.37%             | 2055-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                               | PROJECT BEIGNET SR SEC 144A PROJECT BEIGNET SR SEC 144A | CUSIP: 990AAXQG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9000000.00    | 0.51%             | 2049-06-01      | Fixed         | 6.85%                 | No            |                  3 | 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        |     324266 | PA      | $317870.00     | 0.02%             | 2036-11-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-16074.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRANDYWINE REALTY TRUST                                            | BRANDYWINE REALTY TRUST REIT USD.01                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      87258 | NS      | $363865.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $2883.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $48652.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | S+P500 EMINI FUT  DEC25 XCME 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         62 | NC      | $124441.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $-1591.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | WTI CRUDE FUTURE  DEC25 IFEU 20251119                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         92 | NC      | $-711498.08    | -0.04%            |  |  |  | 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 IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1477.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-2790.32      | -0.00%            |  |  |  | No            |                  2 | 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        |       2400 | PA      | $2266.29       | 0.00%             | 2035-01-25      | Floating      | 5.23%                 | No            |                  2 | 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        |       1442 | PA      | $1474.17       | 0.00%             | 2028-11-01      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ZAR SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $24547.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRANCE GOVT                                                        | FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1              | CUSIP: ACI1VB392<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |    5385996 | PA      | $5995119.58    | 0.34%             | 2031-07-25      | Fixed         | 0.10%                 | 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        |     533212 | PA      | $535416.83     | 0.03%             | 2068-08-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/26 0.125                             | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5506012 | PA      | $5477215.68    | 0.31%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                               | NORDEA KREDIT REALKREDIT COVERED REGS 10/50 1           | CUSIP: BK99HJII9<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |        754 | PA      | $95.56         | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-463677.39    | -0.03%            |  |  |  | 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        |   71488740 | PA      | $67686956.65   | 3.83%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $20311.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TANGER INC                                                         | TANGER INC REIT USD.01                                  | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      58421 | NS      | $1976966.64    | 0.11%             |  |  |  | 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      | $1502624.40    | 0.09%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     800000 | PA      | $795123.34     | 0.05%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | VARS GOLDLNPM 0.042025 10/22/25 JPM                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $843594.21     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                        | GOLD CMX WR FAC 3002 SCOTIA MSC                         | CUSIP: 965ZMP908<br>LEI: N/A                  | Long             | COMM             |  | US        |         96 | NS      | $367491.21     | 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        |     110932 | NS      | $489210.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $3020.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $13325.76      | 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      | $1907349.41    | 0.11%             | 2035-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $1777.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR JPY MUTK/0.55000 09/14/23-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $248215.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS EUR 2.74000 09/10/25-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-56356.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $23022.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | COMM SWAP BCOMF1NTC BPS                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-2268.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-23950.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT SGD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $432.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT SGD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-35351.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-92483.45     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-2604.26      | -0.00%            |  |  |  | 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        |     141652 | PA      | $94652.81      | 0.01%             | 2037-03-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $344.14        | 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      | $-3036.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-9990.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20260122                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $611.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NZD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-108.70       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $1583.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-66775.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BOBL FUTURE  DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        196 | NC      | $7567.65       | 0.00%             |  |  |  | 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        |    2045652 | PA      | $1958207.72    | 0.11%             | 2037-11-25      | Floating      | 4.46%                 | 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      | $418826.27     | 0.02%             |  |  |  | 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        |        517 | PA      | $525.98        | 0.00%             | 2028-07-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-167949.23    | -0.01%            |  |  |  | No            |                  2 | 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        |        760 | PA      | $767.91        | 0.00%             | 2027-11-01      | Fixed         | 5.51%                 | 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      | $12913.75      | 0.00%             | 2034-11-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $3279.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/53 2             | CUSIP: ACI1Z8QS8<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      11076 | PA      | $1326.85       | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                        | GOLD CMX WR FAC 4001(BRNIKS) MSC                        | CUSIP: 935MCS909<br>LEI: N/A                  | Long             | COMM             |  | US        |      23840 | NS      | $91260318.26   | 5.17%             |  |  |  | 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      | $18074.11      | 0.00%             | 2034-11-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.70000 12/31/25-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-130206.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP GB NI 3.466 09/15/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $58572.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $76.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                        | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |     743305 | PA      | $7239051.07    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TRUST 2006-FM3                                               | GSAMP TRUST GSAMP 2006 FM3 A2C                          | CUSIP: 36245TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80450 | PA      | $37584.95      | 0.00%             | 2036-11-25      | Floating      | 4.67%                 | 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        |     298658 | PA      | $350721.31     | 0.02%             | 2034-04-24      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| ING INVESTMENT MANAGEMENT CLO LTD 2012-4A                          | VOYA CLO LTD INGIM 2012 4A A1R3 144A                    | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     167537 | PA      | $167625.80     | 0.01%             | 2030-10-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AGREE REALTY CORPORATION                                           | AGREE REALTY CORP REIT USD.0001                         | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      56712 | NS      | $4028820.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 07/34 1.875                             | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68974490 | PA      | $70005070.27   | 3.97%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1749.60      | -0.00%            |  |  |  | No            |                  2 | 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        |      24138 | PA      | $21533.06      | 0.00%             | 2046-09-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-133.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $17299.39      | 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        |      32245 | NS      | $2563477.50    | 0.15%             |  |  |  | No            |                  1 | 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        |      10509 | PA      | $10089.40      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS CORPORATION                                        | REGENCY CENTERS CORP REIT USD.01                        | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      83009 | NS      | $6051356.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-638614.68    | -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      | $-61640.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A         | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A   | CUSIP: ACI1XGH29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1235411 | PA      | $1451265.88    | 0.08%             | 2031-11-15      | Floating      | 2.79%                 | 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      | $1003398.10    | 0.06%             | 2028-10-16      | Floating      | 5.72%                 | 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      | $225533.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26700000 | PA      | $25901462.27   | 1.47%             | 2055-10-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS EUR 3.00000 03/18/26-30Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $-689579.05    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $26202.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/47 0.875                             | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19010469 | PA      | $14052992.80   | 0.80%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CUBESMART                                                          | CUBESMART REIT USD.01                                   | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      23709 | NS      | $964007.94     | 0.05%             |  |  |  | No            |                  1 | 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        |     664319 | PA      | $572940.29     | 0.03%             | 2036-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | US 5YR NOTE (CBT) DEC25 XCBT 20251231                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -1607 | NC      | $121176.36     | 0.01%             |  |  |  | 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        |   19086480 | PA      | $14732678.32   | 0.83%             | 2046-02-15      | Fixed         | 1.00%                 | 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        |      24151 | NS      | $490748.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $8822.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-6570.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ACADIA REALTY TRUST                                                | ACADIA REALTY TRUST REIT USD.001                        | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |      66674 | NS      | $1343481.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 07/35 1.875                             | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35814312 | PA      | $36115540.45   | 2.05%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $1389.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-4590.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-70006.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $108.64        | 0.00%             |  |  |  | No            |                  2 | 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        |      88588 | PA      | $90708.90      | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1136.96       | 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      | $-49037.49     | -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      | $-42569.89     | -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        |   79027709 | PA      | $77840135.91   | 4.41%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | 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        |     380376 | PA      | $359344.83     | 0.02%             | 2053-01-01      | Fixed         | 4.00%                 | 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        |   65100268 | PA      | $62172071.79   | 3.52%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | US LONG BOND(CBT) DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        348 | NC      | $790913.51     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDER & BALDWIN INC                                            | ALEXANDER + BALDWIN INC REIT                            | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36665 | NS      | $666936.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/32 3.375                             | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     132853 | PA      | $148758.87     | 0.01%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $1278.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $34386.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NATURAL GAS FUTR  DEC25 XNYM 20251125                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          3 | NC      | $-2311.91      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE XXIX CLO LTD 2017-29A                                      | VENTURE CDO LTD VENTR 2017 29A AR 144A                  | CUSIP: 92331EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     110209 | PA      | $110372.40     | 0.01%             | 2030-09-07      | Floating      | 5.46%                 | 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        |     164279 | NS      | $5462276.75    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS EMMETT INC                                                 | DOUGLAS EMMETT INC REIT USD.01                          | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      86005 | NS      | $1339097.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $3594.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-28714.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2005-A5                                | RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3          | CUSIP: 45660LJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131840 | PA      | $79239.32      | 0.00%             | 2035-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2508.14       | 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      | $2234122.61    | 0.13%             | 2034-06-10      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-2488.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $223.91        | 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        |     136619 | NS      | $2486465.80    | 0.14%             |  |  |  | No            |                  1 | 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        |       7121 | PA      | $5838.44       | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-0.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                                            | CUSHMAN + WAKEFIELD PLC COMMON STOCK USD.01             | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      41365 | NS      | $658530.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $547.72        | 0.00%             |  |  |  | No            |                  2 | 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        |    2353420 | PA      | $2359146.56    | 0.13%             | 2036-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| OPEN TRUST 2023-AIR                                                | OPEN TRUST OPEN 2023 AIR A 144A                         | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     240546 | PA      | $241052.17     | 0.01%             | 2040-11-15      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $66.46         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-16502.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SARANAC CLO LTD 2018-6A                                            | SARANAC CLO LTD SRANC 2018 6A A1R 144A                  | CUSIP: 80317LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     840009 | PA      | $841454.92     | 0.05%             | 2031-08-13      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $2491.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                               | LXP INDUSTRIAL TRUST REIT USD.0001                      | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     150210 | NS      | $1345881.60    | 0.08%             |  |  |  | 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      | $5650693.82    | 0.32%             | 2038-04-27      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-3066.72      | -0.00%            |  |  |  | No            |                  2 | 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        |       1619 | PA      | $1585.79       | 0.00%             | 2034-10-25      | Floating      | 6.00%                 | 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        |      14640 | PA      | $14625.76      | 0.00%             | 2045-01-25      | Floating      | 5.01%                 | 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        |      11237 | PA      | $11085.73      | 0.00%             | 2035-04-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $4021.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-10976.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51500000 | PA      | $52605730.24   | 2.98%             | 2054-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $4405.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/50 1                 | CUSIP: BKDSHLII7<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.24          | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $1609.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $61774.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO 9 LTD                                                      | KKR FINANCIAL CLO LTD KKR 9 AR2 144A                    | CUSIP: 48250LAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      49484 | PA      | $49509.77      | 0.00%             | 2030-07-15      | Floating      | 5.53%                 | 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        |     847100 | PA      | $995273.39     | 0.06%             | 2031-10-15      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $4246.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $4448.29       | 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        |       2815 | NS      | $34680.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH PROPERTIES INC                                                 | UMH PROPERTIES INC REIT USD.1                           | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |       8857 | NS      | $131526.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-24554.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO NOMURA                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -448900525 | PA      | $-449594325.73 | -25.47%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | US ULTRA BOND CBT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        172 | NC      | $-88080.06     | -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        |    1745744 | PA      | $1757593.99    | 0.10%             | 2055-06-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $799955.94     | 0.05%             |  |  |  | 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        |     890994 | PA      | $883979.62     | 0.05%             | 2036-09-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/53 1                 | CUSIP: BL63VNII8<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.14          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $181228.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $10335399.40   | 0.59%             | 2054-10-15      | Fixed         | 6.50%                 | 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        |       1261 | PA      | $1259.59       | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $10380.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $1544.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-720.01       | -0.00%            |  |  |  | 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      | $2802670.81    | 0.16%             | 2034-10-20      | Floating      | 5.38%                 | 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        |    1300000 | PA      | $1525546.99    | 0.09%             | 2034-10-15      | Floating      | 3.17%                 | 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        |     178879 | PA      | $185445.24     | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-15924.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-811.57       | -0.00%            |  |  |  | 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        |       3588 | PA      | $3449.53       | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NET LEASE OFFICE PROPERTIES                                        | NET LEASE OFFICE PROPERTY REIT USD.001                  | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1696 | NS      | $50303.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TRUST                                    | FEDERAL REALTY INVS TRUST REIT USD.01                   | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |      40111 | NS      | $4063645.41    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/29 2.5                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14142958 | PA      | $14782475.83   | 0.84%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                        | GOLD CMX WR FAC 2001 JPM MSC                            | CUSIP: 966QXE900<br>LEI: N/A                  | Long             | COMM             |  | US        |       1000 | NS      | $3828033.48    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                        | MEXICAN UDIBONOS BONDS 08/34 4                          | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     701155 | PA      | $36674.37      | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CNH SOLD USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1656.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | 317U4NFA0 PIMCO SWAPTION 2.465 CALL EUR 202512          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -35300000 | NC      | $-233209.47    | -0.01%            |  |  |  | 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        |      71052 | PA      | $0.45          | 0.00%             | 2053-10-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317U84TA3 PIMCO SWAPTION 2.44 PUT EUR 20270125          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |   -7500000 | NC      | $-33199.80     | -0.00%            |  |  |  | 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        |      51313 | PA      | $48081.26      | 0.00%             | 2036-04-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL REIT INC                                            | GLOBAL MEDICAL REIT INC REIT                            | CUSIP: 37954A303<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |       6421 | NS      | $216451.91     | 0.01%             |  |  |  | No            |                  1 | 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        |       9643 | PA      | $12976.64      | 0.00%             | 2045-06-13      | Floating      | 5.04%                 | 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      | $-115968.94    | -0.01%            |  |  |  | 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      | $1293027.04    | 0.07%             | 2037-11-17      | Floating      | 3.24%                 | 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      | $745.99        | 0.00%             | 2030-09-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/4.10000 12/31/25-28Y* LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-1261983.17   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NZD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $70.86         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL3           | ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL3 A 144A    | CUSIP: 03880KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     651708 | PA      | $652582.17     | 0.04%             | 2034-08-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| ADJUSTABLE RATE MORTAGE TRUST 2005-3                               | ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 3 3A1          | CUSIP: 007036HW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         77 | PA      | $76.95         | 0.00%             | 2035-07-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-9767.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                            | MILLROSE PROPERTIES REIT USD.01                         | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      88042 | NS      | $2959091.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT CHF SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $12378.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3397                                                   | FREDDIE MAC FHR 3397 FC                                 | CUSIP: 31397PLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16510 | PA      | $16487.78      | 0.00%             | 2037-12-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | FTSE 100 IDX FUT  DEC25 IFLL 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         42 | NC      | $61226.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.763 09/15/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $612335.52     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-1542.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | LOW SU GASOIL G   NOV25 IFEU 20251112                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -16 | NC      | $10765.62      | 0.00%             |  |  |  | No            |                  1 | 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        |     147866 | PA      | $153526.68     | 0.01%             | 2038-05-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $466.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $134875.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $12961.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                | ALEXANDRIA REAL ESTATE EQUIT REIT USD.01                | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      78995 | NS      | $6583443.30    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/53 1                 | CUSIP: BL63VKII4<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.28          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $6490.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-11.76        | -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        |   75348096 | PA      | $75731299.84   | 4.29%             | 2034-01-15      | Fixed         | 1.75%                 | 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        |   34706287 | PA      | $25906039.74   | 1.47%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-34.28        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                    | JONES LANG LASALLE INC COMMON STOCK USD.01              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       2152 | NS      | $641898.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/32 0.125                             | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70036333 | PA      | $64510657.53   | 3.65%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PARK HOTELS & RESORTS INC                                          | PARK HOTELS + RESORTS INC REIT USD.01                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     104083 | NS      | $1153239.64    | 0.07%             |  |  |  | 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        |     418186 | PA      | $383061.58     | 0.02%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-16399.13     | -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        |   64492928 | PA      | $60248002.37   | 3.41%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO X DAC 10A                                       | HAYFIN EMERALD CLO HAYEM 10A AR                         | CUSIP: ACI2PCMS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    4600000 | PA      | $5400633.05    | 0.31%             | 2038-07-18      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.70 01/14/25-1Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-28828.07     | -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        |   64565068 | PA      | $60647265.75   | 3.44%             | 2031-01-15      | Fixed         | 0.12%                 | 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        |     479651 | PA      | $428722.48     | 0.02%             | 2036-10-25      | Floating      | 4.40%                 | 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        |    2080403 | PA      | $2088882.90    | 0.12%             | 2055-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-62369.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251009                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-69.16        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUITY RESIDENTIAL                                                 | EQUITY RESIDENTIAL REIT USD.01                          | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |     186984 | NS      | $12103474.32   | 0.69%             |  |  |  | No            |                  1 | 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      | $-1368602.22   | -0.08%            |  |  |  | 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        |     754615 | PA      | $598070.77     | 0.03%             | 2036-12-19      | Floating      | 4.66%                 | No            |                  2 | 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        |     113194 | PA      | $102585.87     | 0.01%             | 2047-04-25      | Floating      | 4.92%                 | 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        |      64194 | NS      | $2203780.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $2576.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $111798.83     | 0.01%             |  |  |  | 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        |     733967 | PA      | $295637.48     | 0.02%             | 2037-09-25      | Floating      | 5.37%                 | 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        |         84 | PA      | $12.37         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                            | PEBBLEBROOK HOTEL TRUST REIT USD.01                     | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      60952 | NS      | $694243.28     | 0.04%             |  |  |  | No            |                  1 | 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      | $24057.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED REGS 10/50 1               | CUSIP: ACI1CPNN9<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |    2861805 | PA      | $354265.96     | 0.02%             | 2050-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2004-10                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2004 10 21A1       | CUSIP: 07384M4H2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       4148 | PA      | $4037.03       | 0.00%             | 2035-01-25      | Floating      | 5.82%                 | 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        |    3760306 | PA      | $3765793.43    | 0.21%             | 2032-10-13      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $5225.79       | 0.00%             |  |  |  | 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        |     163929 | PA      | $57604.39      | 0.00%             | 2037-09-25      | Fixed         | 6.50%                 | 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        |        403 | PA      | $388.84        | 0.00%             | 2035-09-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-9347.11      | -0.00%            |  |  |  | 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        |      28274 | PA      | $27170.95      | 0.00%             | 2035-06-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-27923.40     | -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        |       8845 | PA      | $7589.18       | 0.00%             | 2036-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $15678.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $671.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                      | WELLTOWER INC REIT USD1.0                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     365419 | NS      | $65095740.66   | 3.69%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                               | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: BL6K5DII1<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |     921085 | PA      | $118542.09     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-8583.78      | -0.00%            |  |  |  | No            |                  2 | 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        |       6479 | PA      | $6228.61       | 0.00%             | 2034-11-21      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| CBRE GROUP INC                                                     | CBRE GROUP INC   A COMMON STOCK USD.01                  | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       4136 | NS      | $651668.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | REPU STATE STREET GLOBAL MARKE USD REPU SSB T           | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -755312521 | PA      | $-755404207.79 | -42.79%           |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-381878.99    | -0.02%            |  |  |  | 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        |      38755 | PA      | $18209.75      | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 10/27 1.625                             | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   58994968 | PA      | $59953177.84   | 3.40%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-11411.15     | -0.00%            |  |  |  | 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        |        125 | PA      | $125.79        | 0.00%             | 2035-09-25      | Floating      | 6.36%                 | 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        |    1230380 | PA      | $1195656.90    | 0.07%             | 2035-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-94829.55     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12                | BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1       | CUSIP: 07387AGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21140 | PA      | $19512.18      | 0.00%             | 2036-02-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1307.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-7342.32      | -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        |     112632 | NS      | $1352710.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2774.36       | 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      | $-34663.38     | -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        |     858464 | PA      | $1008420.80    | 0.06%             | 2032-01-20      | Floating      | 2.76%                 | 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        |      61895 | PA      | $58918.62      | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | LONG GILT FUTURE  DEC25 IFLL 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        163 | NC      | $-52359.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | RFR GBP SONIO/3.75000 09/17/25-5Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          1 | NC      | $-432212.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $309.79        | 0.00%             |  |  |  | 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      | $1201260.00    | 0.07%             | 2034-10-15      | Floating      | 5.32%                 | 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      | $-967156.59    | -0.05%            |  |  |  | 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        |   34604226 | PA      | $31712139.12   | 1.80%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | LOW SU GASOIL G   DEC25 IFEU 20251211                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -71 | NC      | $-254314.47    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $45821.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $108.88        | 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        |       6320 | PA      | $6265.30       | 0.00%             | 2037-02-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-2417.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP EM NI 2.736 10/15/23-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $422346.67     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/54 2.125                             | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25471710 | PA      | $23537634.14   | 1.33%             | 2054-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SILA REALTY TRUST INC                                              | SILA REALTY TRUST INC COMMON STOCK USD.01               | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               | CORP              | US        |       5712 | NS      | $143371.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HEALTHCARE REIT INC                                       | AMERICAN HEALTHCARE REIT INC REIT USD.01                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |     117242 | NS      | $4925336.42    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $5015.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-23905.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $234.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $33553.51      | 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        |      58981 | PA      | $53749.55      | 0.00%             | 2035-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SGX IRON ORE 62   NOV25 XSIM 20251128                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |        125 | NC      | $-13005.00     | -0.00%            |  |  |  | No            |                  1 | 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        |        875 | PA      | $790.46        | 0.00%             | 2036-08-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-5683.00      | -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        |   18715942 | PA      | $18715057.03   | 1.06%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $419.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTAS INC                                                         | VENTAS INC REIT USD.25                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     233592 | NS      | $16349104.08   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/35 2.125                             | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   72674890 | PA      | $74840441.11   | 4.24%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD DKK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-43909.35     | -0.00%            |  |  |  | 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        |   17234555 | PA      | $17655225.76   | 1.00%             | 2054-03-01      | Fixed         | 6.00%                 | 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        |        908 | PA      | $894.39        | 0.00%             | 2042-09-15      | Floating      | 4.94%                 | 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        |      80986 | PA      | $80163.44      | 0.00%             | 2037-03-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| HARVEST CLO XVI DAC 16A                                            | HARVEST CLO HARVT 16A ARR 144A                          | CUSIP: ACI1VVSJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1502957 | PA      | $1766038.01    | 0.10%             | 2031-10-15      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KBX1  | FHLMC MULTIFAMILY STRUCTURED P FHMS KBX1 A2             | CUSIP: 3137F4CZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     705705 | PA      | $701521.97     | 0.04%             | 2026-01-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-11364.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | MERRILL LYNCH REPO CAD REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |   20000000 | PA      | $14370913.27   | 0.81%             |  |  |  | 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        |   73417265 | PA      | $71181104.32   | 4.03%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR JPY MUTK/0.50000 12/15/21-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $662398.47     | 0.04%             |  |  |  | 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        |       6363 | NS      | $249238.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVC CORDATUS LOAN FUND XI DAC 21-1                                 | CORDATUS CLO PLC CORDA 11A AR 144A                      | CUSIP: ACI1W60L8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     480912 | PA      | $564615.47     | 0.03%             | 2031-10-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES INC (AKA: GAYLORD ENTERTAINMENT CO)   | RYMAN HOSPITALITY PROPERTIES REIT USD.01                | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      32325 | NS      | $2895996.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APARTMENT INVESTMENT AND MANAGEMENT COMPANY                        | APARTMENT INVT + MGMT CO  A REIT USD.01                 | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |      11946 | NS      | $94731.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $23.14         | 0.00%             |  |  |  | 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        |     125449 | PA      | $125009.28     | 0.01%             | 2036-10-25      | Floating      | 4.84%                 | 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        |      49044 | NS      | $672883.68     | 0.04%             |  |  |  | No            |                  1 | 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        |      81063 | PA      | $62880.53      | 0.00%             | 2037-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-161423.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                     | PUBLIC STORAGE REIT USD.1                               | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |      80782 | NS      | $23333880.70   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT NOK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $961.28        | 0.00%             |  |  |  | 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        |       8866 | PA      | $8565.80       | 0.00%             | 2035-06-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC                                         | BRIXMOR PROPERTY GROUP INC REIT USD.01                  | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     156261 | NS      | $4325304.48    | 0.25%             |  |  |  | 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        |     714605 | PA      | $839949.60     | 0.05%             | 2031-12-15      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-32474.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ELME COMMUNITIES                                                   | ELME COMMUNITIES REIT USD.01                            | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      44577 | NS      | $751568.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE XXVII CLO LTD 2017-27A                                     | VENTURE CDO LTD VENTR 2017 27A AR 144A                  | CUSIP: 92331LBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     536561 | PA      | $536855.46     | 0.03%             | 2030-07-20      | Floating      | 5.64%                 | 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        |      19489 | PA      | $17242.49      | 0.00%             | 2036-05-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251003                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $391384.78     | 0.02%             |  |  |  | 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        |     256496 | PA      | $227992.85     | 0.01%             | 2036-08-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $5635.61       | 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      | $117658.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3096                                                   | FREDDIE MAC FHR 3096 FX                                 | CUSIP: 31396GWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76345 | PA      | $76025.41      | 0.00%             | 2032-05-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-SCHATZ FUT   DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        303 | NC      | $-35908.13     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                              | CAMDEN PROPERTY TRUST REIT USD.01                       | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |      54701 | NS      | $5840972.78    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-15242.96     | -0.00%            |  |  |  | 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        |      32117 | PA      | $31983.48      | 0.00%             | 2037-08-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 07/27 0.375                             | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43809246 | PA      | $43520009.72   | 2.47%             | 2027-07-15      | Fixed         | 0.38%                 | 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        |      54932 | PA      | $51133.40      | 0.00%             | 2037-03-19      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                          | AVALONBAY COMMUNITIES INC REIT USD.01                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |      76898 | NS      | $14854386.66   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP INC                                           | SIMON PROPERTY GROUP INC REIT USD.0001                  | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     166516 | NS      | $31250057.72   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+45 MYI                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $303277.71     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $43663.75      | 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        |      18931 | NS      | $231715.44     | 0.01%             |  |  |  | No            |                  1 | 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        |      13014 | PA      | $10448.87      | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $4866.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-1262.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $5497.04       | 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      | $20194.96      | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-81662.46     | -0.00%            |  |  |  | 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        |     350574 | PA      | $344920.51     | 0.02%             | 2035-07-25      | Floating      | 5.31%                 | No            |                  2 | 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      | $36141.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-7618.99      | -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        |     624480 | PA      | $250051.75     | 0.01%             | 2036-10-25      | Floating      | 4.75%                 | 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        |     180336 | NS      | $3251458.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251001                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $159464.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $4135.29       | 0.00%             |  |  |  | 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        |     134752 | PA      | $131397.36     | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG SR UNSECURED REGS 03/29 VAR                | CUSIP: ACI2B33K5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     200000 | PA      | $261918.96     | 0.01%             | 2029-03-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-5818.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TR 2007-OPT1                            | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2007 OPT1 1A1       | CUSIP: 83612TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     638298 | PA      | $439158.08     | 0.02%             | 2037-06-25      | Floating      | 4.47%                 | 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      | $117450.63     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-15466.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BUND FUTURE  DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        203 | NC      | $85594.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1216.99      | -0.00%            |  |  |  | No            |                  2 | 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        |   18181553 | PA      | $18287509.51   | 1.04%             | 2073-07-20      | Floating      | 5.29%                 | 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        |       6082 | PA      | $6209.00       | 0.00%             | 2035-01-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                                    | DIAMONDROCK HOSPITALITY CO REIT USD.01                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     105460 | NS      | $839461.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORPORATION                                         | TERRENO REALTY CORP REIT USD.01                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36187 | NS      | $2053612.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-359.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $11329.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALT MTG SEC 2006-FA8                                 | FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7       | CUSIP: 32052DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      57472 | PA      | $20689.84      | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | 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        |     248897 | NS      | $1261907.79    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $43643.02      | 0.00%             |  |  |  | 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      | $335824.66     | 0.02%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | 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        |      22206 | PA      | $14379.23      | 0.00%             | 2035-11-19      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-422986.53    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NOK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $13461.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CARBON EMISSIONS FUTURES NDEX 20251215                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |         44 | NC      | $173009.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMARK CLO LTD 2017-1A                                             | ROMARK CLO LTD RMRK 2017 1A A1R 144A                    | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     148612 | PA      | $148694.72     | 0.01%             | 2030-10-23      | Floating      | 5.61%                 | 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        |       2224 | PA      | $2260.62       | 0.00%             | 2035-11-25      | Floating      | 6.31%                 | 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        |     192404 | PA      | $186460.89     | 0.01%             | 2043-10-20      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-2403.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $165995.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $35081.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $80219.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+52 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $782686.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SEK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $-34880.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | CA CARBON ALLOW 25DEC25 IFED 20251224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        399 | NC      | $98207.13      | 0.01%             |  |  |  | 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        |   17258832 | PA      | $9584427.02    | 0.54%             | 2051-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $8312.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC                              | ESSENTIAL PROPERTIES REALTY REIT USD.01                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     101753 | NS      | $3028169.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                                        | SUMMIT HOTEL PROPERTIES INC REIT                        | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      54447 | NS      | $298914.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-4103.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $38707.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT DKK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $12764.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 04/28 1.25                              | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70217140 | PA      | $70498947.36   | 3.99%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $26795.86      | 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        |    1652807 | PA      | $1942254.40    | 0.11%             | 2033-01-15      | Floating      | 2.94%                 | 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        |   49884945 | PA      | $51970670.97   | 2.94%             | 2028-10-15      | Fixed         | 2.38%                 | 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      | $2351886.46    | 0.13%             | 2038-10-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PLN BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-1639.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $4887.84       | 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        |     757315 | PA      | $889711.43     | 0.05%             | 2031-04-15      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                       | NNN REIT INC REIT USD.01                                | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      96879 | NS      | $4124139.03    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES INC                                           | HIGHWOODS PROPERTIES INC REIT USD.01                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      55429 | NS      | $1763750.78    | 0.10%             |  |  |  | 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        |      41707 | PA      | $40328.90      | 0.00%             | 2037-09-25      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES INC                                                | SUN COMMUNITIES INC REIT USD.01                         | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |      60134 | NS      | $7757286.00    | 0.44%             |  |  |  | No            |                  1 | 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        |    1202076 | PA      | $1164223.01    | 0.07%             | 2034-05-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $29379.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ILS BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $-8703.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-64297.80     | -0.00%            |  |  |  | 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        |    9844088 | PA      | $1468565.99    | 0.08%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC                                 | EASTERLY GOVERNMENT PROPERTI REIT USD.01                | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      22030 | NS      | $505147.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT CORP                                                     | NETSTREIT CORP REIT USD.01                              | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      42342 | NS      | $764696.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                                           | ESSEX PROPERTY TRUST INC REIT USD.0001                  | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      33152 | NS      | $8873464.32    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-7176.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | KC HRW WHEAT FUT  MAR26 XCBT 20260313                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         -1 | NC      | $1214.28       | 0.00%             |  |  |  | No            |                  1 | 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        |      35987 | PA      | $34792.16      | 0.00%             | 2035-05-19      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NOK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $0.58          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/43 0.625                             | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23374079 | PA      | $17770693.85   | 1.01%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BTP FUTURE   DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        230 | NC      | $296851.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-2961.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $4995.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-524.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $640.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $-135040.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1055.37       | 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        |       5620 | PA      | $3964.67       | 0.00%             | 2036-05-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                          | HEALTHPEAK PROPERTIES INC REIT USD1.0                   | CUSIP: 42250P103<br>LEI: 254900M6MTMZM0I22L81 | Long             | EC               | CORP              | US        |     357366 | NS      | $6843558.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SGX IRON ORE 62   JAN26 XSIM 20260130                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |        512 | NC      | $-69674.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-12353.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $258.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO MTGE BK SEC TR 2006-AR4                                | WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4       | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10814 | PA      | $10728.75      | 0.00%             | 2036-04-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-166.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $2288.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3                            | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3        | CUSIP: 17309QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     254000 | PA      | $250271.71     | 0.01%             | 2036-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $34.05         | 0.00%             |  |  |  | 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        |      12435 | PA      | $9402.48       | 0.00%             | 2035-11-25      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260402                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-130780.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-349790.73    | -0.02%            |  |  |  | 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        |    1663569 | PA      | $1664874.02    | 0.09%             | 2032-07-20      | Floating      | 5.46%                 | 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        |       1512 | NS      | $23133.60      | 0.00%             |  |  |  | No            |                  1 | 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        |      34069 | PA      | $27354.57      | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-27.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2022-FOX2                                                 | BX TRUST BX 2022 FOX2 A2 144A                           | CUSIP: 05610AAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2788346 | PA      | $2784897.84    | 0.16%             | 2039-04-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $33884.86      | 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      | $355705.52     | 0.02%             | 2040-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE REIT INC                                         | SABRA HEALTH CARE REIT INC REIT USD.01                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     138509 | NS      | $2581807.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $786.69        | 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        |     168698 | PA      | $87191.66      | 0.00%             | 2037-01-25      | Floating      | 4.41%                 | 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        |       3128 | PA      | $3134.23       | 0.00%             | 2037-02-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | WTI CRUDE FUTURE  DEC25 XNYM 20251120                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -92 | NC      | $591076.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | LOW SU GASOIL G   OCT25 IFEU 20251010                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -32 | NC      | $-131270.83    | -0.01%            |  |  |  | No            |                  1 | 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      | $744816.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $559.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES                                            | COPT DEFENSE PROPERTIES REIT USD.01                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      57421 | NS      | $1668654.26    | 0.09%             |  |  |  | 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        |      28341 | PA      | $38130.99      | 0.00%             | 2045-06-13      | Floating      | 5.04%                 | 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      | $413460.00     | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST                                                  | RLJ LODGING TRUST REIT                                  | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      12545 | NS      | $90324.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TRUST 2005-HE2                                               | GSAMP TRUST GSAMP 2005 HE2 M2                           | CUSIP: 36242DA60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      89548 | PA      | $85905.97      | 0.00%             | 2035-03-25      | Floating      | 5.25%                 | 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        |       9787 | PA      | $9380.21       | 0.00%             | 2034-11-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $1936.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | IRS EUR 2.75000 03/18/26-10Y LCH                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |          1 | NC      | $183894.88     | 0.01%             |  |  |  | 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        |   34495893 | PA      | $34834979.53   | 1.97%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-6775.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-4998.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAP CERT 2007-4R                            | CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A      | CUSIP: 12639QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1788 | PA      | $1624.12       | 0.00%             | 2036-10-26      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $8513.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TR 2005-AR14                            | INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A      | CUSIP: 45660LRU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     311533 | PA      | $228329.91     | 0.01%             | 2035-07-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $47926.92      | 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        |       3546 | PA      | $3335.82       | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM CLO 2022-2A LTD                                         | GUGGENHEIM CLO LTD GUGG 2022 2A A1R 144A                | CUSIP: 40172PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3400000 | PA      | $3402040.00    | 0.19%             | 2035-01-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $22557.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD DKK BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-35863.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+55.5 JPM                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $2910932.94    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1393.17      | -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        |     915170 | PA      | $747419.83     | 0.04%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $27.34         | 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        |       5283 | PA      | $4992.69       | 0.00%             | 2036-01-25      | Floating      | 4.67%                 | No            |                  2 | 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        |       3662 | PA      | $3548.06       | 0.00%             | 2035-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $0.73          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-204406.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $6336.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL MB0143 G2 01/55 FIXED 3.5                  | CUSIP: 3618N5ER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12950819 | PA      | $11819619.69   | 0.67%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | 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        |      18427 | PA      | $18476.49      | 0.00%             | 2038-04-25      | Floating      | 5.55%                 | 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      | $6723794.85    | 0.38%             | 2035-04-23      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                                                  | SITE CENTERS CORP REIT USD.1                            | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      27100 | NS      | $244171.00     | 0.01%             |  |  |  | No            |                  1 | 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      | $0.30          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | 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        |     205310 | NS      | $3668889.70    | 0.21%             |  |  |  | No            |                  1 | 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        |      13594 | PA      | $13821.66      | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | 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      | $-19652.70     | -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        |      14332 | NS      | $767908.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-23012.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-90.39        | -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      | $4499584.92    | 0.25%             | 2034-07-25      | Floating      | 5.44%                 | 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      | $322069.60     | 0.02%             |  |  |  | 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        |     186918 | PA      | $193382.24     | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $5232.77       | 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        |      17567 | NS      | $47606.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT NOK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-94581.67     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-434.30       | -0.00%            |  |  |  | No            |                  2 | 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      | $3005850.00    | 0.17%             | 2035-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-723.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COUNTRYWIDE ASSET-BACKED CERT 2004-7                               | COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5           | CUSIP: 126673EG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2919871 | PA      | $2646209.23    | 0.15%             | 2034-11-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO BANK OF AMERICA REVERSE REPO               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -29105625 | PA      | $-29135822.08  | -1.65%            |  |  |  | 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        |    1850273 | PA      | $1857796.94    | 0.11%             | 2055-03-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/53 2             | CUSIP: ACI22BXB4<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.15          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                     | EPR PROPERTIES REIT USD.01                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |      38940 | NS      | $2258909.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-11962.48     | -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        |     796586 | PA      | $431167.31     | 0.02%             | 2036-05-25      | Floating      | 4.77%                 | 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        |      11174 | PA      | $10874.98      | 0.00%             | 2034-11-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20260105                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-6908.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-10254.28     | -0.00%            |  |  |  | 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      | $125031.17     | 0.01%             | 2029-11-15      | Floating      | 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        |   22490813 | PA      | $13320198.62   | 0.75%             | 2050-02-15      | Fixed         | 0.25%                 | 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        |         29 | PA      | $28.88         | 0.00%             | 2036-05-25      | Floating      | 6.07%                 | 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      | $-145929.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-7516.69      | -0.00%            |  |  |  | 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        |     294516 | PA      | $290873.47     | 0.02%             | 2035-12-25      | Floating      | 5.03%                 | 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      | $10435.01      | 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        |    4221709 | PA      | $4224677.42    | 0.24%             | 2036-10-16      | Floating      | 5.33%                 | No            |                  2 | 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        |    1238788 | PA      | $1122929.00    | 0.06%             | 2033-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| LEHMAN ABS MANUFACTURED HOUSING 2001-B                             | LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2          | CUSIP: 52519SAM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     751464 | PA      | $715371.31     | 0.04%             | 2040-04-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-3703.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 04/47 2.5               | CUSIP: ACI0B2V53<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |       1530 | PA      | $225.72        | 0.00%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $414.07        | 0.00%             |  |  |  | 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      | $1211728.61    | 0.07%             | 2035-10-25      | Floating      | 4.99%                 | 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      | $1163177.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20251208                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $-3498.29      | -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        |     442181 | NS      | $7525920.62    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| REALKREDIT DANMARK A/S                                             | REALKREDIT DANMARK COVERED REGS 10/53 1.5               | CUSIP: BMXQXJII2<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |   46952245 | PA      | $6017342.95    | 0.34%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-3203.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $78287.86      | 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      | $1295649.60    | 0.07%             | 2036-08-29      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    5400000 | PA      | $5400000.00    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $39953.54      | 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      | $-298575.95    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $391.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD 2021-CRE5                                      | LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A    | CUSIP: 53947XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      65519 | PA      | $65566.09      | 0.00%             | 2036-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-471.47       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/29 0.875                             | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35298997 | PA      | $35038807.82   | 1.98%             | 2029-01-15      | Fixed         | 0.88%                 | 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        |     120416 | NS      | $4950301.76    | 0.28%             |  |  |  | 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        |      36484 | PA      | $15910.87      | 0.00%             | 2035-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL MA4733 FN 09/52 FIXED 4.5                     | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     554723 | PA      | $540915.27     | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | 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        |     112257 | NS      | $2503331.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT NZD SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-66.39        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NOK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NO        |          1 | NC      | $-22.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1587.36       | 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        |      64661 | PA      | $8420.26       | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.7025 01/14/25-1Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-35204.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CVC CORDATUS LOAN FUND VII DAC 7A                                  | CORDATUS CLO PLC CORDA 7A ARR 144A                      | CUSIP: ACI1W2TC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     566430 | PA      | $664319.73     | 0.04%             | 2031-09-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REPO BANK AMERICA REPO                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   55100000 | PA      | $55100000.00   | 3.12%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | GOLD 100 OZ FUTR  DEC25 XCEC 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -309 | NC      | $-9763437.37   | -0.55%            |  |  |  | No            |                  1 | 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        |       2966 | PA      | $2806.84       | 0.00%             | 2034-12-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | AMZX TRS EQUITY SOFR+25 JPM                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $-3240376.73   | -0.18%            |  |  |  | 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        |      16462 | PA      | $13198.64      | 0.00%             | 2036-03-25      | Floating      | 5.22%                 | 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        |      15219 | PA      | $14054.71      | 0.00%             | 2037-09-25      | Floating      | 4.67%                 | 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        |      44019 | PA      | $41355.57      | 0.00%             | 2034-11-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| VERIS RESIDENTIAL INC                                              | VERIS RESIDENTIAL INC REIT USD.01                       | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |      40689 | NS      | $618472.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/40 2.125                             | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7404001 | PA      | $7467396.86    | 0.42%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVIII CLO LTD 2017-28A                                    | VENTURE CDO LTD VENTR 2017 28A A1R 144A                 | CUSIP: 92331AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     593604 | PA      | $593924.23     | 0.03%             | 2030-07-20      | Floating      | 5.58%                 | 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        |      98776 | NS      | $925531.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-147159.27    | -0.01%            |  |  |  | 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        |   29604642 | PA      | $25340580.57   | 1.44%             | 2044-02-15      | Fixed         | 1.38%                 | 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        |   30776290 | PA      | $30356507.56   | 1.72%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-19614.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $335.02        | 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      | $425466.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC                                     | NEXPOINT RESIDENTIAL REIT USD.01                        | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      10961 | NS      | $353163.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 01/27 2.375                             | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25148731 | PA      | $25602140.24   | 1.45%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | WHEAT FUTURE(CBT) DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       -678 | NC      | $1248370.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $5238.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-1787.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.38 10/15/24-1Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-8841.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $3146.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP 2005-HE2                                       | ACE SECURITIES CORP. ACE 2005 HE2 M6                    | CUSIP: 004421MH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1810539.40    | 0.10%             | 2035-04-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-407.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | AMNAX TRS EQUITY SOFR+56 BOA                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $2165590.25    | 0.12%             |  |  |  | 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      | $236030.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT MXN SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $98661.24      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD AUD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $-275422.87    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-353273.77    | -0.02%            |  |  |  | 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        |     510171 | PA      | $508059.13     | 0.03%             | 2036-02-25      | Floating      | 4.93%                 | 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        |   19600000 | PA      | $19642566.30   | 1.11%             | 2055-09-20      | Floating      | 5.51%                 | 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        |   32166912 | PA      | $25771771.56   | 1.46%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JBG SMITH PROPERTIES                                               | JBG SMITH PROPERTIES REIT USD.01                        | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      31190 | NS      | $693977.50     | 0.04%             |  |  |  | No            |                  1 | 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        |     653547 | PA      | $216624.29     | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | 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        |    2228767 | PA      | $2219078.93    | 0.13%             | 2055-03-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT AUD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |          1 | NC      | $204587.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $2056.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+55 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $871164.63     | 0.05%             |  |  |  | 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        |      14300 | NS      | $109538.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | CCA VINTAGE 2026  DEC26 IFED 20261224                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       2148 | NC      | $2510869.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $1547.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-459852.64    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT NZD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $-11871.00     | -0.00%            |  |  |  | No            |                  2 | 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      | $1101541.32    | 0.06%             | 2033-10-20      | Floating      | 5.56%                 | 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      | $421404.00     | 0.02%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GROUP INC                                                | PARAMOUNT GROUP INC REIT USD.01                         | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |      94158 | NS      | $615793.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SEC TRUST 2007-A1                                | RESIDENTIAL ASSET SECURITIZATI RAST 2007 A1 A9          | CUSIP: 761136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50607 | PA      | $14850.70      | 0.00%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCULPTOR CLO XXVII LTD 27A                                         | SCULPTOR CLO LTD SCUL 27A A1R 144A                      | CUSIP: 81124UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2700000 | PA      | $2701215.00    | 0.15%             | 2034-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 07/29 0.25                              | CUSIP: 9128287D6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45968104 | PA      | $44606288.35   | 2.53%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CENTERSPACE                                                        | CENTERSPACE REIT                                        | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       8615 | NS      | $507423.50     | 0.03%             |  |  |  | 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        |    1742396 | PA      | $1647721.95    | 0.09%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $751.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD INR BOUGHT USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $1398.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD DKK BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | DK        |          1 | NC      | $-12939.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $2643.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP INC                                                            | BXP INC REIT USD.01                                     | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      74681 | NS      | $5551785.54    | 0.31%             |  |  |  | No            |                  1 | 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        |     348444 | PA      | $336968.08     | 0.02%             | 2059-07-25      | Fixed         | 2.75%                 | 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      | $3103410.00    | 0.18%             | 2035-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                               | GNMA II POOL MB0304 G2 04/55 FIXED 3.5                  | CUSIP: 3618N5KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12496954 | PA      | $11402455.16   | 0.65%             | 2055-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CURBLINE PROPERTIES CORP                                           | CURBLINE PROPERTIES CORP REIT USD.01                    | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      11150 | NS      | $248645.00     | 0.01%             |  |  |  | No            |                  1 | 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      | $1408711.48    | 0.08%             | 2035-03-25      | Floating      | 5.11%                 | 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        |     992527 | PA      | $996665.01     | 0.06%             | 2054-10-25      | Floating      | 5.31%                 | 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      | $2178431.68    | 0.12%             | 2037-01-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1             | CUSIP: ACI1N7309<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.17          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-15053.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-249234.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CHF SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $733.28        | 0.00%             |  |  |  | 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        |       1003 | PA      | $996.56        | 0.00%             | 2036-10-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| JAPAN GOVT                                                         | JAPAN GOVT CPI LINKED BONDS 03/29 0.1                   | CUSIP: ACI1BXN03<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3240088500 | PA      | $22369613.95   | 1.27%             | 2029-03-10      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHASE MORGAGE FINANCE CORP 2005-A1                                 | CHASE MORTGAGE FINANCE CORPORA CHASE 2005 A1 1A1        | CUSIP: 16162WPB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        352 | PA      | $335.60        | 0.00%             | 2035-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251113                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $5244.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | MERRILL LYNCH REPO CAD REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |   60000000 | PA      | $43112739.81   | 2.44%             |  |  |  | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                       | WP CAREY INC REIT USD.001                               | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     113076 | NS      | $7640545.32    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT ZAR SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $11370.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-BUXL 30Y BND DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         26 | NC      | $79337.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JYSKE REALKREDIT A/S                                               | JYSKE REALKREDIT A/S COVERED 10/53 1                    | CUSIP: ACI1PMG75<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.21          | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $-8430.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $3114.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $319.35        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251007                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-4952.11      | -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        |      75532 | PA      | $71358.83      | 0.00%             | 2035-08-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $61286.58      | 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        |   44518202 | PA      | $44011151.71   | 2.49%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT SGD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $-1699.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                               | NORDEA KREDIT REALKREDIT COVERED 10/43 0.5              | CUSIP: ACI1RSH20<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.27          | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | MERRILL LYNCH REPO CAD REPO                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | CA        |   30000000 | PA      | $21556369.91   | 1.22%             |  |  |  | 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        |       8614 | PA      | $7392.79       | 0.00%             | 2035-08-25      | Fixed         | 6.50%                 | 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        |       2788 | PA      | $2696.78       | 0.00%             | 2035-06-25      | Floating      | 4.61%                 | 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        |      87555 | PA      | $80051.30      | 0.00%             | 2036-10-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $4198.91       | 0.00%             |  |  |  | No            |                  2 | 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        |      38393 | PA      | $34999.79      | 0.00%             | 2034-12-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-1840.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251006                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $271.37        | 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      | $-183401.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5           | CUSIP: ACI1P1CP5<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.15          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | 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        |      97916 | PA      | $97668.73      | 0.01%             | 2035-09-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORPORATION                                           | KIMCO REALTY CORP REIT USD.01                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |     346012 | NS      | $7560362.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | DWRTFT TRS EQUITY SOFR+49 CBK                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |          1 | NC      | $1085789.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-12018.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-905.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/53 1             | CUSIP: ACI1N9610<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |       9356 | PA      | $1095.82       | 0.00%             | 2053-10-01      | Fixed         | 1.00%                 | 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        |      68798 | PA      | $66592.39      | 0.00%             | 2036-07-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| PLYMOUTH INDUSTRIAL REIT INC                                       | PLYMOUTH INDUSTRIAL REIT INC REIT USD.01                | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      22844 | NS      | $510106.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VMWARE LLC                                                         | VMWARE LLC SR UNSECURED 08/27 3.9                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38865.18      | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                                    | COUSINS PROPERTIES INC REIT USD1.0                      | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |      85878 | NS      | $2485309.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VORNADO REALTY TRUST                                               | VORNADO REALTY TRUST REIT USD.04                        | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      70799 | NS      | $2869483.47    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $89.88         | 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        |       4101 | PA      | $4184.61       | 0.00%             | 2036-07-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/47 2.5           | CUSIP: ACI09WV27<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |        375 | PA      | $55.21         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | 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        |        605 | PA      | $612.32        | 0.00%             | 2044-10-01      | Floating      | 5.35%                 | 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        |      66687 | NS      | $1092999.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-389742.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CAD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $123.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-126.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3179                                                   | FREDDIE MAC FHR 3179 FP                                 | CUSIP: 31396UF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12392 | PA      | $12298.01      | 0.00%             | 2036-07-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | 317U4NEA1 PIMCO SWAPTION 2.465 PUT EUR 2025120          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -35300000 | NC      | $-2756.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | EURO-OAT FUTURE   DEC25 XEUR 20251208                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -545 | NC      | $-595831.72    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADA GOVT                                                        | CANADIAN GOVERNMENT RRB BONDS 12/26 4.25                | CUSIP: 135087VS0<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1250342 | PA      | $936567.12     | 0.05%             | 2026-12-01      | Fixed         | 4.25%                 | 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        |   65148234 | PA      | $66167660.54   | 3.75%             | 2030-04-15      | Fixed         | 1.62%                 | 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        |     101885 | NS      | $828325.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC                                    | FOUR CORNERS PROPERTY TRUST REIT USD.0001               | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |       9120 | NS      | $222528.00     | 0.01%             |  |  |  | No            |                  1 | 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        |     317440 | PA      | $290604.47     | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | 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        |      79150 | PA      | $61775.80      | 0.00%             | 2037-04-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD THB BOUGHT USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $1192.38       | 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      | $200719.54     | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | 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        |     359217 | PA      | $352656.07     | 0.02%             | 2036-11-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $-6246.52      | -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        |      98075 | NS      | $5953152.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $-3891.92      | -0.00%            |  |  |  | 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        |    4159442 | PA      | $4175857.71    | 0.24%             | 2055-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $46120.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-439890.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL EURO CLO 2022-2 DAC 22-2A                             | BAIN CAPITAL EURO CLO BCCE 2022 2A ARR 144A             | CUSIP: ACI2ZP3K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1400000 | PA      | $1648911.77    | 0.09%             | 2038-01-22      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD KRW BOUGHT USD 20251022                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $16592.24      | 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        |        389 | PA      | $57.24         | 0.00%             | 2047-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                     | OMEGA HEALTHCARE INVESTORS REIT USD.1                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     212956 | NS      | $8991002.32    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT EUR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $7620.94       | 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        |       3587 | NS      | $96239.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | BOUGHT TWD SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $2238.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251202                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $905.68        | 0.00%             |  |  |  | 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        |    9195358 | PA      | $6792013.43    | 0.38%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 847614 FH 10/36 FLOATING VAR          | CUSIP: 3128JRN77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1423 | PA      | $1448.09       | 0.00%             | 2036-10-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                            | NYKREDIT REALKREDIT AS COVERED REGS 10/43 0.5           | CUSIP: ACI1RMVS0<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          2 | PA      | $0.21          | 0.00%             | 2043-10-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                        | GOLD CMX WR FAC 4202 LOOMIS MSC                         | CUSIP: 955TFE006<br>LEI: N/A                  | Long             | COMM             |  | US        |        386 | NS      | $1477620.92    | 0.08%             |  |  |  | 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        |   55797480 | PA      | $55494289.89   | 3.14%             | 2026-10-15      | Fixed         | 0.12%                 | 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        |     341196 | PA      | $334835.32     | 0.02%             | 2036-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $17981.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD NZD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | NZ        |          1 | NC      | $148.75        | 0.00%             |  |  |  | No            |                  2 | 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        |      48910 | PA      | $32767.61      | 0.00%             | 2035-07-25      | Floating      | 4.89%                 | 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      | $6792238.00    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BRENT CRUDE FUTR  DEC25 IFEU 20251031                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         88 | NC      | $21162.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                            | UDR INC REIT USD.01                                     | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |     154953 | NS      | $5773548.78    | 0.33%             |  |  |  | No            |                  1 | 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      | $-46643.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $27264.64      | 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        |   60728144 | PA      | $57758160.03   | 3.27%             | 2030-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD ZAR BOUGHT USD 20251120                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $-6146.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD TWD BOUGHT USD 20251215                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TW        |          1 | NC      | $6833.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.703 05/25/21-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $229099.69     | 0.01%             |  |  |  | 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        |     179486 | PA      | $116301.56     | 0.01%             | 2037-01-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-H                    | 38381P996                                               | CUSIP: 990AAVQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18100000 | PA      | $18088687.50   | 1.02%             | 2065-07-20      | Floating      | 5.16%                 | No            |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 02/48 1                                 | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15064540 | PA      | $11300303.58   | 0.64%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT THB SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | TH        |          1 | NC      | $333.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                               | FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44000000 | PA      | $45501538.28   | 2.58%             | 2054-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT PLN SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PL        |          1 | NC      | $4459.85       | 0.00%             |  |  |  | No            |                  2 | 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        |     286000 | PA      | $284688.78     | 0.02%             | 2035-12-25      | Floating      | 5.31%                 | 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      | $243284.85     | 0.01%             |  |  |  | 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        |   15201502 | PA      | $8248390.17    | 0.47%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3381                                                   | FREDDIE MAC FHR 3381 FA                                 | CUSIP: 31397KWR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31554 | PA      | $31412.92      | 0.00%             | 2037-10-15      | Floating      | 5.11%                 | 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        |   77715134 | PA      | $79275524.88   | 4.49%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $2444.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A                    | CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A   | CUSIP: ACI1YDTG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1502663 | PA      | $1761997.05    | 0.10%             | 2031-01-15      | Floating      | 2.73%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                        | LETRA TESOURO NACIONAL BILLS 04/26 0.00000              | CUSIP: ACI2MFC91<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  296100000 | PA      | $51971923.75   | 2.94%             | 2026-04-01      | None          | 0.00%                 | 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        |     809679 | PA      | $298185.53     | 0.02%             | 2037-06-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                                  | NATIONAL STORAGE AFFILIATES REIT USD.01                 | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |       5765 | NS      | $174218.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | KC HRW WHEAT FUT  DEC25 XCBT 20251212                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        684 | NC      | $-1581329.48   | -0.09%            |  |  |  | No            |                  1 | 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      | $5703154.89    | 0.32%             | 2034-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD JPY BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $516.33        | 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      | $-13742.47     | -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        |      78347 | PA      | $77137.85      | 0.00%             | 2036-08-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTGE LN TR INC 2007-AMC4                                 | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC4 M1        | CUSIP: 17313BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2293740.24    | 0.13%             | 2037-05-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO SOCIETE GENERALE REVERSE REPO              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | N/A       |   -5113812 | PA      | $-6011022.69   | -0.34%            |  |  |  | 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        |    1074414 | PA      | $1258957.18    | 0.07%             | 2033-04-15      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | RFR USD SOFR/3.90000 03/22/24-2Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $-4419.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $92931.50      | 0.01%             |  |  |  | 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        |     933741 | PA      | $1090613.50    | 0.06%             | 2036-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $6089.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EASTGROUP PROPERTIES INC                                           | EASTGROUP PROPERTIES INC REIT                           | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      27501 | NS      | $4654819.26    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GSAMP TRUST 2005-WMC1                                              | GSAMP TRUST GSAMP 2005 WMC1 M1                          | CUSIP: 362341PU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       3791 | PA      | $3761.37       | 0.00%             | 2035-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | INF SWAP US IT 2.41875 03/05/21-5Y LCH                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          1 | NC      | $533288.55     | 0.03%             |  |  |  | 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      | $116296.42     | 0.01%             | 2027-06-24      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $1230.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | NATURAL GAS FUTR  NOV25 XNYM 20251029                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          6 | NC      | $5636.09       | 0.00%             |  |  |  | No            |                  1 | 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        |    1273296 | PA      | $358954.03     | 0.02%             | 2037-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $63329.66      | 0.00%             |  |  |  | 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      | $191516.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAIRN CLO X BV 18-10A                                              | CAIRN CLO BV CRNCL 2018 10A AR 144A                     | CUSIP: ACI1YFN80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1339810 | PA      | $1574048.98    | 0.09%             | 2031-10-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| NORDEA KREDIT REALKREDITAKTIESELSKAB                               | NORDEA KREDIT REALKREDIT COVERED 10/53 1.5              | CUSIP: ACI1WZT66<br>LEI: 52990080NNXXLC14OC65 | Long             | DBT              | CORP              | DK        |    1902927 | PA      | $236675.80     | 0.01%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD SGD BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SG        |          1 | NC      | $83089.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SILVER FUTURE     DEC25 XCEC 20251229                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        -30 | NC      | $-288342.37    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-185686.00    | -0.01%            |  |  |  | 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        |    2562441 | PA      | $1886155.84    | 0.11%             | 2037-04-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| STAG INDUSTRIAL INC                                                | STAG INDUSTRIAL INC REIT USD.01                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      96237 | NS      | $3396203.73    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES GOVT                                                 | TSY INFL IX N/B 07/28 0.75                              | CUSIP: 912828Y38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   38478011 | PA      | $38307992.83   | 2.17%             | 2028-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CHF BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CH        |          1 | NC      | $-460.24       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 11/25 0.00000                             | CUSIP: 912797RP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     500000 | PA      | $497343.34     | 0.03%             | 2025-11-18      | None          | 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        |    2746170 | PA      | $2691988.59    | 0.15%             | 2048-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD GBP BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $11417.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $6664.95       | 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        |        788 | PA      | $794.16        | 0.00%             | 2028-02-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                         | VERIZON COMMUNICATIONS SR UNSECURED 144A 07/37 5.401    | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     282000 | PA      | $286624.76     | 0.02%             | 2037-07-02      | Fixed         | 5.40%                 | 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        |    1757834 | PA      | $210603.88     | 0.01%             | 2053-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | REVERSE REPO CIBC                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -154710340 | PA      | $-154936251.99 | -8.78%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT GBP SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |          1 | NC      | $6245.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ZAR SOLD USD 20251020                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $19756.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $5817.39       | 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        |      49666 | NS      | $6939830.18    | 0.39%             |  |  |  | No            |                  1 | 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      | $12660198.53   | 0.72%             | 2034-10-15      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251119                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-702.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-2492.60      | -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        |   37391619 | PA      | $37263830.59   | 2.11%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                 | TREASURY BILL 01/26 0.00000                             | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2518000 | PA      | $2490224.60    | 0.14%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                        | EQUINIX INC REIT USD.001                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      49975 | NS      | $39142419.00   | 2.22%             |  |  |  | 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        |      23002 | PA      | $22771.21      | 0.00%             | 2036-02-25      | Floating      | 4.81%                 | 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        |    9835387 | PA      | $9852197.84    | 0.56%             | 2054-11-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-8368.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | COMM SWAP TBL/BCOMF1NTC GST                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-8356.27      | -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        |   44798880 | PA      | $44459936.15   | 2.52%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-989.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                              | FED HM LN PC POOL 1J1334 FH 09/36 FLOATING VAR          | CUSIP: 3128NHPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1340 | PA      | $1368.54       | 0.00%             | 2036-09-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ZAR SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ZA        |          1 | NC      | $69.63         | 0.00%             |  |  |  | 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        |    2617125 | PA      | $1284410.18    | 0.07%             | 2037-04-25      | Floating      | 4.51%                 | 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        |    2307016 | PA      | $286589.51     | 0.02%             | 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      | $-367711.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT CAD SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CA        |          1 | NC      | $-746.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-8143.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT BRL SOLD USD 20251104                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-374.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAYFIN EMERALD CLO X DAC 10A                                       | HAYFIN EMERALD CLO HAYEM 10A ARR 144A                   | CUSIP: ACI2ZWCP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    4600000 | PA      | $5409338.87    | 0.31%             | 2039-10-18      | Floating      | 3.28%                 | 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        |    2482280 | PA      | $2836801.50    | 0.16%             | 2030-05-15      | Fixed         | 0.40%                 | 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        |     141706 | PA      | $100067.24     | 0.01%             | 2037-03-25      | Floating      | 5.63%                 | 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        |     314364 | PA      | $306732.38     | 0.02%             | 2049-02-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251008                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-189.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARETRUST REIT INC                                                 | CARETRUST REIT INC REIT USD.01                          | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     131913 | NS      | $4574742.84    | 0.26%             |  |  |  | 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      | $40352.48      | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $-1599.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD PEN BOUGHT USD 20260218                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |          1 | NC      | $-1058.17      | -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      | $98028.44      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD CNH BOUGHT USD 20251016                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CN        |          1 | NC      | $10791.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR ASSET BACKED SECURITIES TRUST 2006-AM2                       | MASTR ASSET BACKED SECURITIES MABS 2006 AM2 A3          | CUSIP: 57645FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180636 | PA      | $168150.93     | 0.01%             | 2036-06-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD MXN BOUGHT USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | MX        |          1 | NC      | $-9818.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD IDR BOUGHT USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-994.15       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT KRW SOLD USD 20251010                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | KR        |          1 | NC      | $-4200.53      | -0.00%            |  |  |  | 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        |    1206246 | PA      | $1414157.77    | 0.08%             | 2034-05-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT JPY SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |          1 | NC      | $94787.60      | 0.01%             |  |  |  | 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      | $3979430.89    | 0.23%             | 2037-03-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD BRL BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | BR        |          1 | NC      | $-276811.72    | -0.02%            |  |  |  | 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        |      15375 | PA      | $15263.32      | 0.00%             | 2045-01-25      | Floating      | 5.07%                 | 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        |     917650 | PA      | $1003581.58    | 0.06%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | 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      | $4130469.02    | 0.23%             | 2038-05-15      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT ILS SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IL        |          1 | NC      | $8940.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251015                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $-21853.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | SOLD EUR BOUGHT USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |          1 | NC      | $1517.63       | 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        |       1967 | PA      | $1867.63       | 0.00%             | 2034-06-25      | Floating      | 5.37%                 | 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      | $-9101.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | US 10YR ULTRA FUT DEC25 XCBT 20251219                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -524 | NC      | $-298152.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                        | GOLD CMX WR FAC 7002 MTB 2 MSC                          | CUSIP: 968KSL901<br>LEI: N/A                  | Long             | COMM             |  | US        |         96 | NS      | $367491.21     | 0.02%             |  |  |  | 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        |     517232 | PA      | $517787.14     | 0.03%             | 2031-10-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE EUROPEAN CLO DAC 2021-2A                             | PALMER SQUARE EUROPEAN CLO PLMER 2021 2A A1 144A        | CUSIP: ACI2V0QZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     800000 | PA      | $940585.24     | 0.05%             | 2035-04-15      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT INR SOLD USD 20251017                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | IN        |          1 | NC      | $-21448.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST INC                                           | DIGITAL REALTY TRUST INC REIT USD.01                    | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     161791 | NS      | $27970428.08   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMODITY WAREHOUSE RECEIPT                                        | GOLD CMX WR FAC 8001 ASAHI MSC                          | CUSIP: 964BJZ904<br>LEI: N/A                  | Long             | COMM             |  | US        |       4541 | NS      | $17383100.05   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| PROLOGIS INC                                                       | PROLOGIS INC REIT USD.01                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     472021 | NS      | $54055844.92   | 3.06%             |  |  |  | No            |                  1 | 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        |      81140 | PA      | $81238.11      | 0.00%             | 2034-12-25      | Floating      | 6.67%                 | 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        |     391556 | PA      | $391912.06     | 0.02%             | 2031-01-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT IDR SOLD USD 20251217                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | ID        |          1 | NC      | $5308.03       | 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      | $-2100.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | BOUGHT SEK SOLD USD 20251002                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | SE        |          1 | NC      | $14436.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                               | FNMA POOL 803338 FN 09/44 FLOATING VAR                  | CUSIP: 31405YPX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        549 | PA      | $555.59        | 0.00%             | 2044-09-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | JPN 10Y BOND(OSE) DEC25 XOSE 20251215                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          1 | NC      | $-8928.26      | -0.00%            |  |  |  | No            |                  1 | 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        |    1205216 | PA      | $1059881.23    | 0.06%             | 2037-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | COMM SWAP JMABNIC5 JPM                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $-2040.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | COMM SWAP PIMCODB MAC                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $834348.75     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | COMM SWAP PIMCODB GST                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $824868.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | COMM SWAP PIMCODB CIB                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          1 | NC      | $645411.26     | 0.04%             |  |  |  | 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      | $1120475.31    | 0.06%             |  |  |  | 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      | $-172864.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer